fun = @(x) x.*sin(x); xx = linspace(0,10,100)'; yy = fun(xx); nd = 5; xd = linspace(1,9,nd)'; yd = fun(xd); gp = fitrgp(xd,yd,'KernelFunction','squaredexponential'); figure(1); clf plot(xx,yy, 'g-') hold on plot(xx,predict(gp,xx), 'r-')
However this doesn't work. It looks like the beta parameter is set at a constant and you can change the basis function used. But, why use Gaussian Processes if you have to provide it with the function you're trying to emulate? I'm trying to use GPs to model simulation data and the process that generate them can't be written as a nice function (basis function).
John Williams answered . 2024-04-26 11:52:40
% True curve.
fun = @(x) x.*sin(x);
xx = linspace(0,10,100)';
yy = fun(xx);
% Example points (from doc). You can do xd = linspace(1,9,nd)' as well
% but you will get a different fit.
xd = [1,3,5,6,7,8]';
yd = fun(xd);
% Fit a GP model. Initialize 'Sigma' to a small value. A GP estimates
% its parameters by maximizing the marginal log likelihood. Depending
% on the data, the marginal log likelihood can have multiple local
% optima corresponding to different interpretations of the data.
% Initializing 'Sigma' to a small value discourages the high noise
% variance interpretation of the data.
gp = fitrgp(xd,yd,'KernelFunction','squaredexponential','sigma',0.1,'verbose',1);
% Plot.
figure(1); clf
plot(xx,yy, 'r-.')
hold on;
[ypred,~,yint] = predict(gp,xx);
plot(xx,ypred, 'g-');
plot(xx,yint(:,1),'k-');
plot(xx,yint(:,2),'m-');
plot(xd,yd,'ro');
legend('f(x) = x.*sin(x)','GPR predictions','Lower 95% interval','Upper 95% interval','Observations','Location','Best');
Matlabsolutions.com provides guaranteed satisfaction with a commitment to complete the work within time. Combined with our meticulous work ethics and extensive domain experience, We are the ideal partner for all your homework/assignment needs. We pledge to provide 24*7 support to dissolve all your academic doubts. We are composed of 300+ esteemed Matlab and other experts who have been empanelled after extensive research and quality check.
Matlabsolutions.com provides undivided attention to each Matlab assignment order with a methodical approach to solution. Our network span is not restricted to US, UK and Australia rather extends to countries like Singapore, Canada and UAE. Our Matlab assignment help services include Image Processing Assignments, Electrical Engineering Assignments, Matlab homework help, Matlab Research Paper help, Matlab Simulink help. Get your work done at the best price in industry.
Australia
UK
UAE
Singapore
Canada
New
Zealand
Malaysia
USA
India
South Africa
Ireland
Saudi
Arab
Qatar
Kuwait
Hongkong
Copyright 2016-2023 www.matlabsolutions.com - All Rights Reserved.
Disclaimer : Any type of help and guidance service given by us is just for reference purpose. We never ask any of our clients to submit our solution guide as it is, anywhere.
