HasGP-0.1: A Haskell library for inference using Gaussian processes

HasGP.Demos.ClassificationDemo1

Description

Demonstration of Gaussian process classification using the 1-dimensional problem from Rasmussen and Williams' book.

This demo compares the Laplace and EP approximation approaches.

For details of the algorithms involved see www.gaussianprocesses.org.

Copyright (C) 2011 Sean Holden. sbh11@cl.cam.ac.uk.

Synopsis

Documentation

stopLaplace :: LaplaceConvergenceTestSource

This function defines when iteration stops for the Laplace version.

stopEP :: EPConvergenceTestSource

This function defines when iteration stops for the EP version.