gprvblearn.md

GPR: Learning cov hyper parameters with variational lower bound on marginal likelihood

The EM-EP Algorithm for Gaussian Process Classification (only EM part of this algorithm is used) http://mlg.eng.cam.ac.uk/zoubin/papers/ecml03.pdf, http://mlg.eng.cam.ac.uk/zoubin/papers/KimGha06-PAMI.pdf

Examples

• [cov hyper parameters learning] (https://github.com/danielkorzekwa/bayes-scala-gp/blob/master/src/test/scala/dk/gp/gprvblearn/inferCovParamsEmTest.scala)