@essicolo and @DanhPhan, you can indeed use PyMC for multi-output GPs. Basically you just need to add an extra input indicating which output you’re observing/predicting. See the small example here: Coregionalization model for two separable multidimensional Gaussian Process - #4 by bwengals. I’ve built it into my package for building GPs from tabular data, you can see it in action here and the code here.
Related topics
Topic | Replies | Views | Activity | |
---|---|---|---|---|
Multi-Output Spatial Gaussian Process Prior Predictive Simulation | 2 | 137 | July 30, 2024 | |
Extending Gaussian Process functionality: Coregion and beyond | 19 | 2292 | November 25, 2017 | |
Multi-output gaussian processes | 13 | 5410 | October 22, 2017 | |
Develop multi-output GP model with linear mean for each task and with learnable hyperparameters | 6 | 858 | April 17, 2023 | |
Getting Started with Multivariate Gaussian Processes (vector autoregression) | 3 | 79 | March 4, 2025 |