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