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  1. SystemDS
  2. SYSTEMDS-979 Add support for bayesian optimization
  3. SYSTEMDS-1994

Implementation of Gaussian Process Regression

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    • Type: Sub-task
    • Status: In Progress
    • Priority: Major
    • Resolution: Unresolved
    • Affects Version/s: None
    • Fix Version/s: SystemML 1.1
    • Component/s: Algorithms
    • Labels:
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      Description

      Regression with Gaussian process.

      This script essentially takes in the input  ( X, y ) (input is in matrix format), then 

      1. It calculates a covariance matrix,  K
      2. and a predictive mean and variance of a test point x_star (it is a single point).
      3. a log marginal likelihood

      Algorithm : taken from gaussian processes for machine learning by Williams & Rasmussen (page 19)

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            • Assignee:
              return_01 Janardhan
              Reporter:
              return_01 Janardhan

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