Re: [MLlib] Gaussian Process regression in MLlib

2018-03-12 Thread Valeriy Avanesov
Hi all, please, check out the repo: github.com/akopich/spark-gp/. I've implemented the regressor. Simon, have you still got smth to try it out on? Best, Valeriy. On 02/15/2018 05:16 PM, Аванесов Валерий wrote: Hi all, I've created a new JIRA. https://issues.apache.org/jira/browse/SPARK-

Re: [MLlib] Gaussian Process regression in MLlib

2018-02-15 Thread Аванесов Валерий
Hi all, I've created a new JIRA. https://issues.apache.org/jira/browse/SPARK-23437 All concerned are welcome to discuss. Best, Valeriy. On Sat, Feb 3, 2018 at 9:24 PM, Valeriy Avanesov wrote: > Hi, > > no, I don't thing we should actually compute the n \times n matrix. Leave > alone invertin

Re: [MLlib] Gaussian Process regression in MLlib

2018-02-03 Thread Valeriy Avanesov
Hi, no, I don't thing we should actually compute the n \times n matrix. Leave alone inverting it. However, variational inference is only one of the many sparse GP approaches. Another option could be Bayesian Committee. Best, Valeriy. On 02/02/2018 09:43 PM, Simon Dirmeier wrote: Hey, I w

Re: [MLlib] Gaussian Process regression in MLlib

2018-02-02 Thread Simon Dirmeier
Hey, I wanted to see that for a long time, too. :) If you'd plan on implementing this, I could contribute. However, I am not too familiar with variational inference for the GPs which is what you would need I guess. Or do you think it is feasible to compute the full kernel for the GP? Cheers,

[MLlib] Gaussian Process regression in MLlib

2018-02-01 Thread Valeriy Avanesov
Hi all, it came to my surprise that there is no implementation of Gaussian Process in Spark MLlib. The approach is widely known, employed and scalable (its sparse versions). Is there a good reason for that? Has it been discussed before? If there is a need in this approach being a part of MLl