#2124 closed feature request (done)
Spectral Mixture Kernel
| Reported by: | gkronber | Owned by: | gkronber |
|---|---|---|---|
| Priority: | medium | Milestone: | HeuristicLab 3.3.10 |
| Component: | Algorithms.DataAnalysis | Version: | 3.3.9 |
| Keywords: | Cc: |
Description
As described in Wilson A. G. and Adams R.P., Gaussian Process Kernels for Pattern Discovery and Exptrapolation, ICML 2013
Change History (11)
comment:1 Changed 11 years ago by gkronber
- Status changed from new to accepted
comment:2 Changed 11 years ago by gkronber
comment:3 Changed 11 years ago by gkronber
r10205: implemented first version of spectral mixture kernel
comment:4 Changed 11 years ago by gkronber
- Milestone changed from HeuristicLab 3.3.x Backlog to HeuristicLab 3.3.10
- Status changed from accepted to reviewing
Compared the implementation with the original implementation in GPML using the Airline dataset and found that the results (test MSE and log likelihood) are comparable.
comment:5 Changed 11 years ago by gkronber
- Owner changed from gkronber to mkommend
comment:6 Changed 11 years ago by mkommend
- Owner changed from mkommend to gkronber
- Status changed from reviewing to readytorelease
r10473: Updated gradient calculation in SpectralMixtureKernel.
comment:7 Changed 11 years ago by gkronber
r10479: merged all changes from trunk to prepare for trunk-reintegration
comment:8 Changed 11 years ago by gkronber
r10480: reintegrated branch for spectral mixture kernel
comment:9 Changed 11 years ago by gkronber
r10481: deleted branch for spectral mixture kernel.
comment:10 Changed 11 years ago by gkronber
- Resolution set to done
- Status changed from readytorelease to closed
comment:11 Changed 10 years ago by abeham
- Version changed from branch to 3.3.9
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r10204: created feature development branch