Opened 4 years ago

Closed 3 years ago

Last modified 3 years ago

#2541 closed feature request (done)

Student-t Process

Reported by: gkronber Owned by: gkronber
Priority: medium Milestone:
Component: Algorithms.DataAnalysis Version: 3.3.13
Keywords: Cc:

Description

See "Student-t Processes as Alternatives to Gaussian Processes", Amar Shah, Andrew Gordon Wilson, Zoubin Ghahramani, 2014

http://arxiv.org/abs/1402.4306

Could be implemented rather easily using the existing framework for Gaussian Processes

Change History (11)

comment:1 Changed 4 years ago by gkronber

  • Milestone changed from HeuristicLab 4.x Backlog to HeuristicLab 3.3.14
  • Owner set to gkronber
  • Status changed from new to accepted

comment:2 Changed 4 years ago by gkronber

r13438: added crude implementation of Student-t process (using almost the same source code as GP model)

comment:3 Changed 4 years ago by gkronber

TODO:

  • improve stability for covariance matrix decomposition (special handling of noise covariance parameter)
  • fix gradient calculation for mean function

comment:4 Changed 3 years ago by gkronber

Changes in #2591 (r13721, r13784) depend on this ticket.

comment:5 Changed 3 years ago by gkronber

Changes in this ticket should be undone before the release. Reasoning:

  • Code-duplication
  • Implementation is not stable enough yet
  • Functionality has not been very useful so far.

comment:6 Changed 3 years ago by gkronber

r13975: deleted implementation of StudentT process

comment:7 Changed 3 years ago by gkronber

r13981: merged r13438 together with r13721, r13724, r13784, r13891 (#2591) from trunk to stable

comment:8 Changed 3 years ago by gkronber

r13975 (delete StudentT process) can only be merged after #2604

Otherwise everything has been merged

Last edited 3 years ago by gkronber (previous) (diff)

comment:9 Changed 3 years ago by gkronber

  • Status changed from accepted to readytorelease

comment:10 Changed 3 years ago by mkommend

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

r14028: Merged r13975 into stable.

comment:11 Changed 3 years ago by gkronber

  • Milestone HeuristicLab 3.3.14 deleted
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