## InducingPoints.jl

Package for different inducing points selection methods
Author JuliaGaussianProcesses
Popularity
7 Stars
Updated Last
12 Months Ago
Started In
July 2020

# 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.

## Offline algorithms

Offline algorithms are meant to be run once over the data before training begins. Here is an example where we use the k-means algorithm

```using InducingPoints
X = [rand(5) for _ in 1:100]
alg = KMeansAlg(10) # Create the kmeans algorithm
Z = inducingpoints(alg, X) # Returns a vector of vector of size 10 ```

will return 10 inducing points selected as clusters by the k-means algorithm

Note that it is possible to pass data as a matrix as well following the convention of KernelFunctions.jl

```X = rand(5 , 1000)
alg = KMeansAlg(10, Euclidean()) # We can also use different metrics
Z = inducingpoints(alg, X) # This still returns a vector of vector of size 10 ```

## Online algorithms

Online algorithms needs two API, a first one to create the initial vector of inducing points and another one to update it with new data. For example following this work

```alg = OIPS(200) # We expect 200 inducing points
kernel = SqExponential()
X = [rand(5) for _ in 1:100] # We have some initial data
Z = inducingpoints(alg, X; kernel=kernel) # We create an initial vector
X_new = [rand(5) for _ in 1:50] # We get some new data
updateZ!(Z, alg, X_new; kernel=kernel) # Points will be acordingly added (or removed!)```

Note that `Z` is directly changed in place.

## Notes

Make sure to check each algorithm docs independently, they will give you more details on what arguments they need and what they do!

### Required Packages

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