How to use Gaussian Process Regression with multidimension input with meanfunc?

Question

zhan sui 2015-10-22

0
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此问题的直接链接

https://ww2.mathworks.cn/matlabcentral/answers/250248-how-to-use-gaussian-process-regression-with-multidimension-input-with-meanfunc

回答： LUIS PEJENDINO 2021-8-5

I have downloaded the Gaussian Processes for Machine Learning (GPML) package (gpml-matlab-v3.6-2015-07-07) from the website. The demo_regression for one dimension works just fine in the matlab.

Now I have my own data for regression where the xtrain (training data) is a 20*5 matrix (20 samples, 5 input vars), and the ytrain ( training target) is 20x1, test data xtest is (1x5), The problem is that I do not understand how to calculate the meanFunction, the code provided for the regression example does not work for multiple input datasets.

This is the error which appeared to me when I run the code:

..................................................................

Error using gp (line 90)
Number of mean function hyperparameters disagree with mean function
Error in minimize (line 75)
[f0 df0] = feval(f, X, varargin{:});          % get function value and gradient
Error in GPMLexample1 (line 108)
 Ncg =50;hyp = minimize(hyp0,'gp', -Ncg, inf, mean, cov, lik,TrainingSetX_x, TrainingSetY_x); % opt hypers