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Tag: non-linear-regression

Gaussian Process Regression: tune hyperparameters based on validation set

In the standard scikit-learn implementation of Gaussian-Process Regression (GPR), the hyper-parameters (of the kernel) are chosen based on the training set. Is there an easy to use implementation of GPR (in python), where the hyperparemeters (of the kernel) are chosen based on a separate validation set? Or cross-validation would also be a nice alternative to find suitable hyperparameters (that are

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