Gaussian Process

New to Julia
1

Hi, I would like to perform Gaussian Process Regression on a certain set of data I have in a csv file. Basically, I have a number of columns in my csv file. Now, based on what I have looked for, I have found two ways of doing GPR in Julia.

1: Using flux and zygote
2: Using GaussianProcesses

I am not sure how to fit the dataset using either of these methods and thats what I am trying to figure out. Any help would be appreciated. I am not asking for a complete answer, just something to start with would be really helpful.

2

For GP’s, there are two main Julia packages.

There is GaussianProcesses.jl and Stheno. Take a look at their repo, there is a MWE in both readme’s. There is CSV.jl for opening .csv files. Once you have the data loaded, it should be straight forward to adapt the examples from both packages for your purposes.

I am not sure, what you mean by using Flux to do GP Regression. If you are looking for something like GPflow or GPyTorch, they are listed above.

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