Multitask/Multioutput GPs with Exact Inference¶
Exact GPs can be used to model vector valued functions, or functions that represent multiple tasks. There are several different cases:
Multi-output (vector valued functions)¶
Independent output dimensions: here we will use an independent GP for each output.
Scalar function with multiple tasks¶
See the Hadamard Multitask GP Regression example. This setting should be used only when each input corresponds to a single task.