I'm doing a Gaussian Process Simulation. I have x and y. I want to divide 85% of them in training and 15% in testing and then model fitting them to predict. How should I write the code? I know in Python the function I use is train_test_split().
x=rand(100)
dis = [abs(i-j) for i in x, j in x]
exp(-dis)
σ2= 1
g = 1
l = Matrix(I,100,100)
μ = zeros(100)
Σ = (σ2*exp(-dis/g))+0.1l
y = MvNormal(μ,Σ)
Y = rand(y,100)