- Category:
- matlab
- Tags:
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[Matlab]
[源码]
- File Size:
- 14kb
- Update:
- 2016-03-25
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- Uploaded by:
- 李
Description: spgp_pred computes the SPGP predictive distribution for a set of
test inputs. You need to supply a set of pseudo-inputs or basis
vectors for the approximation, and suitable hyperparameters for the
covariance. You can use any method you like for finding the
pseudo-inputs , with the simplest obviously being a random subset of
the data. It is coded for Gaussian covariance function, but you could
very easily alter this. It is also fine to use for high dimensional
data sets.
spgp_lik is the SPGP (negative) marginal likelihood and gradients
with respect to pseudo-inputs and hyperparameters. So you can use this
if you wish to try to optimize the positioning of pseudo-inputs and
find good hyperparameters, before using spgp_pred . I would recommend
initializing the pseudo-inputs on a random subset of the data, and
initializing the hyperparameters sensibly. Its current limitations are
that 1) it is slow and memory intensive for high dimensional data sets
2) it is heavi
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File list (Check if you may need any files):
SPGP_dist\demo_script.m
.........\dist.c
.........\dist.m
.........\README
.........\spgp_lik.m
.........\spgp_lik.m~
.........\spgp_lik_nohyp.m
.........\spgp_lik_nohyp.m~
.........\spgp_pred.m
.........\spgp_pred.m~
.........\test_inputs
.........\train_inputs
.........\train_outputs
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