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https://issues.apache.org/jira/browse/SYSTEMML-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Janardhan updated SYSTEMML-1994:
--------------------------------
Description:
*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)
!image-2018-02-17-16-21-15-591.png!
was:
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
> Implementation of Gaussian Process Regression
> ---------------------------------------------
>
> Key: SYSTEMML-1994
> URL: https://issues.apache.org/jira/browse/SYSTEMML-1994
> Project: SystemML
> Issue Type: Sub-task
> Components: Algorithms
> Reporter: Janardhan
> Assignee: Janardhan
> Priority: Major
> Fix For: SystemML 1.1
>
> Attachments: image-2018-02-17-16-21-15-591.png
>
>
> *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)
> !image-2018-02-17-16-21-15-591.png!
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