I am interested in calculating LogLikelihood using Gaussian Process for given hyperparameters and noise parameter i.e. without optimizing for parameters.
In the following example; [3.5, 6.2, 0.2] are provided as parameters and since 'FitMethod' is 'none' fitgpr will not optimize for parameters
load(fullfile(matlabroot,'examples','stats','gprdata2.mat'))sigma0 = 0.2;kparams0 = [3.5, 6.2];gprMdl2 = fitrgp(x,y,'KernelFunction','squaredexponential',... 'FitMethod','none', 'KernelParameters',kparams0,'Sigma',sigma0);ypred2 = resubPredict(gprMdl2);
but variable gprMdl2.LofLikelihood = [ ], I am interested in LogLikelihood precisely for parameters [3.5, 6.2, 0.2] not for optimized ones.
Thanks
Best Answer