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多任务高斯过程模型Matlab工具箱(包括多个例子)

上传者: weixin_43612121 | 上传时间:2016/6/23 6:35:29 | 文件大小:4.16MB | 文件类型:ZIP
多任务高斯过程模型Matlab工具箱(包括多个例子)
高斯过程(GP)模型是非参数贝叶斯回归的一种灵活方法。
然而,在大数据中使用GP模型的大多数现有工作都是为单变量输出时间序列定义的,称为单任务GPs(single-taskGPs,STGP)。
在此,利用GPs同时对多个相关单变量生理时间序列进行建模。
由此产生的多任务GP(MTGP)框架可以学习多个信号之间的相关性,即便它们可能以不同的频率采样,并具有针对不同间隔的训练集。
MTGPs可有效地学习了生理时间序列之间的相关性,从而提高了建模精度。
多任务高斯过程模型Matlab工具箱(包括多个例子) 本软件ID:11650795

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