gp_fit {gplite} | R Documentation |
Fit a GP model
Description
Function gp_fit
fits a GP model with the current hyperparameters.
Notice that this function does not optimize the hyperparameters in any way,
but only finds the analytical posterior approximation (depending on chosen
approx
) for the latent values with the current hyperparameters.
For optimizing the hyperparameter
values, see gp_optim
.
Usage
gp_fit(gp, x, y, trials = NULL, offset = NULL, jitter = NULL, ...)
Arguments
gp |
The gp model object to be fitted. |
x |
n-by-d matrix of input values (n is the number of observations and d the input dimension). Can also be a vector of length n if the model has only a single input. |
y |
Vector of n output (target) values. |
trials |
Vector of length n giving the number of trials for each observation in binomial (and beta binomial) model. |
offset |
Vector of constant values added to the latent values f_i (i = 1,...,n). For Poisson models, this is the logarithm of the exposure time in each observation. |
jitter |
Magnitude of diagonal jitter for covariance matrices for numerical stability. Default is 1e-6. |
... |
Currently ignored |
Value
An updated GP model object.
References
Rasmussen, C. E. and Williams, C. K. I. (2006). Gaussian processes for machine learning. MIT Press.
Examples
# Generate some toy data
set.seed(32004)
n <- 150
sigma <- 0.1
x <- rnorm(n)
ycont <- sin(3 * x) * exp(-abs(x)) + rnorm(n) * sigma
y <- rep(0, n)
y[ycont > 0] <- 1
trials <- rep(1, n)
# Fit the model using Laplace approximation (with the specified hyperparameters)
cf <- cf_sexp(lscale = 0.3, magn = 3)
gp <- gp_init(cf, lik_binomial())
gp <- gp_fit(gp, x, y, trials = trials)