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python == 3.8.5

Data

Results

Bejing dataset from U-Air : spatial interpolation for each time-stamp.

  • rf - RandomForest
  • svr - Support Vector Regression
  • gp_m32/12 - Gaussian Process regression with Matern32/12 kernel
  • elst - ElasticNet
  • dt - Decision Tree
  • dkl - Deep Kernel Learning
  • gp_sm_gpytorch - Spectral Mixture kernel known for extrapolation in GPyTorch
  • gp_rbf_torch - My own implementation of GP in PyTorch
  • mlp - neural network trained on each time-stamp
  • mlp_gen - neural network trained on all time-stamps

RMSE

fold_0 fold_1 fold_2 fold_3 fold_4 fold_5 average
rf 39.11 24.69 28.87 33.87 29.10 23.60 29.87
svr 43.37 26.48 28.52 33.61 29.76 25.96 31.28
gp_m32 42.15 27.69 30.74 53.32 28.65 22.54 34.18
gp_m12 41.39 27.01 29.62 35.31 28.98 22.59 30.82
gp_linear 40.04 30.85 28.60 35.38 32.98 27.62 32.58
elst 42.24 30.01 28.92 34.99 31.43 26.53 32.35
dt 42.18 31.61 33.15 37.65 34.14 28.61 34.56
dkl 45.06 28.40 31.41 33.16 29.94 27.75 32.62
gp_rbf_gpytorch 41.58 24.03 29.14 34.49 27.48 22.02 29.79
gp_sm_gpytorch 43.55 29.69 31.38 38.27 30.87 25.95 33.28
gp_rbf_gpy 43.32 28.10 30.97 36.65 29.39 23.26 31.95
gp_rbf_torch 53.94 31.26 35.00 37.57 31.79 24.73 35.72
gp_rbf 43.18 23.67 27.98 33.41 26.83 21.69 29.46
nsgp_rbf 50.15 29.27 31.13 35.92 32.61 25.89 34.16
mlp 42.54 30.23 30.43 36.61 31.20 27.41 33.07
mlp_gen 40.00 -- -- -- -- -- --

R^2 Score

fold_0 fold_1 fold_2 fold_3 fold_4 fold_5 average
rf 0.79 0.92 0.87 0.84 0.88 0.91 0.87
svr 0.75 0.91 0.88 0.84 0.88 0.89 0.86
gp_m32 0.76 0.90 0.86 0.59 0.89 0.91 0.82
gp_m12 0.77 0.91 0.87 0.82 0.88 0.91 0.86
gp_linear 0.78 0.88 0.88 0.82 0.85 0.87 0.85
elst 0.76 0.88 0.87 0.83 0.86 0.88 0.85
dt 0.76 0.87 0.83 0.80 0.84 0.86 0.83
dkl 0.73 0.90 0.85 0.84 0.88 0.87 0.84
gp_rbf_gpytorch 0.77 0.93 0.87 0.83 0.90 0.92 0.87
gp_sm_gpytorch 0.75 0.89 0.85 0.79 0.87 0.89 0.84
mlp 0.76 0.88 0.86 0.81 0.87 0.87 0.84
mlp_gen 0.78 -- -- -- -- -- --

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