issgpr

A C++ implementation of Incremental Sparse Spectrum Gaussian Process Regression.

See src/issgpr_test.cc for example usage.

Relevant references

• A. Gijsberts and G. Metta, "Real-time model learning using Incremental Sparse Spectrum Gaussian Process Regression," Neural Networks, vol. 41, pp. 59-69, May 2013.
• A. Gijsberts and G. Metta, "Incremental Learning of Robot Dynamics Using Random Features," in 2011 IEEE International Conference on Robotics and Automation (ICRA), Shanghai, China, May 2011, pp. 951-956.
• A. Rahimi and B. Recht, "Random Features for Large-Scale Kernel Machines," in Advances in Neural Information Processing Systems, 2007, pp. 1177-1184.