bayesopt: change the default kernel / options
12 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi there,
I red that the function bayesopt internally uses fitrgp, with default Matern 5/2, is there any possibility to change that default Kernel (or its parameters)? Without having to specify a GP outside of bayesopt (as opposed to http://de.mathworks.com/help/stats/bayesian-optimization-case-study.html).
Thanks.
0 commentaires
Réponses (1)
Don Mathis
le 6 Juil 2017
bayesopt doesn't have a way to do that from the command line, but you can do it by editing the code. The only place where fitrgp is called is on line 3609 of BayesianOptimization.m:
GP = compact(fitrgp(X, Y, varargin{:}, 'SigmaLowerBound', SigmaLowerBound));
You can pass additional arguments at the end of the argument list and they will override earlier arguments. So, for example, you could change the kernel function by changing that line to
GP = compact(fitrgp(X, Y, varargin{:}, 'SigmaLowerBound', SigmaLowerBound,...
'KernelFunction', 'squaredexponential', ...
'KernelParameters', [1,2]));
Voir également
Catégories
En savoir plus sur Model Building and Assessment dans Help Center et File Exchange
Produits
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!