Gaussian Process Optimisation Demo

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Description

Shows a series of plots of a Gaussian process with different length scales fitted to six data points. For each plot there is a corresponding plot of the log likelihood. The log likelihood peaks for a length scale close to 1. This was the length scale used to generate the data.

Usage

1
  demOptimiseGp(path=getwd(), filename='demOptimiseGp', png=FALSE, gif=FALSE)

Arguments

path

path where the plot images are saved.

filename

name of saved images.

png

save image as png.

gif

save series of images as animated gif.

See Also

gpOptions, kernCreate, kernCompute, gaussSamp, kernDiagCompute, gpCreate, gpExpandParam, gpLogLikelihood, gpPosteriorMeanVar, gpPlot.

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