improvement: hyperparameters optimization (quasi-newton) in Gaussian Process regression

covartech / PRT

Pattern Recognition Toolbox for MATLAB

http://covartech.github.io/

MIT License

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improvement: hyperparameters optimization (quasi-newton) in Gaussian Process regression #51

Closed unoe closed 7 years ago

unoe commented 7 years ago

It would be good to include "automatic" hyperparameter tuning for the GP regressor. If I am right, at the moment the initial value for them is kept as fixed?

patrickkwang commented 7 years ago

58e6571f48bd4cd97e6dc59b0ea449c2005536c8