How to use Gaussian Process with multiple inputs and outputs?

As far as I know, GPR in matlab only supports one input and on output. So I searched a lot of function in file exchange. But I could not find the right one. please let me know if there is function or example code. Thanks!

Answer 1

[Vatsal]

Hi @Sierra,

I understand that you are looking for the implementation of Gaussian Process which supports multiple inputs and outputs.

You are correct that the built-in Gaussian Process Regression (GPR) implementation in MATLAB only supports one input and one output. However, there are few other options you can consider that provide a more flexible implementation of the Gaussian Process Regression (GPR).

One of the options which you can use is the GPML (Gaussian Process Machine Learning) Toolbox. This is a popular toolbox that provides a comprehensive set of functions for Gaussian Process models, including multi-input and multi-output GPR.

You can explore the GPML Toolbox and access it through the MATLAB File Exchange by visiting this link:

https://www.mathworks.com/matlabcentral/fileexchange/72660-gaussian-process-regression-gpr?s_tid=srchtitle