Is it possible to construct gaussian processes custom kernels with built in functions?
显示 更早的评论
I understand the way to construct custom kernels for gaussian processes, e.g.
kfcn = @(XN,XM,theta) exp(theta(1))^2*exp(-pdist2(XN,XM).^2/(2*exp(theta(2))^2))
I am wondering if it is possible to construct kernels from built in function names, e.g.
kfcn = 'exponential' + 'squaredexponential';
If not, does it mean we have to do it from scatch?
Any suggesion would be appreciated.
采纳的回答
kfcns = {'exponential','squaredexponential'};
KFCN = str2func("@(x) " + strjoin(string(kfcns(:)) + "(x)", " + "))
5 个评论
Thank you for the reply. Just did some tests.
Codes in similar shape works:
gpm1 = fitrgp(X_, y_, 'KernelFunction', 'squaredexponential');
but following with the same initial setup
kfcn = str2func("@(x) squaredexponential(x)");
gpm2 = fitrgp(X_, y_, 'KernelFunction', kfcn);
would get ouput:
So I assume, it does not support function handles from built-in function name.
Walter Roberson
2023-5-3
编辑：Walter Roberson
2023-9-11
I see what you mean now.
The function handle needs to accept three parameters.
But No, the options that can be named probably cannot be invoked as functions.
The following talks about the mathematics of some of those https://www.mathworks.com/help/stats/kernel-covariance-function-options.html
mono
2023-5-4
Walter Roberson
2023-5-4
The actual functions called are several layers down and obviouslyly not intended to be directly invoked by the user. For example toolbox/stats/classreg/+classreg/+learning/+coder/+gputils/squaredExponentialKfun.m
mono
2023-5-4
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