Re: [MLlib] Gaussian Process regression in MLlib

Hi all, please, check out the repo: github.com/akopich/spark-gp/. I've implemented the regressor. Simon, have you still got smth to try it out on? Best, Valeriy. On 02/15/2018 05:16 PM, Аванесов Валерий wrote: Hi all, I've created a new JIRA.

Re: [MLlib] Gaussian Process regression in MLlib

Hi all, I've created a new JIRA. https://issues.apache.org/jira/browse/SPARK-23437 All concerned are welcome to discuss. Best, Valeriy. On Sat, Feb 3, 2018 at 9:24 PM, Valeriy Avanesov wrote: > Hi, > > no, I don't thing we should actually compute the n \times n matrix.

Re: [MLlib] Gaussian Process regression in MLlib

Hi, no, I don't thing we should actually compute the n \times n matrix. Leave alone inverting it. However, variational inference is only one of the many sparse GP approaches. Another option could be Bayesian Committee. Best, Valeriy. On 02/02/2018 09:43 PM, Simon Dirmeier wrote: Hey, I

Re: [MLlib] Gaussian Process regression in MLlib

Hey, I wanted to see that for a long time, too. :) If you'd plan on implementing this, I could contribute. However, I am not too familiar with variational inference for the GPs which is what you would need I guess. Or do you think it is feasible to compute the full kernel for the GP? Cheers,