Aggregated Multi-task GP

This repository contains the source code for https://arxiv.org/abs/1906.09412 It is based on the GPy and HetMOGP. Here we use a modified version of the GPy which can be access here.

For any questions please contact f dot yousefi at sheffield dot ac dot uk.

If you use this code, please cite the following paper:

@inproceedings{YousefiSmithAlvarez19,
  title = {Multi-task Learning for Aggregated Data using {G}aussian Processes},
  author = {Yousefi, Fariba and Smith, Michael T and \'{A}lvarez, Mauricio},
  booktitle = {Advances in Neural Information Processing Systems (NeurIPS) 32},
  year = {2019},
  publisher = {Curran Associates, Inc.},
  url = {http://papers.nips.cc/paper/9644-multi-task-learning-for-aggregated-data-using-gaussian-processes.pdf}
}

Setup Instructions

Prerequisites

For reproducibility, all instructions below are tested with this Docker image: continuumio/anaconda3:2019.07 - which is based on Debian 10 and Anaconda3 and Python 3.7.3 (Ubuntu works as well). The authors may release a Docker image as well in the future.

If you already have a Python 3.7 environment, you may want to skip to the GPy-multitask installation part below (and ignore all Docker commands)

# pull the image
docker pull continuumio/anaconda3:2019.07

# run the image
docker run -i -t --rm -p 8888:8888 continuumio/anaconda3:2019.07 /bin/bash

# the rest of the commands here are assumed to be executed from the Docker image

# install the required packages (needed for Cython extensions of the GPy)
apt update && apt install -y build-essential 

# GPy-multitask installation
# clone a modified version of the GPy toolkit:
git clone https://github.com/frb-yousefi/GPy-multitask.git
cd GPy-multitask

# switch to the multitask-gp branch
git checkout multitask-gp

# Now install GPy based on the instructions provided in the README file (https://github.com/frb-yousefi/GPy-multitask/blob/multitask-gp/README.md)
python setup.py build_ext --inplace

# set PYTHONPATH environment variable to include the GPy-multitask path
echo "export PYTHONPATH=$PWD" >> ~/.bashrc
source ~/.bashrc
cd ..

Multi-task GP Setup

# clone this repository 
git clone https://github.com/frb-yousefi/aggregated-multitask-gp
cd aggregated-multitask-gp

# install the required Python packages
pip install -r requirements.txt

Sample Notebooks

A sample notebook is provided with this repository. Assuming you're running the Docker image, you can execute this command to start a Jupyter Notebook server and check the sample notebook:

# starting from the root folder of this cloned repo
cd notebooks
jupyter notebook --port 8888 --ip '*' --allow-root

Contributors

Fariba Yousefi, Michael T. Smith, and Mauricio A Álvarez.

For further information, please contact: f......@gmail.com