Remarks on multi-output Gaussian process regression

• Main Authors: Liu, Haitao, Cai, Jianfei, Ong, Yew-Soon
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2020
• Subjects: Engineering::Computer science and engineering; Multi-output Gaussian Process; Symmetric/asymmetric MOGP
• Online Access: https://hdl.handle.net/10356/139612
• Institution: Nanyang Technological University

Multi-output regression problems have extensively arisen in modern engineering community. This article investigates the state-of-the-art multi-output Gaussian processes (MOGPs) that can transfer the knowledge across related outputs in order to improve prediction quality. We classify existing MOGPs i...