Finding the posterior covariance matrix from MATLAB GPR model

3 Ansichten (letzte 30 Tage)
Suhit K
Suhit K am 16 Mär. 2018
Bearbeitet: Sterling Baird am 6 Jan. 2021
I am trying to find the posterior covariance matrix from a gaussian process using MatLab. The GP model is formed as follows:
X = featurevector;
Y = label;
GPMdl = fitrgp(X,Y);
and predicting the mean and variance of test points is as follows:
Xnew = newfeaturevectors;
[PredU,PredS] = predict(Xnew,GPMdl)
PredS only gives me the variance vector of the test points. I want to find the covariance matrix of the test points. Any thoughts on how this can be computed?

Antworten (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by