exhaustivePlot: Plot of the LML function by exhaustive search.

Description Usage Arguments Value See Also Examples

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
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
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)

alkalait/gprege documentation built on May 10, 2019, 9:18 a.m.