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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A First Course In Machine Learning

ISBN: 9781498738484

2nd Edition

Authors: Simon Rogers , Mark Girolam

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