Gaussian Process Regression In R. Machine learning ML researchers like Gaussian process regression GPR. Gaussian Process Regression Gaussian Processes.
This R package provides R code for fitting Gaussian process models to data. The code is created using the R6 class structure which is why is used to access object methods. Its computational feasibility effectively relies the nice properties of the multivariate Gaussian distribution which allows for easy prediction and estimation.
Thats a fairly general definition and moreover its not all too clear what such a collection of rvs has to do with regressions.
As always Im doing this in R and if you search CRAN you will find a specific package for Gaussian process regression. Mar 27 2021 Inducing points for Gaussian Processes. March 27 2021 Inducing points provide a strategy for lowering the computational cost of Gaussian process prediction by closely modeling only a subset of the input space. Mar 30 2021 Gaussian process priors.
