This repository contains the code used in
- Felipe Tobar, Elsa Cazelles and Taco de Wolff. Computationally-efficient initialisation of GPs: The generalised variogram method. Transactions of Machine Learning Research, in press, 2023. OpenReview & arXiv
This repository contains the following files:
- The files
waflgp.pyandgpinit.pydefines the class, constructor and methods for the spectral and temporal distances respectively. - The file
utils.py, which contains simple auxiliary functions - The Jupyer Notebook
Exp0_minimal_ex, a minimal working example of our toolbox - Notebooks
Exp1,Exp2,Exp3,Exp4,Exp5,Exp6,Exp7replicate experiments in the paper. - The data used for the experiments (heart-rate and audio)