/clustered-gaussian-process-TFP

Clustered Gaussian Process Regression in TFP

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Clustered Gaussian Process (GP) Regression in TFP

This is an implementation of clustered GP regression in tensorflow_probability (TFP), based on this paper: A clustered Gaussian process model for computer experiments by Sung et al (2009).

The GP itself marginalizes hyperparameters with Hamiltonian Monte Carlo integration. It follows the GPR example provided in tensorflow_probability (TFP).

The ipynb is here.