2010 JMLR JMLR 2010

Gaussian Processes for Machine Learning (GPML) Toolbox

Abstract

The GPML toolbox provides a wide range of functionality for Gaussian process (GP) inference and prediction. GPs are specified by mean and covariance functions; we offer a library of simple mean and covariance functions and mechanisms to compose more complex ones. Several likelihood functions are supported including Gaussian and heavy-tailed for regression as well as others suitable for classification. Finally, a range of inference methods is provided, including exact and variational inference, Expectation Propagation, and Laplace's method dealing with non-Gaussian likelihoods and FITC for dealing with large regression tasks. [abs] [ pdf ][ bib ] [ code ] © JMLR 2010. (edit, beta)

🌉 Interdisciplinary Bridge — Artificial Intelligence and Machine Learning
🧭 Keyword Pioneer — laplace method
🐣 Hot Topic Early Bird — variational inference
🐝 Cross-Pollinator — Artificial Intelligence, Computer Science, Computer Vision, Data Science & Analytics, Deep Learning, Healthcare & Medicine, Interdisciplinary, Knowledge & Reasoning, Machine Learning, Mathematics & Optimization, Natural Language Processing, Reinforcement Learning, Robotics, Security & Privacy, Speech & Audio