-
Type:
Sub-task
-
Status: In Progress
-
Priority:
Major
-
Resolution: Unresolved
-
Affects Version/s: None
-
Fix Version/s: SystemML 1.1
-
Component/s: Algorithms
-
Labels:None
Regression with Gaussian process.
This script essentially takes in the input ( X, y ) (input is in matrix format), then
- It calculates a covariance matrix, K
- and a predictive mean and variance of a test point x_star (it is a single point).
- a log marginal likelihood
Algorithm : taken from gaussian processes for machine learning by Williams & Rasmussen (page 19)
- links to
