How to using bayesopt function for a GP model

Hi, I need to use bayesopt function for a GP model but it returns NaN and Error. I used the code below and the x is a 2 * n matrix and y is a 1*n matrix. Can anyone help me?
num = optimizableVariable('n',[1,10],'Type','integer');
dst = optimizableVariable('dst',{'chebychev','euclidean','minkowski'},'Type','categorical');
results = bayesopt(@(params)fitrgp(x',y,'Sigma',0.1),[num,dst],'Verbose',0,...
'AcquisitionFunctionName','expected-improvement-plus')

 採用された回答

Don Mathis
Don Mathis 2019 年 6 月 21 日

1 投票

It looks like you're basing your code on this example, which is a good starting point: https://www.mathworks.com/help/stats/bayesopt.html?searchHighlight=bayesopt&s_tid=doc_srchtitle#bvamydy-2
But it seems you removed some important parts, like the call to kfoldLoss for example.
I would recommend starting with that example and making incremental changes to turn it into a solution to your problem. And reading the bayesopt documentation.

1 件のコメント

zhikun ruan
zhikun ruan 2019 年 6 月 22 日
Thanks Don. I found your answers in other problems are very helpful. Thank you very much.

サインインしてコメントする。

その他の回答 (0 件)

カテゴリ

Community Treasure Hunt

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

Start Hunting!

Translated by