Problem training Gaussian process with ‘ardsquaredexponential’ kernel function using bayesopt
Dear community,
I have a problem training a Gaussian process using fitrgp. Can someone advise, why some datasets will produce errors when training with the command below. The training data set that is causing the error is in the attached mat-file.
gpr = fitrgp(X, y, …
‘KernelFunction’, ‘ardsquaredexponential’,…
‘PredictMethod’, ‘fic’,…
‘OptimizeHyperparameters’, {‘KernelScale’,’Sigma’},…
‘HyperparameterOptimizationOptions’,…
struct(‘MaxObjectiveEvaluations’,250,…
‘Optimizer’, ‘bayesopt’,…
‘Repartition’, false,…
‘UseParallel’, true,…
‘Kfold’ , 5),…
‘Verbose’, 1,…
‘OptimizerOptions’, statset(…
‘Display’, ‘final’,…
‘UseParallel’, true));
The error that is returned reads
For the ‘ARDSquaredExponential’ kernel with 2 predictors, ‘KernelParameters’ must be a 3-by-1 vector of positive numbers.
and did not help me find a solution. (I already tried normalizing, more data, etc., but it did not work)
Best regards and thank you,
RobertDear community,
I have a problem training a Gaussian process using fitrgp. Can someone advise, why some datasets will produce errors when training with the command below. The training data set that is causing the error is in the attached mat-file.
gpr = fitrgp(X, y, …
‘KernelFunction’, ‘ardsquaredexponential’,…
‘PredictMethod’, ‘fic’,…
‘OptimizeHyperparameters’, {‘KernelScale’,’Sigma’},…
‘HyperparameterOptimizationOptions’,…
struct(‘MaxObjectiveEvaluations’,250,…
‘Optimizer’, ‘bayesopt’,…
‘Repartition’, false,…
‘UseParallel’, true,…
‘Kfold’ , 5),…
‘Verbose’, 1,…
‘OptimizerOptions’, statset(…
‘Display’, ‘final’,…
‘UseParallel’, true));
The error that is returned reads
For the ‘ARDSquaredExponential’ kernel with 2 predictors, ‘KernelParameters’ must be a 3-by-1 vector of positive numbers.
and did not help me find a solution. (I already tried normalizing, more data, etc., but it did not work)
Best regards and thank you,
Robert Dear community,
I have a problem training a Gaussian process using fitrgp. Can someone advise, why some datasets will produce errors when training with the command below. The training data set that is causing the error is in the attached mat-file.
gpr = fitrgp(X, y, …
‘KernelFunction’, ‘ardsquaredexponential’,…
‘PredictMethod’, ‘fic’,…
‘OptimizeHyperparameters’, {‘KernelScale’,’Sigma’},…
‘HyperparameterOptimizationOptions’,…
struct(‘MaxObjectiveEvaluations’,250,…
‘Optimizer’, ‘bayesopt’,…
‘Repartition’, false,…
‘UseParallel’, true,…
‘Kfold’ , 5),…
‘Verbose’, 1,…
‘OptimizerOptions’, statset(…
‘Display’, ‘final’,…
‘UseParallel’, true));
The error that is returned reads
For the ‘ARDSquaredExponential’ kernel with 2 predictors, ‘KernelParameters’ must be a 3-by-1 vector of positive numbers.
and did not help me find a solution. (I already tried normalizing, more data, etc., but it did not work)
Best regards and thank you,
Robert fitrgp, ‘ardsquaredexponential’, regression MATLAB Answers — New Questions