DotProduct kernel for gpr
4 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
Hi everyone
Has anyone implemented DotProduct kernel (e.g., see http://scikit-learn.org/stable/modules/gaussian_process.html#gaussian-process) for GPR?
Cheers
0 commentaires
Réponses (1)
Sambit Senapati
le 31 Août 2018
MATLAB’s GPR module provides an option for passing a custom kernel through function handle. A function handle that can be called like this: Kmn = kfcn(Xm,Xn,theta)
where Xm is an m-by-d matrix, Xn is an n-by-d matrix and Kmn is an m-by-n matrix of kernel products such that Kmn(i,j) is the kernel product between Xm(i,:) and Xn(j,:). theta is the r-by-1 unconstrained parameter vector for kfcn.
For a dot product kernel theta is not required. Hence “kfcn” can be simply implemented as Xm * Xn’. I have attached the screenshot of relevant portion from the documentation. Please see documentation of GPR for more details.
0 commentaires
Voir également
Catégories
En savoir plus sur Logical dans Help Center et File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!