Restrict ypred in fitrgp function

3 次查看（过去 30 天）
Giacomo Caporusso
Giacomo Caporusso 2023-6-29
评论： Giacomo Caporusso 2023-7-3
I have a dataset where x is the independent variable and y is the dependent variable. I'm using the fitrgp function to model the response to the variable x given the values of y. I need to enforce fitrgp's ypred output to be between two values 'a' and 'b'.
How can I do?
Are there any options for fitrgp to enforce this constraint?
Thank you.

请先登录，再回答此问题。

采纳的回答

Manas
Manas 2023-6-29
Hi Giacomo,
There is no direct way to enforce constraints on the predicted values. You may use the following code to enforce the constraints.
ypred(ypred < a) = a; % Set values below 'a' to 'a'
ypred(ypred > b) = b; % Set values above 'b' to 'b'
  1 个评论
Giacomo Caporusso
Giacomo Caporusso 2023-7-3
Thanks for the reply. I hope that over time it will be possible to set the domain and codomain of the fitrgp function.

请先登录，再进行评论。

更多回答（1 个）

Cyrus Monteiro
Cyrus Monteiro 2023-6-29
The `fitrgp` function in MATLAB does not have a built-in option to enforce constraints on the predicted output (`ypred`) to be within a specific range. However, you can manually enforce this constraint after obtaining the predictions.
Here's an example of how you can enforce the constraint on `ypred` to be between two values, 'a' and 'b'
% Assuming you have already trained the Gaussian Process model using fitrgp
model = fitrgp(X, y);
% Obtain the predicted values
ypred = predict(model, X);
% Enforce the constraint on ypred to be between 'a' and 'b'
a = 0; % Lower bound
b = 1; % Upper bound
ypred_constrained = max(min(ypred, b), a);
In the code above, `ypred_constrained` is the predicted output (`ypred`) after enforcing the constraint to be between 'a' and 'b'. The `max` function limits the values of `ypred` to be less than or equal to 'b', and the `min` function ensures the values are greater than or equal to 'a'.
By applying this constraint manually, you can ensure that the predicted values (`ypred_constrained`) fall within the desired range.
More about the fitrgp here
  1 个评论
Giacomo Caporusso
Giacomo Caporusso 2023-7-3
Thanks for the reply. I hope that over time it will be possible to set the domain and codomain of the fitrgp function.

请先登录，再进行评论。

类别

在 Help Center 和 File Exchange 中查找有关 Gaussian Process Regression 的更多信息

标签

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by