Package: GPTreeO 1.0.1

GPTreeO: Dividing Local Gaussian Processes for Online Learning Regression

We implement and extend the Dividing Local Gaussian Process algorithm by Lederer et al. (2020) <doi:10.48550/arXiv.2006.09446>. Its main use case is in online learning where it is used to train a network of local GPs (referred to as tree) by cleverly partitioning the input space. In contrast to a single GP, 'GPTreeO' is able to deal with larger amounts of data. The package includes methods to create the tree and set its parameter, incorporating data points from a data stream as well as making joint predictions based on all relevant local GPs.

Authors:Timo Braun [aut, cre], Anders Kvellestad [aut], Riccardo De Bin [ctb]