%%%%%%%%%% Gaussian Process Regression (GPR) %%%%%%%%% % Demo: prediction using GPR % ---------------------------------------------------------------------% close all clear all addpath(genpath(pwd)) % load data x : training inputs y : training targets xt: testing inputs yt: testing targets % multiple input-single output load('./data/data_1.mat') % Set the mean function, covariance function and likelihood function % Take meanConst, covRQiso and likGauss as examples % Initialization of hyperparameters hyp = struct('mean', 3, 'cov', [0 0 0], 'lik', -1); % meanfunc = []; % covfunc = @covSEiso; % likfunc = @likGauss; % % Initialization of hyperparameters % hyp = struct('mean', [], 'cov', [0 0], 'lik', -1); % Optimization of hyperparameters hyp2 = minimize(hyp, @gp, -20, @infGaussLik, meanfunc, covfunc, likfunc,x, y); % Regression using GPR % yfit is the predicted mean, and ys is the predicted variance % Visualization of prediction results plotResult(yt, yfit) % load data x : training inputs y : training targets xt: testing inputs yt: testing targets % multiple input-multiple output load('./data/data_2.mat') % Set the mean function, covariance function and likelihood function % Take meanConst, covRQiso and likGauss as examples meanfunc = @meanConst; covfunc = @covRQiso; likfunc = @likGauss; % Initialization of hyperparameters hyp = struct('mean', 3, 'cov', [2 2 2], 'lik', -1); % meanfunc = []; % covfunc = @covSEiso; % likfunc = @likGauss; % hyp = struct('mean', [], 'cov', [0 0], 'lik', -1); % Optimization of hyperparameters % Regression using GPR % yfit is the predicted mean, and ys is the predicted variance 三、运行结果 版本:2014a
%%%%%%%%%% Gaussian Process Regression (GPR) %%%%%%%%% % Demo: prediction using GPR % ---------------------------------------------------------------------% close all clear all addpath(genpath(pwd)) % load data x : training inputs y : training targets xt: testing inputs yt: testing targets % multiple input-single output load('./data/data_1.mat') % Set the mean function, covariance function and likelihood function % Take meanConst, covRQiso and likGauss as examples % Initialization of hyperparameters hyp = struct('mean', 3, 'cov', [0 0 0], 'lik', -1); % meanfunc = []; % covfunc = @covSEiso; % likfunc = @likGauss; % % Initialization of hyperparameters % hyp = struct('mean', [], 'cov', [0 0], 'lik', -1); % Optimization of hyperparameters hyp2 = minimize(hyp, @gp, -20, @infGaussLik, meanfunc, covfunc, likfunc,x, y); % Regression using GPR % yfit is the predicted mean, and ys is the predicted variance % Visualization of prediction results plotResult(yt, yfit) % load data x : training inputs y : training targets xt: testing inputs yt: testing targets % multiple input-multiple output load('./data/data_2.mat') % Set the mean function, covariance function and likelihood function % Take meanConst, covRQiso and likGauss as examples meanfunc = @meanConst; covfunc = @covRQiso; likfunc = @likGauss; % Initialization of hyperparameters hyp = struct('mean', 3, 'cov', [2 2 2], 'lik', -1); % meanfunc = []; % covfunc = @covSEiso; % likfunc = @likGauss; % hyp = struct('mean', [], 'cov', [0 0], 'lik', -1); % Optimization of hyperparameters % Regression using GPR % yfit is the predicted mean, and ys is the predicted variance
三、运行结果 版本:2014a
版本:2014a