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S Feb 9, 2017 at 2:02 history bounty ended CommunityBot
S Feb 9, 2017 at 2:02 history notice removed CommunityBot
Feb 6, 2017 at 23:00 comment added Wilmer Ariza Yes there are, I had the code from Multi-Output GP from Alvarez and Lawrence(works great). However the promise of lower times is too much....In the code they implement: fn1 = @(x) sin(x) + 1e-7; fn2 = @(x) -sin(x) + 1e-7; y1 = fn1(x) + sqrt(1e-4)*randn(N,1); y2 = fn2(x) + sqrt(1e-4)*randn(N,1); if you change to cos or sin(fn1) in the second function the method stop working. If the frequency is incfeazse it will not converge. I think that there is an error in the likelihood.
Feb 6, 2017 at 14:03 comment added DeltaIV to a first look, the methodology looks fine, even if IMO overcomplicated (there are simpler approaches to multivariate Gaussian processes). To tell you more I need to see what you did, i. e., you should post or link both the code with independent outputs, which ran ok, and the code with non-independent outputs, and see exactly what you mean by "failure".
Feb 6, 2017 at 2:50 comment added Wilmer Ariza I am interested in know how can be correctly implemented because the code in the GitHub does not do what the paper claim. The GitHub has non-related outputs and as soon you relate the outputs it fails. The math looks ok. If you can give me your opinion about the method I will appreciate that.
Feb 4, 2017 at 16:15 comment added DeltaIV Are you only interested in the paper and code you cite, or would you be interested in other techniques for multi-output Gaussian Process Regression?
Feb 1, 2017 at 4:31 history tweeted twitter.com/StackStats/status/826649026783223809
S Feb 1, 2017 at 0:37 history bounty started combo
S Feb 1, 2017 at 0:37 history notice added combo Draw attention
Jan 20, 2017 at 4:31 history edited kjetil b halvorsen
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Jan 13, 2017 at 3:45 history asked Wilmer Ariza CC BY-SA 3.0