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PRTools manual

gpr

GPR

Gaussian Process regression

      W = GPR(A,KERNEL,S_noise)

Input
 A Dataset
 KERNEL Untrained mapping to compute kernel by A*(A*KERNEL) during training, or B*(A*KERNEL) during evaluation with  dataset B S_noise Standard deviation of the noise

Output
 W Mapping: Gaussian Process regression

Description

Fit a Gaussian Process regressor on dataset A. For a nonlinear regressor,  define kernel mapping KERNEL. For kernel definitions, have a look at  proxm.m.

See also

svmr, proxm, linearr, testr, plotr,

PRTools contents

PRTools manual