This is the implementation of the scalable GP developed in "Haitao Liu, Jianfei Cai, Yi Wang, Yew-Soon Ong, Generalized Robust Bayesian Committee Machine for Large-scale Gaussian Process Regression, 2018 ICML". Please see the paper for further details.
We implement state-of-the-art aggregation models including
- product-of-experts (PoE),
- generalized PoE (GPoE),
- Bayesian committee machine (BCM),
- robust BCM (RBCM),
- generalized RBCM (GRBCM),
- nested pointwise aggregation of experts (NPAE).
This code relies on the "GPML toolbox".
To run the example file, execute:
demo_toy.m