Titsias's VI for GP regression/classification

thangbui / geepee

A collection of Gaussian process models

MIT License

29 stars 11 forks source link

Open thangbui opened 7 years ago

thangbui commented 7 years ago

There should be 2 versions:

collapsed which integrates out the optimal q(u) [this is already done, but need to extend to multiple output dimensions]
uncollapsed which supports stochastic optimisation