Use a numerical optimisation routine to find the values of (sigma^{2}) and (gamma) that maximise the marginal
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Use a numerical optimisation routine to find the values of \(\sigma^{2}\) and \(\gamma\) that maximise the marginal likelihood for GP regression using an RBF covariance matrix (with \(\alpha=1\) ). Use data generated from a GP. How close are the optimised parameters to their true values?
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Related Book For
A First Course In Machine Learning
ISBN: 9781498738484
2nd Edition
Authors: Simon Rogers , Mark Girolam
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