exhaustivePlot: Plot of the LML function by exhaustive search.

Description Usage Arguments Value See Also Examples

View source: R/exhaustivePlot.R

Description

Exhaustively searches the hyperparameter space by a grid, whose resolution is passed as an argument, and plots the LML function for every point in the space.

Usage

1
 exhaustivePlot(y, x, xstar, options, maxwidth, res, nlevels)

Arguments

y

the target (output) data.

x

the input data matrix.

xstar

the points to predict function values.

options

options structure as defined by gpOptions.m.

maxwidth

maximum lengthscale to search for.

res

The search resolution. Number of points to plot for in the search range.

nlevels

Number of contour levels.

Value

area

Area under the ROC curve of method-A.

See Also

rocStats

Examples

 1
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14
  noiseLevel <- 0.2
  noiseVar <- noiseLevel^2
  options <- gpOptions()
  options$kern$comp <- list('rbf','white')
  ## Create data set
  l <- 9; x <- matrix(seq(0,240,by=20), ncol=1)
  trueKern <- kernCreate(x, 'rbf')
  trueKern$inverseWidth <- 1/(20^2) ## Characteristic inverse-width.
  K <- kernCompute(trueKern, x) + diag(dim(x)[1])*noiseVar
  ## Sample some true function values.
  y <- gaussSamp(Sigma=K, numSamps=1)
  xTest <- as.matrix(seq(0, 240, length=200))
  graphics.off(); dev.new(); plot.new(); dev.new(); plot.new()
  exhaustivePlot(y, x, xTest, options=options, maxwidth=100, res=50, nlevels=75)

Example output

Loading required package: gptk
Loading required package: Matrix
Loading required package: fields
Loading required package: spam
Loading required package: dotCall64
Loading required package: grid
Spam version 2.2-2 (2019-03-07) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction 
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.

Attaching package: 'spam'

The following object is masked from 'package:Matrix':

    det

The following objects are masked from 'package:base':

    backsolve, forwardsolve

Loading required package: maps
See https://github.com/NCAR/Fields for
 an extensive vignette, other supplements and source code 
dev.new(): using pdf(file="Rplots1.pdf")
============= EXHAUSTIVE LML SEARCH =====================
Length-scale         Signal               Noise
7.06122              0.66369              0.02891

Max LML              Estim. sig + noise  
-13.14534056         0.692599            

           [,1]      [,2]      [,3]      [,4]      [,5]      [,6]      [,7]
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 [3,] -13.15101 -13.15101 -13.15101 -13.15099 -13.15094 -13.15086 -13.15079
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[10,] -13.42629 -13.42629 -13.42628 -13.42585 -13.42423 -13.42213 -13.42065
[11,] -13.50736 -13.50736 -13.50735 -13.50678 -13.50469 -13.50213 -13.50059
[12,] -13.59689 -13.59689 -13.59687 -13.59613 -13.59351 -13.59054 -13.58920
[13,] -13.69359 -13.69359 -13.69357 -13.69263 -13.68942 -13.68616 -13.68543
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[15,] -13.90203 -13.90203 -13.90200 -13.90057 -13.89610 -13.89305 -13.89562
[16,] -14.00987 -14.00987 -14.00983 -14.00812 -14.00303 -14.00075 -14.00657
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[18,] -14.22139 -14.22139 -14.22134 -14.21895 -14.21287 -14.21433 -14.23156
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[48,] -13.15101 -13.15101 -13.15086 -13.14534 -13.14933 -13.24908 -13.55299
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[50,] -13.17026 -13.17026 -13.17012 -13.16488 -13.16506 -13.24190 -13.49011
           [,8]      [,9]     [,10]     [,11]     [,12]     [,13]     [,14]
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[16,] -14.02059 -14.04057 -14.06431 -14.09048 -14.11862 -14.14890 -14.18162
[17,] -14.14066 -14.16960 -14.20275 -14.23813 -14.27508 -14.31382 -14.35483
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[28,] -15.32923 -15.79960 -16.30876 -16.80867 -17.26695 -17.67262 -18.03282
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[30,] -15.43905 -16.08402 -16.80714 -17.53788 -18.21853 -18.81984 -19.34377
[31,] -15.47283 -16.21407 -17.06342 -17.93850 -18.76464 -19.49748 -20.00000
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          [,15]     [,16]     [,17]     [,18]     [,19]     [,20]     [,21]
 [1,] -13.17026 -13.17026 -13.17026 -13.17026 -13.17026 -13.17026 -13.17026
 [2,] -13.15557 -13.15563 -13.15571 -13.15579 -13.15587 -13.15596 -13.15606
 [3,] -13.15153 -13.15181 -13.15211 -13.15244 -13.15280 -13.15317 -13.15355
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 [5,] -13.17710 -13.17835 -13.17974 -13.18124 -13.18284 -13.18451 -13.18623
 [6,] -13.20741 -13.20950 -13.21183 -13.21434 -13.21701 -13.21979 -13.22265
 [7,] -13.24980 -13.25303 -13.25661 -13.26047 -13.26457 -13.26884 -13.27323
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[25,] -16.76397 -16.95485 -17.14234 -17.32563 -17.50291 -17.67252 -17.83366
[26,] -17.23452 -17.46003 -17.68063 -17.89580 -18.10335 -18.30105 -18.48763
[27,] -17.76443 -18.03055 -18.28998 -18.54274 -18.78628 -19.01761 -19.23476
[28,] -18.36292 -18.67674 -18.98171 -19.27886 -19.56530 -19.83712 -20.00000
[29,] -19.04097 -19.41096 -19.76937 -20.00000 -20.00000 -20.00000 -20.00000
[30,] -19.81174 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000
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[50,] -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000
          [,22]     [,23]     [,24]     [,25]     [,26]     [,27]     [,28]
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 [2,] -13.15615 -13.15625 -13.15634 -13.15644 -13.15653 -13.15663 -13.15672
 [3,] -13.15394 -13.15433 -13.15472 -13.15512 -13.15551 -13.15590 -13.15628
 [4,] -13.16432 -13.16526 -13.16620 -13.16715 -13.16809 -13.16901 -13.16992
 [5,] -13.18799 -13.18977 -13.19156 -13.19334 -13.19512 -13.19687 -13.19859
 [6,] -13.22558 -13.22855 -13.23153 -13.23451 -13.23746 -13.24038 -13.24325
 [7,] -13.27772 -13.28226 -13.28683 -13.29140 -13.29593 -13.30041 -13.30480
 [8,] -13.34499 -13.35155 -13.35815 -13.36475 -13.37130 -13.37778 -13.38414
 [9,] -13.42795 -13.43703 -13.44615 -13.45527 -13.46434 -13.47330 -13.48211
[10,] -13.52717 -13.53929 -13.55148 -13.56366 -13.57578 -13.58777 -13.59957
[11,] -13.64325 -13.65899 -13.67481 -13.69064 -13.70639 -13.72198 -13.73735
[12,] -13.77684 -13.79681 -13.81688 -13.83696 -13.85696 -13.87679 -13.89634
[13,] -13.92874 -13.95357 -13.97852 -14.00350 -14.02840 -14.05311 -14.07752
[14,] -14.09991 -14.13025 -14.16075 -14.19129 -14.22176 -14.25205 -14.28201
[15,] -14.29158 -14.32812 -14.36482 -14.40159 -14.43832 -14.47488 -14.51113
[16,] -14.50532 -14.54874 -14.59232 -14.63600 -14.67968 -14.72324 -14.76652
[17,] -14.74312 -14.79412 -14.84527 -14.89653 -14.94785 -14.99912 -15.05018
[18,] -15.00753 -15.06684 -15.12622 -15.18573 -15.24537 -15.30505 -15.36464
[19,] -15.30172 -15.37009 -15.43841 -15.50683 -15.57543 -15.64421 -15.71305
[20,] -15.62965 -15.70791 -15.78587 -15.86384 -15.94204 -16.02057 -16.09937
[21,] -15.99617 -16.08524 -16.17360 -16.26179 -16.35021 -16.43909 -16.52850
[22,] -16.40722 -16.50816 -16.60778 -16.70689 -16.80613 -16.90594 -17.00656
[23,] -16.86996 -16.98407 -17.09597 -17.20678 -17.31747 -17.42877 -17.54113
[24,] -17.39298 -17.52193 -17.64738 -17.77084 -17.89368 -18.01702 -18.14163
[25,] -17.98661 -18.13254 -18.27319 -18.41050 -18.54636 -18.68236 -18.81969
[26,] -18.66318 -18.82893 -18.98696 -19.13975 -19.28975 -19.43917 -19.58974
[27,] -19.43740 -19.62674 -19.80514 -19.97563 -20.00000 -20.00000 -20.00000
[28,] -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000
[29,] -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000 -20.00000
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gprege documentation built on Nov. 8, 2020, 7:48 p.m.