scwolof / gp_grief

Large Scale Gaussian Processes using Grid-Structured Eigenfunction (GRIEF) kernels.

gp_grief

Large Scale Gaussian Processes using Grid-Structured Eigenfunction (GRIEF) kernels.

Notes on forked repository.

Made to work with python 3.4+ and latest version of GPy.

Citation

The underlying algorithms are based on the following 2018 ICML paper (found here):

@InProceedings{evans_gp-grief,
  title     = {Scalable {G}aussian Processes with Grid-Structured Eigenfunctions ({GP}-{GRIEF})},
  author    = {Evans, Trefor and Nair, Prasanth},
  booktitle = {Proceedings of the 35th International Conference on Machine Learning},
  pages     = {1416--1425},
  year      = {2018}
}