Effects of different types of data and basis functions
on GPR fits.
These are illustrated using the same example function as in Figure 2 (black dashed lines),
showing the predicted mean (black solid lines) and variance (light
blue shaded area) of the fit. Observations are indicated by the red
points for values and short red line segments for derivatives. The
fitting data included only function values in the first row, only
derivative values in the second row, and both function and derivative
values in the bottom row. Full GPR was used for the data shown in
the first column, and sparse GPR for those in the others. Representative
point locations (vertical dotted lines) coincide with the data point
locations for the first and second columns, whereas they were placed
at regular intervals for the third column. In the fourth column, the
number and location of representative points were optimized to maximize
the marginal likelihood. The regularization hyperparameter σ
as well as the length-scale hyperparameter σlength were independently optimized for each panel to maximize the marginal
likelihood. Insets show the kernel basis functions used in the fit
(solid for Gaussians; dashed for Gaussian derivatives); scale bars
represent the optimized values of σlength.