Software implementation of Online Gaussian Processes

The software is written as a Matlab package. It is based on the NETLAB toolbox developed by Ian Nabney. To download and install NETLAB, see http://www.ncrg.aston.ac.uk/netlab.

The software is downloadable in a zipped format (tgz extension, it is tar-ed and gzipped (should work both on unix/linux and windows) can be downloaded:

• ogpmat.tgz that has all required Matlab files;
• ogphelp.tgz that contains a HTML description of the Matlab files.
• ogpall.tgz includes both code and documentation.

The following pages provide further information about the software (also available on the left-frame):

A brief technical summary of installing and compatibility with earlier matlab versions.

A hypertext documentation of the matlab code is available within these pages. This documentation lists the files included in the current release (files identical to those in ogphelp.tgz).

A "Hello world"-style demo program is provided which gives an example of the initialisation, training, and inference using this package. This can be the starting point for applying the software to a particular data-set.

Two possibilities of extending the package are presented. The user can insert a custom kernel function and similarly can design a custom likelihood.