使用 GPML (Matlab) 的高斯过程的第一个非演示示例？

Question

After having some basics understanding of GPML toolbox , I written my first code using these tools. I have a data matrix namely data consist of two array values of total size 1000. I want to use this matrix to estimate the GP value using GPML toolbox. I have written my code as follows :

x = data(1:200,1);    %training inputs
Y = data(1:201,2);  %, training targets 

Ys = data(201:400,2);   
Xs = data(201:400,1);    %possibly test cases


covfunc = {@covSE, 3}; 
ell = 1/4; sf = 1; 
hyp.cov = log([ell; sf]);
likfunc = @likGauss; 
sn = 0.1;
hyp.lik = log(sn);
[ymu ys2 fmu fs2] = gp(hyp, @infExact, [], covfunc, likfunc,X,Y,Xs,Ys);

plot(Xs, fmu);

But when I am running this code getting error 'After having some basics understanding of GPML toolbox , I written my first code using these tools. I have a data matrix namely data consist of two array values of total size 1000. I want to use this matrix to estimate the GP value using GPML toolbox. I have written my code as follows :

x = data(1:200,1);    %training inputs
Y = data(1:201,2);  %, training targets 

Ys = data(201:400,2);   
Xs = data(201:400,1);    %possibly test cases


covfunc = {@covSE, 3}; 
ell = 1/4; sf = 1; 
hyp.cov = log([ell; sf]);
likfunc = @likGauss; 
sn = 0.1;
hyp.lik = log(sn);
[ymu ys2 fmu fs2] = gp(hyp, @infExact, [], covfunc, likfunc,X,Y,Xs,Ys);

plot(Xs, fmu);

But when I am running this code getting:

Error using covMaha (line 58) Parameter mode is either 'eye', 'iso', 'ard', 'proj', 'fact', or 'vlen'

Please if possible help me to figure out where I am making mistake ?

Answer 1

I know this is way late, but I just ran into this myself. The way to fix it is to change

covfunc = {@covSE, 3};

to something like

covfunc = {@covSE, 'iso'};

It doesn't have to be 'iso' , it can be any of the options listed in the error message. Just make sure your hyperparameters are set correctly for the specific mode you choose. This is detailed more in the covMaha.m file in GPML.