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| author | Daniel Wolff |
|---|---|
| date | Fri, 19 Aug 2016 13:07:06 +0200 |
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| children |
| rev | line source |
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| Daniel@0 | 1 <html> |
| Daniel@0 | 2 <head> |
| Daniel@0 | 3 <title> |
| Daniel@0 | 4 Netlab Reference Manual demgpard |
| Daniel@0 | 5 </title> |
| Daniel@0 | 6 </head> |
| Daniel@0 | 7 <body> |
| Daniel@0 | 8 <H1> demgpard |
| Daniel@0 | 9 </H1> |
| Daniel@0 | 10 <h2> |
| Daniel@0 | 11 Purpose |
| Daniel@0 | 12 </h2> |
| Daniel@0 | 13 Demonstrate ARD using a Gaussian Process. |
| Daniel@0 | 14 |
| Daniel@0 | 15 <p><h2> |
| Daniel@0 | 16 Synopsis |
| Daniel@0 | 17 </h2> |
| Daniel@0 | 18 <PRE> |
| Daniel@0 | 19 demgpare</PRE> |
| Daniel@0 | 20 |
| Daniel@0 | 21 |
| Daniel@0 | 22 <p><h2> |
| Daniel@0 | 23 Description |
| Daniel@0 | 24 </h2> |
| Daniel@0 | 25 The data consists of three input variables <CODE>x1</CODE>, <CODE>x2</CODE> and |
| Daniel@0 | 26 <CODE>x3</CODE>, and one target variable |
| Daniel@0 | 27 <CODE>t</CODE>. The |
| Daniel@0 | 28 target data is generated by computing <CODE>sin(2*pi*x1)</CODE> and adding Gaussian |
| Daniel@0 | 29 noise, x2 is a copy of x1 with a higher level of added |
| Daniel@0 | 30 noise, and x3 is sampled randomly from a Gaussian distribution. |
| Daniel@0 | 31 A Gaussian Process, is |
| Daniel@0 | 32 trained by optimising the hyperparameters |
| Daniel@0 | 33 using the scaled conjugate gradient algorithm. The final values of the |
| Daniel@0 | 34 hyperparameters show that the model successfully identifies the importance |
| Daniel@0 | 35 of each input. |
| Daniel@0 | 36 |
| Daniel@0 | 37 <p><h2> |
| Daniel@0 | 38 See Also |
| Daniel@0 | 39 </h2> |
| Daniel@0 | 40 <CODE><a href="demgp.htm">demgp</a></CODE>, <CODE><a href="gp.htm">gp</a></CODE>, <CODE><a href="gperr.htm">gperr</a></CODE>, <CODE><a href="gpfwd.htm">gpfwd</a></CODE>, <CODE><a href="gpgrad.htm">gpgrad</a></CODE>, <CODE><a href="gpinit.htm">gpinit</a></CODE>, <CODE><a href="scg.htm">scg</a></CODE><hr> |
| Daniel@0 | 41 <b>Pages:</b> |
| Daniel@0 | 42 <a href="index.htm">Index</a> |
| Daniel@0 | 43 <hr> |
| Daniel@0 | 44 <p>Copyright (c) Ian T Nabney (1996-9) |
| Daniel@0 | 45 |
| Daniel@0 | 46 |
| Daniel@0 | 47 </body> |
| Daniel@0 | 48 </html> |