Sparse Variational Additive Gaussian Process
Key reference is
@inproceedings{adam2016scalable,
title={Scalable transformed additive signal decomposition by non-conjugate Gaussian process inference},
author={Adam, Vincent and Hensman, James and Sahani, Maneesh},
booktitle={Machine Learning for Signal Processing (MLSP), 2016 IEEE 26th International Workshop on},
pages={1--6},
year={2016},
organization={IEEE}
}
- tensorflow==1.1.0
- numpy==1.12.1
- matplotlib==2.0.2
The python implementation heavily relies on GPflow