GP-SPEC: Specify a Gaussian process model, or display existing spec. Gp-spec creates a log file containing a specification of a Gaussian process model and the associated priors over hyperparameters. When invoked with just a log file as argument, it displays the specifications of the Gaussian process model stored in that log file. Usage: gp-spec log-file N-inputs N-outputs [ const-part [ linear-part [ jitter-part ] ] ] { / scale-prior relevance-prior [ power ] } or: gp-spec log-file N-inputs and N-outputs are the numbers of input variables and output variables in the model - ie, the dimensionality of the domain and the range of the functions that the Gaussian process defines a distribution over. For the Gaussian processes allowed here, the functions from the inputs to the various output variables are independent, given particular values for the hyperparameters. The covariance functions for the each output all have the same form, and share the same hyperparameters. The const-part argument gives the prior for the hyperparameter controlling the constant part of the covariance function, in the form described in prior.doc. A value of c for this hyperparameter adds a term of c^2 to the covariance between all pairs of input points. The prior for this hyperparameter can have only one level. If this argument is "-", or missing altogether, the covariance function will not have a constant part. The linear-part argument gives the prior for the hyperparameters, s_i, controlling the linear part of the covariance function. This part of the covariance between inputs x and x' is SUM_i s_i^2 x_i x'_i This prior can have up to two levels, allowing for a common hyperparameter that controls the priors for the coefficients, s_i, associated with the various inputs. The "x" option may be used in order to have the width of this prior scale with the number of inputs, as described in prior.doc. The linear part may be "-", or missing, in which case the covariance function will not have a linear part. The jitter-part argument gives the prior for a hyperparameter whose square is added to the covariance of a training or test case with itself. Such a contribution may be desirable for modeling reasons, or in order to improve the numerical methods. If a regression model with noise is being used, it is usually not necessary to include such a contribution to the covariance; if jitter-part is included, it effectively adds to the noise level (this could be useful if you want to constrain the noise to be at least some amount). For a classification model, a jitter-part should usually be included, as otherwise the updates of the underlying function values may be very slow, and numerical problems can arise. If the jitter-part is "-" or missing, it is taken to be zero. Zero or more additional terms in the covariance function may be specified using further groups of arguments. These terms in the expression for the covariance between a particular output at inputs x and x' have the form: v^2 * exp( - SUM_i (w_i |x_i - x'_i|)^R ) The power, R, in this expression must be in the interval (0,2]. It is given by the last argument in a group, with the default being R=2. The first argument in the group gives the prior for the scale hyperparameter, v, which must have only one level. The prior for the w_i, which determine the relevance of the various inputs, can have up to two levels, allowing for a common hyparameter and hyperparameters for each input, i. Here again, the "x" option may be used to automatically scale the prior. Note that the prior for the const-part corresponds closely to the prior for output biases in neural network models, and that the prior for the linear-part corresponds to the prior for input-output weights in a network. The priors for v and w_i correspond to the priors in neural network models on the hidden-output and the input-hidden weights. (The neural network priors can go to more levels, however.) To use a Gaussian process to model data, additional information must be specified as well, as described in model-spec.doc. Depending on the model used, state information in addition to the hyperparameter values for the Gaussian process may need to be kept (case-specific function values and/or case-specific noise variances). Copyright (c) 1996 by Radford M. Neal