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verified publisher icon RJT1990

GP-NARX improvements

Open RJT1990 opened this issue 9 years ago • 1 comments

Decided to do more work on this before releasing the beta:

  • [x] Fix the log-likelihood term
  • [x] Implement iterative GP
  • [ ] Implement PITC pre-conditioning
  • [ ] Refactor to allow custom covariance matrices
  • [ ] Custom tolerance bounds for iterative GP

RJT1990 avatar Jul 24 '16 21:07 RJT1990

Some changes to the plan. Now going for sparse GP instead of iterative implementation. Steps to finish this work off are to:

  • Finish testing of inducing point model with different inference options
  • Finish cythonization of new kernel functions
  • Reformat standard gaussian process regression
  • Make sure everything is well documented !

RJT1990 avatar Jul 26 '16 21:07 RJT1990