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MagmaClustR  

Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean
View on CRAN: Click here


Download and install MagmaClustR package within the R console
Install from CRAN:
install.packages("MagmaClustR")

Install from Github:
library("remotes")
install_github("cran/MagmaClustR")

Install by package version:
library("remotes")
install_version("MagmaClustR", "1.2.1")



Attach the package and use:
library("MagmaClustR")
Maintained by
Arthur Leroy
[Scholar Profile | Author Map]
First Published: 2022-06-06
Latest Update: 2023-05-23
Description:
An implementation for the multi-task Gaussian processes with common mean framework. Two main algorithms, called 'Magma' and 'MagmaClust', are available to perform predictions for supervised learning problems, in particular for time series or any functional/continuous data applications. The corresponding articles has been respectively proposed by Arthur Leroy, Pierre Latouche, Benjamin Guedj and Servane Gey (2022) , and Arthur Leroy, Pierre Latouche, Benjamin Guedj and Servane Gey (2023) . Theses approaches leverage the learning of cluster-specific mean processes, which are common across similar tasks, to provide enhanced prediction performances (even far from data) at a linear computational cost (in the number of tasks). 'MagmaClust' is a generalisation of 'Magma' where the tasks are simultaneously clustered into groups, each being associated to a specific mean process. User-oriented functions in the package are decomposed into training, prediction and plotting functions. Some basic features (classic kernels, training, prediction) of standard Gaussian processes are also implemented.
How to cite:
Arthur Leroy (2022). MagmaClustR: Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean. R package version 1.2.1, https://cran.r-project.org/web/packages/MagmaClustR. Accessed 10 Jan. 2025.
Previous versions and publish date:
1.0.0 (2022-06-06 11:00), 1.0.1 (2022-08-29 22:20), 1.1.0 (2022-11-01 22:46), 1.1.1 (2023-01-17 10:40), 1.1.2 (2023-05-23 20:32), 1.2.0 (2024-03-21 18:00)
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Complete documentation for MagmaClustR
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