GaussianProcessRegression incremental estimator/sequential update

[Michael Anslow]

I was wondering if you are planning to add an incremental estimator to the GaussianProcessRegression class as you have with the BayesianLinearRegression class any time soon?

[Justin Basilico]

Hmm, we could look into it. The current data structures that are stored don't work very well for incremental use efficiently. We would need to come up with one that would expand a bit better (only update the kernel matrix with the new value). Are you mostly just looking for a clean API for it or are you very sensitive to the performance?

Also, feel free to add an issue to the GitHub for it.

Thanks,

Justin

On Tue, Nov 24, 2015 at 3:57 AM, Michael Anslow <michael...@gmail.com> wrote:

I was wondering if you are planning to add an incremental estimator to the GaussianProcessRegression class as you have with the BayesianLinearRegression class any time soon?

--
You received this message because you are subscribed to the Google Groups "Cognitive Foundry" group.
To unsubscribe from this group and stop receiving emails from it, send an email to cognitive-foun...@googlegroups.com.
For more options, visit https://groups.google.com/d/optout.