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About
An implementation for the multi-task Gaussian processes with common mean framework. Two main algorithms, called 'Magma' and 'MagmaClust', are available to perform predictions for supervised learning problems, in particular for time series or any functional/continuous data applications. The corresponding articles has been respectively proposed by Arthur Leroy, Pierre Latouche, Benjamin Guedj and Servane Gey (2022) doi:10.1007/s10994-022-06172-1, and Arthur Leroy, Pierre Latouche, Benjamin Guedj and Servane Gey (2023)
github.com/ArthurLeroy/MagmaClustR | |
arthurleroy.github.io/MagmaClustR/ | |
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