Description Usage Arguments Value See Also Examples
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.
1  |  exhaustivePlot(y, x, xstar, options, maxwidth, res, nlevels)
 | 
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.  | 
area | 
 Area under the ROC curve of method-A.  | 
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)
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