Covariance estimate using fitrgp
5 visualizaciones (últimos 30 días)
Mostrar comentarios más antiguos
I understand that it's possible to obtain a 95% confidence interval using [ypred1,~,yint1] = predict(gprMdl1,x); but is it possible to directly obtain an estimate of covariance/uncertainty statistics over the evaluation points?
0 comentarios
Respuestas (1)
Ayush Anand
el 13 de Sept. de 2023
Hi George,
I understand you want to know if there is a way of directly obtaining an estimate of covariance over the evaluation points. Unfortunately, there is no function in MATLAB which computes this directly; you can use the predicted mean and the actual value at the evaluation points to compute the covariance/uncertainty according to the standard formula for computing variance.
I hope this helps!
0 comentarios
Ver también
Categorías
Más información sobre Gaussian Process Regression en Help Center y File Exchange.
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!