Spectral Mixture Kernels for Multi-Output Gaussian Processes

This repository hosts the code for

G. Parra, F. Tobar, Spectral Mixture Kernels for Multi-Output Gaussian Processes, Advances in Neural Information Processing Systems, 2017

Proceedings link: http://papers.nips.cc/paper/7245-spectral-mixture-kernels-for-multi-output-gaussian-processes

Requirements

This code was tested using the following configuration

• Python 3.6
• GPFlow 1.2

To run the examples, you will also need Jupyter notebook and matplotlib packages.

Examples

Run all the cells of the notebook located in mosm_example.ipynb.