Multitask/Multioutput QEPs with Exact Inference ================================================ Exact QEPs can be used to model vector valued functions, or functions that represent multiple tasks. There are several different cases: Multi-output (vector valued functions) ---------------------------------------- - **Correlated output dimensions**: this is the most common use case. See the `Multitask QEP Regression`_ example, which implements the inference strategy defined in `Bonilla et al., 2008`_. - **Independent output dimensions**: here we will use an uncorrelated QEP for each output. - If the outputs share the same kernel and mean, you can train a `Batch Uncorrelated Multioutput QEP`_. - Otherwise, you can train a `ModelList Multioutput QEP`_. .. toctree:: :maxdepth: 1 :hidden: Multitask_QEP_Regression.ipynb Batch_Uncorrelated_Multioutput_QEP.ipynb ModelList_QEP_Regression.ipynb Scalar function with multiple tasks ---------------------------------------- See the `Hadamard Multitask QEP Regression`_ example. This setting should be used only when each input corresponds to a single task. .. toctree:: :maxdepth: 1 :hidden: Hadamard_Multitask_QEP_Regression.ipynb .. _Multitask QEP Regression: ./Multitask_QEP_Regression.ipynb .. _Bonilla et al., 2008: https://papers.nips.cc/paper/3189-multi-task-gaussian-process-prediction .. _Batch Uncorrelated Multioutput QEP: ./Batch_Uncorrelated_Multioutput_QEP.ipynb .. _ModelList Multioutput QEP: ./ModelList_QEP_Regression.ipynb .. _Hadamard Multitask QEP Regression: ./Hadamard_Multitask_QEP_Regression.ipynb