mono

Lead Green

Last seen: 1 year ago | Active since 2015

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Earth mother told you so...

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Price Equity, FX, Commodity, or Energy Instruments, Environmental Science, Seismology, Renewable Energy, Energy Trading

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how to construct a gaussian process kernel in 2D
Say a gaussian process regression take with predictor X in 2D, i.e. X = [x1, x2] I am wondering how to construct a kernel fun...

2 years ago | 1 answer | 0

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Question

real or categorical predictors, which one is faster?
In regressions, is there a guidline to treat predictors as real values or categorical? In a fitting problem with input as X, y ...

2 years ago | 1 answer | 0

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answer

Question

How does parallel computing toolbox works in nested loop?
Say pseudo code as following: parfor ii = 1:2 firtgp(X_, y, 'UseParallel', true); end Now assume 8 workers available, ho...

2 years ago | 1 answer | 0

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Question

is Exponential Sine Squared kernel available in MATLAB
Exponential Sine Squared kernel is one of the most common used kernel in Gaussian processes. I am aware of MATLAB provides Squre...

2 years ago | 1 answer | 0

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Question

Is it possible to self define training and validation sets in fitrgp?
fitrgp supports cross validation during hyper-parameters optimizations. Is it possible to self define the training sets as well ...

2 years ago | 1 answer | 0

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Question

Is it possible to construct gaussian processes custom kernels with built in functions?
I understand the way to construct custom kernels for gaussian processes, e.g. kfcn = @(XN,XM,theta) exp(theta(1))^2*exp(-pdist...

2 years ago | 1 answer | 0

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Question

time series cross validation in svm
HI, I am trying to write a kernel based regression model (svm or gaussian process) to predict time series data. I note that fi...

6 years ago | 1 answer | 0

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Question

Slow bayesopt initialization in parallel computing
Hi, I am using a gaussian process regression model to fit my data through fitrgp function. I self defined a sort of complex ker...

7 years ago | 2 answers | 0

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answers

Question

setup fmincon with nonlinear constraint condition
I am doing an optimisation job using fmincon with nonlinear constraint condition. I have tried several different input dataset, ...

11 years ago | 1 answer | 0

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