InducingPoints
A package for selecting inducing points for sparse GPs
This package provide a collection of inducing point location selection algorithms, both offline and online.
For example
using InducingPoints
Z = KmeansIP(X, 10, obsdim = 1)
will return 10 inducing points selected as clusters by the k-means algorithm
For online algorithms, one need to first create an empty object. For example
Z = OIPS(200) # Method from unpublished paper (for now!)
The first time data is met init(Z, X, args...)
should be called (args depend of the algorithm). init
will return a new object correctly parametrized.
In the subsequent calls update!(Z, X, args...)
to add/remove/move points.