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Cool_MTGP

A CONDITIONAL ONE-OUTPUT LIKELIHOOD FORMULATION FOR MULTITASK GAUSSIAN PROCESSES

Authors: Óscar García Hinde (oghinde@tsc.uc3m.es) Vanessa Gómez Verdejo (vanessa@tsc.uc3m.es) Manel Martínez Ramón (manel@unm.edu)

This repository provides libraries and code to use the model proposed in the original paper, as well as replicate most of the results.

The repository is still very much a work in progress.

The datasets in /datasets/real/ were downloaded from http://mulan.sourceforge.net/datasets-mtr.html

WHAT WORKS:

  • Please check out the CoolMTGP_basic_demo and CoolMTGP_variance_demo notebooks, which showcase the model's basic functionalities.
  • To run the real dataset experiments, execute the run_experiments_real_cooltorch.py script with the desired dataset name (eg. 'andro') and kernel type ('Linear' or 'RBF') as input arguments. The datasets included in the paper are: 'andro', 'atp1d', 'atp7d', 'edm', 'enb', 'oes10', 'oes97', 'scm1d', 'scm20d' and 'slump'.

TO DO:

  • The /lib/ folder needs to be thoroughly cleaned and organised.
  • The full pipeline for the synthetic experiments needs to be uploaded.
  • A user-friendly version for the PyTorch version of the model needs to be implemented.

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A conditional one-output approach to multitask Gaussian process learning.

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