gaussian processes

[Matthew Pocock]

Hi,

I have been looking around for breeze code that implements Gaussian processes but couldn't find anything. The ConjugateGradient class looks like it will be useful for fitting the hyperparameters to training data, but I'm not quite sure how to go about it.

Thanks,

Matthew

--

Dr Matthew Pocock

Turing ate my hamster LTD

mailto: turingate...@gmail.com

Integrative Bioinformatics Group, School of Computing Science, Newcastle University

mailto: matthew...@ncl.ac.uk

gchat: turingate...@gmail.com

msn: matthew...@yahoo.co.uk

irc.freenode.net: drdozer

skype: matthew.pocock

tel: (0191) 2566550

mob: +447535664143

[David Hall]

yeah there's definitely nothing for that.

--
You received this message because you are subscribed to the Google Groups "Scala Breeze" group.
To unsubscribe from this group and stop receiving emails from it, send an email to scala-breeze...@googlegroups.com.
To post to this group, send email to scala-...@googlegroups.com.
To view this discussion on the web visit https://groups.google.com/d/msgid/scala-breeze/CAHQS_ezfcdKBz-JH5Exf%2Bq6t-C3OVvFmUcYPyX5ShB118G-HPQ%40mail.gmail.com.
For more options, visit https://groups.google.com/d/optout.

[Daniel Korzekwa]

It turns out that I actually use LBFGS from breeze for learning hyperparameters in Gaussian Processes.

Two examples:

1)Standard approach fro learing Gaussian Process Regression (marginal likelihood optimisation)

https://github.com/danielkorzekwa/bayes-scala/blob/master/src/test/scala/dk/bayes/infer/gp/gpr/GpmlRegressionLearnTest.scala

2)Learning Gaussian Processes with non gaussian likelihood (maximise variational lower bound of marginal likelihood, algortihm known as EM-EP)

https://github.com/danielkorzekwa/bayes-scala/blob/master/src/test/scala/dk/bayes/infer/gp/infercovparamsem/inferCovParamsEmTest.scala

[David Hall]

awesome!

--

You received this message because you are subscribed to the Google Groups "Scala Breeze" group.
To unsubscribe from this group and stop receiving emails from it, send an email to scala-breeze...@googlegroups.com.
To post to this group, send email to scala-...@googlegroups.com.

To view this discussion on the web visit https://groups.google.com/d/msgid/scala-breeze/7cf965fb-bab7-4951-8e76-be8780636679%40googlegroups.com.