bayesopt() - where is the code for the Gaussian Proccess and kernel function?
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Hi, I'm currently using bayesopt() and am interested in the Gaussian Process code it uses and the kernel function it calls. I've tried looking through the program files but can't find anything that is obviously the .m files containing the code for these.
Could anyone tell me what the files I need to look at are called?
Don Mathis on 8 Dec 2017
Edited: Don Mathis on 8 Dec 2017
Search for 'fitrgp' inside BayesianOptimization.m. That's the GP function that is used. https://www.mathworks.com/help/stats/fitrgp.html The kernel function used in bayesopt is 'ardmatern52'. To see the other arguments passed, search for the calls to 'iFitrgpRobust', which is what calls fitrgp directly.