weighted training data for gaussian process regression

1 view (last 30 days)
Hello everybody,
I've got a question regarding the training of a gaussian process. My training data table consists of two type of data, labelled with 'A' and 'B'. The number of rows for 'A' is quite large and makes ~90% of the complete data set, whereas the number of rows for 'B' is quite small (~10%). Now I want to increase the weight of 'B' in the training data set, so that both labels are equally represented in the model. What I don't want, is to remove data with the label 'A'.
Does anyone have an idea how to do this?
Hints, remarks, links are highly appreciated!
N.
  1 Comment
Jan Pecka
Jan Pecka on 15 May 2018
Hi Nicolai, I have exactly the same problem. Have you come across an usable solution?

Sign in to comment.

Answers (0)

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!