MATLAB: Is it possible to specify GPR model’s ‘SigmaLowerBound’ in RegressionLearer App

Statistics and Machine Learning Toolbox

I would like to control the lower bound of sigma for GPR model

(which is available as the 'SigmaLowerBound' in the function format) in the RegressionLearer App.

How can I do this?

Best Answer

Currently it is not possible to specify GPR model's 'SigmaLowerBound' in RegressionLearer App.

There are no workarounds.

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MATLAB: How to use Classification Learner with datetime value predictors

The Classification Learner App does not currently support datetime values. Our developers have been made aware of this issue and will consider it for future releases.

As a workaround, it is recommended to convert the datetime values using the "datenum" function. This simply converts the datetime value into a double that represents a serial date number. Please refer to the example code below:

>> table.date_1 = datenum(table.date_1)

Documentation for "datenum" function:

https://www.mathworks.com/help/matlab/ref/datenum.html

MATLAB: How to set arguments of ‘fitrgp’ while using ‘bayesopt’

You're right that bayesopt doesn't provide an interface for that. If you're willing to modify a source code file it can be done pretty easily. Go to line 3118 of BayesianOptimization.m

>> edit BayesianOptimization.m

It's in the function 'iFitrgpRobust'. The line looks like this:

    GP = compact(fitrgp(X, Y, varargin{:}, 'SigmaLowerBound', SigmaLowerBound));

You can then add arguments to the end of this argument list. Suppose you wanted to use fitmethod 'sd' with an active set size of 300. You could do this:

    GP = compact(fitrgp(X, Y, varargin{:}, 'SigmaLowerBound', SigmaLowerBound, ...
                        'FitMethod', 'sd', 'ActiveSetSize', 300));

By the way, would you mind sharing your reason for wanting to do this? I have a guess but I would like to hear from you. Thanks.

Best Answer

Related Solutions

MATLAB: How to use Classification Learner with datetime value predictors

MATLAB: How to set arguments of ‘fitrgp’ while using ‘bayesopt’

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