Opened 4 years ago

Closed 4 years ago

Last modified 3 years ago

#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 4 years ago by gkronber

  • Status changed from new to accepted

comment:2 Changed 4 years ago by gkronber

r10204: created feature development branch

comment:3 Changed 4 years ago by gkronber

r10205: implemented first version of spectral mixture kernel

comment:4 Changed 4 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 4 years ago by gkronber

  • Owner changed from gkronber to mkommend

comment:6 Changed 4 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 4 years ago by gkronber

r10479: merged all changes from trunk to prepare for trunk-reintegration

comment:8 Changed 4 years ago by gkronber

r10480: reintegrated branch for spectral mixture kernel

comment:9 Changed 4 years ago by gkronber

r10481: deleted branch for spectral mixture kernel.

comment:10 Changed 4 years ago by gkronber

  • Resolution set to done
  • Status changed from readytorelease to closed

r10528: merged r10480 from trunk into stable

comment:11 Changed 3 years ago by abeham

  • Version changed from branch to 3.3.9
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