Guassian Process Regression (fitrgp()): Setting KernelScale as a constant without specifying FitMethod as 'none'

I'd like to set KernelScale as constant similar to how ConstantSigma can be specified; however, if I choose FitMethod='none', then Beta and other variables aren't analytically solved for. Assuming this isn't a theoretically unsound request, how do I set KernelParameters ( KernelScale and Sigma) as fixed?

Answers (1)

If you have one more input, the software set a fixed kernalscale by default.Thus you don"t have to worry about this problem.

2 Comments

of course it is also up to what kernel function you choose
I think you misunderstand. I'd like to specify KernelScale and Sigma myself, not go with the default. But I want it to still solve for Beta, etc.

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Asked:

on 15 Apr 2021

Commented:

on 8 May 2021

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