EigenGP

================================================================================ This software implement the EigenGP in the paper: EigenGP:Guassian process models with adaptive eigenfunctions, Hao Peng, Yuan Qi, IJCAI 2015 Copyright (C) 2015 Hao Peng (pengh at purdue d_o_t edu)

	This program is free software: you can redistribute it and/or modify
	it under the terms of the GNU General Public License as published by
	the Free Software Foundation, either version 3 of the License, or
	(at your option) any later version.
	

	This program is distributed in the hope that it will be useful,
	but WITHOUT ANY WARRANTY; without even the implied warranty of
	MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
	GNU General Public License for more details.
	
	You should have received a copy of the GNU General Public License
	along with this program.  If not, see <http://www.gnu.org/licenses/>.

================================================================================

EigenGP for regression in Matlab. Experimental purpose only.

1. demo file: demo.m

2. sequential update (EigenGP): EigenGP_Upd_kerB_UI.m and EigenGP_Upd_W_UI.m:

3. joint update (EigenGP*): EigenGP_Upd_kerBW_UI.m

4. with additional diagonal term (EigenGP+): EigenGP_unbnd_delta_kerB_UI.m: