optimize_hyper_params: Optimize the hyper parameters of a GP

Description Usage Arguments Value

View source: R/hyperOpt.R

Description

Optimize the hyper parameters of a GP

Usage

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optimize_hyper_params(X, y, kernel.type = rbf, order = 5/2, noise.var = 1,
  verbose = 0)

Arguments

X

An n x d matrix of covariates for observed data

y

An n dimensional vector of outputs for observed data

order

The order of the kernel, defaults to 5/2

noise.var

The variance of the noise around the function

verbose

Level of information printed out, defaults to 0

kernel

The covariance kernel of the process, defaults to rbf

Value

Hyper parameters which optimize the log marginal likelihood


ebenmichael/gaussianProcess documentation built on May 13, 2017, 10:58 a.m.