GitHub - yanshuaicao/gp_cholqr: code for "Efficient Optimization for Sparse Gaussian Process Regression"

Branches Tags

Name		Name	Last commit message	Last commit date
Latest commit History 6 Commits
Snelson_1D_data		Snelson_1D_data
chol_qr		chol_qr
general_tools		general_tools
plot_tools		plot_tools
tests		tests
tools		tools
LICENSE		LICENSE
README		README
build_continuous_objective_fcn.m		build_continuous_objective_fcn.m
cholqr_discrete_one_pass.m		cholqr_discrete_one_pass.m
demo_1D.m		demo_1D.m
extract_current_params.m		extract_current_params.m
gpKernSetup.m		gpKernSetup.m
gpModelSetup.m		gpModelSetup.m
initializeOptState.m		initializeOptState.m
optimizeContHyperParams.m		optimizeContHyperParams.m
postSetupProcess.m		postSetupProcess.m
predAndScore.m		predAndScore.m
readJobOptions.m		readJobOptions.m
runJob.m		runJob.m
runOpt.m		runOpt.m
run_continuous_step.m		run_continuous_step.m
run_pred_step.m		run_pred_step.m
settings.m		settings.m
startup.m		startup.m

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Code for the paper "Efficient Optimization for Sparse Gaussian Process Regression" Cao, et al. NIPS 2013

Research project page at: www.cs.toronto.edu/~caoy/opt_sgpr

See demo_1D.m for a quick example.