Daniel@0: Daniel@0:
Daniel@0:Daniel@0: demgpDaniel@0: Daniel@0: Daniel@0:
x
and one target variable
Daniel@0: t
. The values in x
are chosen in two separated clusters and the
Daniel@0: target data is generated by computing sin(2*pi*x)
and adding Gaussian
Daniel@0: noise. Two Gaussian Processes, each with different covariance functions
Daniel@0: are trained by optimising the hyperparameters
Daniel@0: using the scaled conjugate gradient algorithm. The final predictions are
Daniel@0: plotted together with 2 standard deviation error bars.
Daniel@0:
Daniel@0: gp
, gperr
, gpfwd
, gpgrad
, gpinit
, scg
Copyright (c) Ian T Nabney (1996-9) Daniel@0: Daniel@0: Daniel@0: Daniel@0: