Exact and general decoupled solutions of the LMC Multitask Gaussian Process model
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arXiv:2310.12032v4 Announce Type: replace-cross Abstract: The Linear Model of Co-regionalization (LMC) is a very general multitask gaussian process model for regression or classification. While its expressiveness and conceptual simplicity are appealing, naive implementations have cubic complexity i…
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- 2026-08-24 04:00 · arXiv stat.ML
Exact and general decoupled solutions of the LMC Multitask Gaussian Process model