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Large-scale Gaussian Process Classification, by Mark Norrish, supervised by Edwin Bonilla, 2012 USAGE Octave or Matlab is required. Classification should work under either, but everything graphical probably only works with Octave. Open either of those and ype: cross_validate() to cross-validate a data set stored in a file called gp_data, whose hyperparameters are stored in a file called gp_hyps. These had better match the dimensions of the covariance function (func in cross_validate.m). If you don't have hyperparameters already, you can try cross_validate_with_learning() which does much the same thing. If you want to accelerate learning, use only p points chosen by method m (see choose_subset.m for method indexing), type CV_L_LDA(m, p) . I recommend m = 0 at time of writing, 19/4/2012. Currently, typing expt6 will run the latest experiment I've been running. You may notice that none of these actually works. This is because I've recently modified alg_3_3.m to try to do a bottleneck computation in parallel, and it's still in the debugging phase. To get the classifier working anyway, comment out the lines between the ones labelled "start comment" and "end comment".