VHGPR

Variational heteroscedastic Gaussian process regression

Reference: Lázaro-Gredilla, Miguel, and Michalis K. Titsias. "Variational heteroscedastic Gaussian process regression." ICML. 2011.

Notes:

This code is developed based on scikit-learn GaussianProcess. A matlab implementation based on GPML can be found at http://www.tsc.uc3m.es/~miguel/downloads.php

Requirements:

Scipy: 1.5.2
Numpy: 1.17.2
Scikit-learn 0.24.2

Questions/Remarks:

Questions can be forwarded to xlgong@umich.edu.