Develop multi-output GP model with linear mean for each task and with learnable hyperparameters

[daniel-saunders-phil]

Hello, @DanhPhan recently explored multi-output GPs in a great talk:

Tomorrow: "An Introduction to Multi-Output Gaussian Processes using PyMC" by Dan Phan

Live webinar on Feb 21st 2023 22:00 UTC. Abstract: This talk presents to audiences how to build multi-output Gaussian processes in PyMC. It introduces the concept of Gaussian processes (GPs) and multi-output GPs and how they can address real problems in several domains. Register for the event on Meetup to get the Zoom link Review the repository of the talk, and the web app of interest rates predictions that Danh prepared for this talk. Join the discussion on Discourse [image]

and a notebook:

Multi-output Gaussian Processes: Coregionalization models using Hamadard product

I hope you find them helpful!