Gaussian Process Regression (fitrgp) regresses rather than interpolates?
3 vues (au cours des 30 derniers jours)
Afficher commentaires plus anciens
I am using fitrgp function to model some noisy data using gaussian process regression. I am also using dacefit function to model the same data using kriging models.
If I calculate the error on the training set, I observe that for kriging, absolute average error on train set is nearly 0 (1e-14) meaning it is "interpolating" on my datapoints, as expected. However, GP regression model shows much larger training error ~1e-2 (if I keep sigma by default and allow it to optimize) which means it is "regressing". Should GP model also not interpolate (like kriging) if I do not assign sigma as 'SigmaConstant', true? Thanks!
0 commentaires
Réponses (0)
Voir également
Catégories
En savoir plus sur Gaussian Process Regression 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!