RegressionGP Predict - Predict responses using Gaussian process (GP) regression model - Simulink (original) (raw)

Predict responses using Gaussian process (GP) regression model

Since R2022a

Libraries:
Statistics and Machine Learning Toolbox / Regression

Description

The RegressionGP Predict block predicts responses using a Gaussian process (GP) regression object (RegressionGP or CompactRegressionGP).

Import a trained regression object into the block by specifying the name of a workspace variable that contains the object. The input port x receives an observation (predictor data), and the output port yfit returns a predicted response for the observation. The optional outputs ysd andyint return the standard deviation and prediction intervals of the response, respectively.

Examples

Ports

Input

expand all

Data Types: single | double | half | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | Boolean | fixed point

Output

expand all

Predicted response, returned as a scalar.

Data Types: single | double | half | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | Boolean | fixed point

Standard deviation of the predicted response from the predictor data, returned as a scalar.

Data Types: single | double | half | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | Boolean | fixed point

Prediction intervals of the predicted response, returned as a 1-by-2 vector.yint contains the 100(1 – Alpha)% prediction interval of the predicted response yfit for the predictor datax. The Alpha value is the probability that the prediction interval does not contain the true response value forx. The first column of yint contains the lower limits of the prediction intervals, and the second column contains the upper limits.

Data Types: single | double | half | int8 | int16 | int32 | int64 | uint8 | uint16 | uint32 | uint64 | Boolean | fixed point

Parameters

expand all

Main

Select the check box to include the optional output port ysd in the RegressionGP Predict block.

Programmatic Use

Block Parameter: ShowOutputSD
Type: character vector
Values: 'off' | 'on'
Default: 'off'

Select the check box to include the optional output port yint in the RegressionGP Predict block.

Programmatic Use

Block Parameter: ShowOutputIntervals
Type: character vector
Values: 'off' | 'on'
Default: 'off'

Specify the significance level for the confidence level of the prediction intervals yint. The confidence level of yint is equal to 100(1 – Alpha)%. For example, specifyAlpha as 0.01 to return 99% prediction intervals.

Programmatic Use

Block Parameter:Alpha
Type: character vector
Values: scalar in [0 1]
Default: 0.05

Data Types

Fixed-Point Operational Parameters

Data Type

Specify the data type of the ysd output. The type can be inherited, specified directly, or expressed as a data type object such asSimulink.NumericType.

When you select Inherit: auto, the block uses a rule that inherits a data type.

For more information about data types, see Control Data Types of Signals (Simulink).

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the data type attributes. For more information, see Specify Data Types Using Data Type Assistant (Simulink).

Programmatic Use

Block Parameter:SDDataTypeStr
Type: character vector
Values: 'Inherit: auto' | 'double' 'single' 'half' 'int8' 'uint8' 'int16' 'uint16' 'int32' 'uint32' 'int64' 'uint64' 'boolean' 'fixdt(1,16,0)' 'fixdt(1,16,2^0,0)' ''
Default: 'Inherit: auto'

Specify the lower value of the ysd output range that Simulink checks.

Simulink uses the minimum value to perform:

Note

The Output standard deviation data type Minimum parameter does not saturate or clip the actual ysd signal. To do so, use the Saturation (Simulink) block instead.

Programmatic Use

Block Parameter:SDOutMin
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the upper value of the ysd output range that Simulink checks.

Simulink uses the maximum value to perform:

Note

The Output standard deviation data type Maximum parameter does not saturate or clip the actual ysd signal. To do so, use the Saturation (Simulink) block instead.

Programmatic Use

Block Parameter:SDOutMax
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the data type of the yint output. The type can be inherited, specified directly, or expressed as a data type object such asSimulink.NumericType.

When you select Inherit: auto, the block uses a rule that inherits a data type.

For more information about data types, see Control Data Types of Signals (Simulink).

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the data type attributes. For more information, see Specify Data Types Using Data Type Assistant (Simulink).

Programmatic Use

Block Parameter:IntervalsDataTypeStr
Type: character vector
Values: 'Inherit: auto' | 'double' 'single' 'half' 'int8' 'uint8' 'int16' 'uint16' 'int32' 'uint32' 'int64' 'uint64' 'boolean' 'fixdt(1,16,0)' 'fixdt(1,16,2^0,0)' ''
Default: 'Inherit: auto'

Specify the lower value of the yint output range that Simulink checks.

Simulink uses the minimum value to perform:

Note

The Output prediction intervals data type Minimum parameter does not saturate or clip the actual yint signal. To do so, use the Saturation (Simulink) block instead.

Programmatic Use

Block Parameter:IntervalsOutMin
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the upper value of the yint output range that Simulink checks.

Simulink uses the maximum value to perform:

Note

The Output prediction intervals data type Maximum parameter does not saturate or clip the actual yint signal. To do so, use the Saturation (Simulink) block instead.

Programmatic Use

Block Parameter:IntervalsOutMax
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the data type of the kernel function. The type can be inherited, specified directly, or expressed as a data type object such asSimulink.NumericType.

When you select Inherit: auto, the block uses a rule that inherits a data type.

For more information about data types, see Control Data Types of Signals (Simulink).

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the data type attributes. For more information, see Specify Data Types Using Data Type Assistant (Simulink).

Tips

The Kernel data type parameter specifies the data type of the kernel function in the RegressionGP model. When you use thefitrgp function to train the model, you can set the KernelFunction name-value argument to one of the values in this table.

KernelFunction Value Kernel Function Description
"exponential" Exponential kernel
"squaredexponential" Squared exponential kernel
"matern32" Matern kernel with parameter 3/2
"matern52" Matern kernel with parameter 5/2
"rationalquadratic" Rational quadratic kernel
"ardexponential" Exponential kernel with a separate length scale per predictor
"ardsquaredexponential" Squared exponential kernel with a separate length scale per predictor
"ardmatern32" Matern kernel with parameter 3/2 and a separate length scale per predictor
"ardmatern52" Matern kernel with parameter 5/2 and a separate length scale per predictor
"ardrationalquadratic" Rational quadratic kernel with a separate length scale per predictor

Programmatic Use

Block Parameter:KernelDataTypeStr
Type: character vector
Values: 'Inherit: auto' | 'double' 'single' 'half' 'int8' 'uint8' 'int16' 'uint16' 'int32' 'uint32' 'int64' 'uint64' 'boolean' 'fixdt(1,16,0)' 'fixdt(1,16,2^0,0)' ''
Default: 'Inherit: auto'

Specify the lower value of the kernel function's internal variable range checked by Simulink.

Simulink uses the minimum value to perform:

Note

The Kernel data type Minimum parameter does not saturate or clip the actual kernel function signal.

Programmatic Use

Block Parameter:KernelOutMin
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the upper value of the kernel output's internal variable range checked by Simulink.

Simulink uses the maximum value to perform:

Note

The Kernel data type Maximum parameter does not saturate or clip the actual kernel function signal.

Programmatic Use

Block Parameter:KernelOutMax
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the data type of the method for computing kernel distance. The type can be inherited, specified directly, or expressed as a data type object such asSimulink.NumericType.

When you select Inherit: Inherit via internal rule, the block uses an internal rule to determine the output data type. The internal rule chooses a data type that optimizes numerical accuracy, performance, and generated code size, while taking into account the properties of the embedded target hardware. The software cannot always optimize efficiency and numerical accuracy at the same time.

For more information about data types, see Control Data Types of Signals (Simulink).

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the data type attributes. For more information, see Specify Data Types Using Data Type Assistant (Simulink).

Tips

The Distance data type parameter specifies the data type of the method for computing inter-point distances to evaluate built-in kernel functions. For more information, see the DistanceMethod name-value argument of the fitrgp function. The block always uses the value"accurate" for DistanceMethod, which does not compromise the calculation speed compared to the value"fast".

Programmatic Use

Block Parameter:DistanceDataTypeStr
Type: character vector
Values: 'Inherit: Inherit via internal rule' | 'double' 'single' 'half' 'int8' 'uint8' 'int16' 'uint16' 'int32' 'uint32' 'int64' 'uint64' 'boolean' 'fixdt(1,16,0)' 'fixdt(1,16,2^0,0)' ''
Default: 'Inherit: Inherit via internal rule'

Specify the lower value of the kernel distance's internal variable range checked by Simulink.

Simulink uses the minimum value to perform:

Note

The Distance data type Minimum parameter does not saturate or clip the actual kernel distance signal.

Programmatic Use

Block Parameter:DistanceOutMin
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the upper value of the kernel distance's internal variable range checked by Simulink.

Simulink uses the maximum value to perform:

Note

The Distance data type Maximum parameter does not saturate or clip the actual kernel distance signal.

Programmatic Use

Block Parameter:DistanceOutMax
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the data type of the basis function. The type can be inherited, specified directly, or expressed as a data type object such asSimulink.NumericType.

When you select Inherit: auto, the block uses a rule that inherits a data type.

For more information about data types, see Control Data Types of Signals (Simulink).

Click the Show data type assistant button to display the Data Type Assistant, which helps you set the data type attributes. For more information, see Specify Data Types Using Data Type Assistant (Simulink).

Tips

The Basis data type parameter specifies the data type of the explicit basis in the RegressionGP model. You can set theBasisFunction name-value argument when you use the fitrgp function to train the model.

Programmatic Use

Block Parameter:BasisDataTypeStr
Type: character vector
Values: 'Inherit: auto' | 'double' 'single' 'half' 'int8' 'uint8' 'int16' 'uint16' 'int32' 'uint32' 'int64' 'uint64' 'boolean' 'fixdt(1,16,0)' 'fixdt(1,16,2^0,0)' ''
Default: 'Inherit: auto'

Specify the lower value of the basis function's internal variable range checked by Simulink.

Simulink uses the minimum value to perform:

Note

The Basis data type Minimum parameter does not saturate or clip the actual basis function signal.

Programmatic Use

Block Parameter:BasisOutMin
Type: character vector
Values: '[]' | scalar
Default: '[]'

Specify the upper value of the basis function's internal variable range checked by Simulink.

Simulink uses the maximum value to perform:

Note

The Basis data type Maximum parameter does not saturate or clip the actual basis function signal.

Programmatic Use

Block Parameter:BasisOutMax
Type: character vector
Values: '[]' | scalar
Default: '[]'

Block Characteristics

Data Types Boolean | double fixed point half integer single
Direct Feedthrough yes
Multidimensional Signals no
Variable-Size Signals no
Zero-Crossing Detection no

More About

expand all

The data types of internal model parameters are synchronized to the data type of the output port, yfit.

Alternative Functionality

You can use a MATLAB Function block with the predict object function of a Gaussian process regression object (RegressionGP or CompactRegressionGP). For an example, see Predict Class Labels Using MATLAB Function Block.

When deciding whether to use the RegressionGP Predict block in the Statistics and Machine Learning Toolbox™ library or a MATLAB Function block with the predict function, consider the following:

Extended Capabilities

Version History

Introduced in R2022a

See Also

Blocks

Objects

Functions

Topics