Gaussian Process Regression (fitrgp) regresses rather than interpolates?
3 views (last 30 days)
Show older comments
I am using fitrgp function to model some noisy data using gaussian process regression. I am also using dacefit function to model the same data using kriging models.
If I calculate the error on the training set, I observe that for kriging, absolute average error on train set is nearly 0 (1e-14) meaning it is "interpolating" on my datapoints, as expected. However, GP regression model shows much larger training error ~1e-2 (if I keep sigma by default and allow it to optimize) which means it is "regressing". Should GP model also not interpolate (like kriging) if I do not assign sigma as 'SigmaConstant', true? Thanks!
0 Comments
Answers (0)
See Also
Categories
Find more on Gaussian Process Regression in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!