How to use Gaussian Process with multiple inputs and outputs?

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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!

Risposte (1)

Vatsal il 22 Set 2023
Modificato: Vatsal il 29 Set 2023
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:

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