Documentation

Gaussian Process Regression

Gaussian process regression models (kriging)

Apps

 Regression Learner Train regression models to predict data using supervised machine learning

Functions

 fitrgp Fit a Gaussian process regression (GPR) model predict Predict response of Gaussian process regression model loss Regression error for Gaussian process regression model compact Create compact Gaussian process regression model crossval Cross-validate Gaussian process regression model plotPartialDependence Create partial dependence plot (PDP) and individual conditional expectation (ICE) plots postFitStatistics Compute post-fit statistics for the exact Gaussian process regression model resubLoss Resubstitution loss for a trained Gaussian process regression model resubPredict Resubstitution prediction from a trained Gaussian process regression model

Classes

 RegressionGP Gaussian process regression model class CompactRegressionGP Compact Gaussian process regression model class

Topics

Gaussian Process Regression Models

Gaussian process regression (GPR) models are nonparametric kernel-based probabilistic models.

Kernel (Covariance) Function Options

In Gaussian processes, the covariance function expresses the expectation that points with similar predictor values will have similar response values.

Exact GPR Method

Learn the parameter estimation and prediction in exact GPR method.

Subset of Data Approximation for GPR Models

With large data sets, the subset of data approximation method can greatly reduce the time required to train a Gaussian process regression model.

Subset of Regressors Approximation for GPR Models

The subset of regressors approximation method replaces the exact kernel function by an approximation.

Fully Independent Conditional Approximation for GPR Models

The fully independent conditional (FIC) approximation is a way of systematically approximating the true GPR kernel function in a way that avoids the predictive variance problem of the SR approximation while still maintaining a valid Gaussian process.

Block Coordinate Descent Approximation for GPR Models

Block coordinate descent approximation is another approximation method used to reduce computation time with large data sets.