Gaussian Process Regression:I can plot the graphs using "fitrgp", but can I get the mean μ(x) and standard deviation sigma�(x)?
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I can plot the graphs using "fitrgp", but can I get the mean μ(x) and standard deviation sigma(x)?
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mizuki
le 8 Sep 2016
Modifié(e) : mizuki
le 8 Fév 2017
Yes. The first output argument of "resubPredict" is the mean and the second is the sigma. If you want to draw them, use errorbar.
% create samples
n = 10;
x = linspace(0.5,2.5,n)';
y = sin(10*pi.*x) ./ (2.*x)+(x-1).^4 + 1.5*rand(n,1);
% Gaussian Process Regression
gprMdl = fitrgp(x,y);
[ypred,ysd,yint] = resubPredict(gprMdl,'Alpha',0.01);
% draw samples and mean&variance
figure;
plot(x, y, 'o');
hold on;
errorbar(x, ypred,ysd)
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