Hi,
I understand that you are currently using the 'fitrgp' function and it seems like you are facing difficulties in optimizing the 'beta' parameter in your Gaussian process regression model. I have a few suggestions that might help you improve the optimization process:
- The initial value you set for the kernel parameter can sometimes have an impact on the optimization process. If the initial value is too far from the optimal value, the optimization algorithm might get stuck in a local minimum. It would be worth trying different initial values to see if that helps.
- You can have control over the optimization process by setting options in the 'HyperparameterOptimizationOptions' name-value pair argument. For instance, you can increase the number of iterations or function evaluations, or even consider changing the optimizer to 'bayesopt'.
- It is crucial to ensure that your custom kernel function is correctly defined and differentiable, as the optimization algorithm relies on computing gradients.
- Another consideration is setting 'Standardize' to true. This can sometimes enhance the numerical stability of the optimization process.
To learn more about “fitrgp” usage and syntax, you may refer to the MathWorks documentation link below: -
I hope this helps!