Gaussian Processes for Machine Learning (GPML) Toolbox

  • Authors:
  • Carl Edward Rasmussen;Hannes Nickisch

  • Affiliations:
  • -;-

  • Venue:
  • The Journal of Machine Learning Research
  • Year:
  • 2010

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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.