Aligned Multi-Task Gaussian Process

Mikheeva O, Kazlauskaite I, Hartshorne A, Kjellström H, Ek CH, Campbell ND. Aligned Multi-Task Gaussian Process. arXiv preprint arXiv:2110.15761. 2021 Oct 29. Accepted to AISTATS 2022. https://arxiv.org/pdf/2110.15761.pdf

See notebooks for examples.

Requirements

• tensorflow (2.3)
• tensorflow-probability (0.11)
• GPflow
• numpy
• gpflow-sampling (https://github.com/j-wilson/GPflowSampling)

For notebooks:

• seaborn
• matplotlib
• tqdm

Installation

git clone https://github.com/OlgaMikheeva/aligned_mtgp.git
cd aligned_mtgp
pip install -e .