A Fully Natural Gradient Scheme for Improving Inference of the Heterogeneous Multi-Output Gaussian Process Model

1 code implementation • 22 Nov 2019 • Juan-José Giraldo, Mauricio A. Álvarez

Furthermore, in this work we introduce an extension of the heterogeneous multi-output model, where its latent functions are drawn from convolution processes.

Gaussian Processes Variational Inference