| bio | website | |
|---|---|---|
| location | ||
| age | ||
| visits | member for | 1 year, 5 months |
| seen | Apr 10 at 7:24 | |
| stats | profile views | 15 |
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Jan 13 |
asked | Problem with singular covariance matrices when doing gaussian process regression |
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Jan 12 |
comment |
Gaussian Process covariance matrix gets zero determinant The inputs in a gaussian process are some training points and normally we set the X* points over the inputs. Thus we have more X* points than X points and they span the same range. Maybe this couls lead sometimes to the decribed X=AX* + B behavior |
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Jan 12 |
comment |
Gaussian Process covariance matrix gets zero determinant The inputs in a gaussian process are some training points and normally we set the X* points over the inputs. Thus we have more X* points than X points and they span the same range. Maybe this couls lead sometimes to the decribed X=X* behavior |
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Jan 11 |
comment |
Gaussian Process covariance matrix gets zero determinant I'm using the RBF covariance function. Squared exponention. When i exclude the x* covariances from the matrix everything is fine as well. It just happens in some cases. I guess it is really a problem with the implementation of the Commons Math solver. |
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Jan 11 |
comment |
Gaussian Process covariance matrix gets zero determinant It seems to be a problem with the Commons.Math Matrix LU Solver. But i guess those Implementations only react strange at some sizes of the covariance matrix. If i add one more training point everything is fine again. |
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Jan 11 |
asked | Gaussian Process covariance matrix gets zero determinant |
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Jan 10 |
comment |
Gaussian process scale targets Thank you for the answer. I forgot to optimize sigma_n. I only optimized sigma_f. This caused the strange behavior. But your displayed thoughts are very useful. Thanks |
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Jan 10 |
awarded | Scholar |
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Jan 10 |
accepted | Implementation of Gaussian process |
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Jan 10 |
accepted | Gaussian process scale targets |
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Jan 10 |
revised |
Gaussian process scale targets edited body |
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Jan 10 |
asked | Gaussian process scale targets |
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Jan 4 |
comment |
Implementation of Gaussian process Additionally my predicted curve isn't getting any smoother as i adjust lenght scale. The prediction of the target points always stays the same whereas the prediction of the unknown points gets smoother. But i want the "interpolation" of the given points to be smooth as well when i set a large length scale |
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Jan 4 |
awarded | Supporter |
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Jan 4 |
awarded | Editor |
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Jan 4 |
revised |
Implementation of Gaussian process added code for implementation |
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Jan 4 |
comment |
Implementation of Gaussian process I just experimented with differnent length scales. The result is that i can influence how fast i decline to the zero values. What i expect though is a behavior like the java applet by Andreas Geiger rainsoft.de/projects/gausspro.html. When there is a target which is in the near of a local maximum the maximum is drawn by the process before its declining. I'm using the RBF function as well but in my implementation the prediction is always declining. Mybe my implementation of the left matrix devision is faulty. But i just invert and multiply which should give the right result. |
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Jan 4 |
asked | Implementation of Gaussian process |
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Dec 12 |
comment |
Assessing quality of similarity measure No i selected differnt similarities that fit the matching idea logically. My problem is to sub-select attributes from the data that fully determine their class (Its a word distribution where only a few words have high probability and the rest i a low probability long tail). Hence i subselect differnt amounts of those words and compare the outcomes of the similarity measure. The target would be an optimal seperation between matches and non matches. In the moment i only look at how the values spread and the optimisation target is to max this spread |
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Dec 12 |
awarded | Student |