gpr_tune: Gaussian process regression kernel parameter tuning

Description Usage Arguments Value

Description

Tuning a gaussian process regression model's kernel parameter

Usage

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gpr_tune(x, y, kernelname = "rbf", ARD = TRUE, init_betainv = NULL,
  init_theta = NULL, optim_rbf_max = 100, optim_trace = 1,
  optim_report = 5, optim_ard_max = 50, optim_ard_trace = 1,
  optim_ard_report = 5, in_ncpu = -1)

Arguments

x

Matrix; the features of tuning data set.

y

Matrix; y.

ARD

Boolean; set to TRUE to use ARD when tuning param; default value is TRUE.

init_betainv

Numeric; initial value for kernel parameter, betainv.

init_theta

Numeric vector; initail value for kernel parameter, theta.

optim_rbf_max

Integer; max iteration when optimizing marginal log-likelihood.

optim_trace

Integer;

optim_report

Integer;

optim_ard_max

Integer;

optim_ard_trace

Integer;

optim_ard_report

Integer;

kernel_name

String; kernel name

ncpu

Integer; the number of thread to be used; set to -1 to use all threads; default value is -1.

Value

return a list having five objects: betainv thetarel nfeature kernelname ARD


weichunliao/baeirGPR documentation built on May 18, 2019, 9:15 p.m.