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From "Janardhan (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (SYSTEMML-1994) Implementation of Gaussian Process Regression
Date Sat, 17 Feb 2018 10:54:00 GMT

     [ https://issues.apache.org/jira/browse/SYSTEMML-1994?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

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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