Gaussian Process

Here, we provide multiple code (although not all of them are integrated in the full pipeline) to learn a function between the inputs and the outputs. In the simple case, one can use a Gaussian Linear Model or a zero mean Gaussian Process. Note that throughout, we are using the Radial Basis Function (RBF) kernel. We can also opt for applying transformation to the output. For the inputs, the pre-whitening step is highly recommended.

• Algebra
• Gaussian Linear Model
• Kernel
• Optimisation
• GP with Basis Functions
• Transformation
• GP with Zero Mean