gustavomalkomes/active_gp_learning

This package provides a set of tools for performing active-learning with Gaussian Processes.

Active GP Learning

This package provides a set of tools for performing active-learning with Gaussian Processes.

Usage

This is a work in progress but you can check the two demos in the demo folder. Any feedback would be greatly appreciated.

Dependencies

You must have the following softwares in your MATLAB path:

• minFunc: https://www.cs.ubc.ca/~schmidtm/Software/minFunc.html
• gpml 3.6: http://www.gaussianprocess.org/gpml/code/matlab/doc
• gpml_extensions: https://github.com/rmgarnett/gpml_extensions.git

You can run get_dependencies.sh to download these softwares. But please check the links first.

Then, running the following script:

• automated_model_selection_startup.m

will take care of adding them to your MATLAB path.

Tests

Running automated_model_selection_tests.m will trigger a couple of tests.