fitrgp: Custom kernel Function

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Abhinav Gupta
Abhinav Gupta on 1 Mar 2022
I want to using Gaussian processes to dataset using a custom kernel. My kernel has one parameter 'beta' that I want to optimize. The problem is that the parameter 'beta' is not changing at all during the optimization; it stays at the inital values. The code that I am using is as follows:
gprMdl = fitrgp(Xt, yt, 'KernelFunction', @(Xm,Xn,theta)CovKer(Xm,Xn,theta,Ds), 'KernelParameters', 100, ...
'BasisFunction', 'none', 'OptimizeHyperparameters', 'auto', 'FitMethod','sd', ...
'standardize', 0, 'ActiveSetSize', 1000, 'HyperparameterOptimizationOptions',struct('UseParallel',true));
In the example above, the intital vaue of the parameter of Kernel function is set to 100, and It stays at 100. I have tried to vary the intial parameter value but without any success. It may be that I am doing something wrong while specifying the name-value pairs of 'fitrgp' function.
Please let me know what is wrong here.

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