Exhaustively searches the hyperparameter space by a grid, whose resolution is passed as an argument, and plots the LML function for every point in the space.
The search resolution. Number of points to plot for in the search range.
nlevels
Number of contour levels.
Value
area
Area under the ROC curve of method-A.
See Also
rocStats
Examples
noiseLevel <- 0.2
noiseVar <- noiseLevel^2
options <- gpOptions()
options$kern$comp <- list('rbf','white')
## Create data set
l <- 9; x <- matrix(seq(0,240,by=20), ncol=1)
trueKern <- kernCreate(x, 'rbf')
trueKern$inverseWidth <- 1/(20^2) ## Characteristic inverse-width.
K <- kernCompute(trueKern, x) + diag(dim(x)[1])*noiseVar
## Sample some true function values.
y <- gaussSamp(Sigma=K, numSamps=1)
xTest <- as.matrix(seq(0, 240, length=200))
graphics.off(); dev.new(); plot.new(); dev.new(); plot.new()
exhaustivePlot(y, x, xTest, options=options, maxwidth=100, res=50, nlevels=75)
Results
R version 3.3.1 (2016-06-21) -- "Bug in Your Hair"
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> library(gprege)
Loading required package: gptk
Loading required package: Matrix
Loading required package: fields
Loading required package: spam
Loading required package: grid
Spam version 1.3-0 (2015-10-24) is loaded.
Type 'help( Spam)' or 'demo( spam)' for a short introduction
and overview of this package.
Help for individual functions is also obtained by adding the
suffix '.spam' to the function name, e.g. 'help( chol.spam)'.
Attaching package: 'spam'
The following objects are masked from 'package:base':
backsolve, forwardsolve
Loading required package: maps
# maps v3.1: updated 'world': all lakes moved to separate new #
# 'lakes' database. Type '?world' or 'news(package="maps")'. #
> png(filename="/home/ddbj/snapshot/RGM3/R_BC/result/gprege/exhaustivePlot.Rd_%03d_medium.png", width=480, height=480)
> ### Name: exhaustivePlot
> ### Title: Plot of the LML function by exhaustive search.
> ### Aliases: exhaustivePlot
>
> ### ** Examples
>
> noiseLevel <- 0.2
> noiseVar <- noiseLevel^2
> options <- gpOptions()
> options$kern$comp <- list('rbf','white')
> ## Create data set
> l <- 9; x <- matrix(seq(0,240,by=20), ncol=1)
> trueKern <- kernCreate(x, 'rbf')
> trueKern$inverseWidth <- 1/(20^2) ## Characteristic inverse-width.
> K <- kernCompute(trueKern, x) + diag(dim(x)[1])*noiseVar
> ## Sample some true function values.
> y <- gaussSamp(Sigma=K, numSamps=1)
> xTest <- as.matrix(seq(0, 240, length=200))
> graphics.off(); dev.new(); plot.new(); dev.new(); plot.new()
Error in dev.new() : no suitable unused file name for pdf()
Execution halted