Projects supporting the octave data format.

Logo JMLR GPstuff 4.6

by avehtari - July 15, 2015, 15:08:06 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 26496 views, 6252 downloads, 2 subscriptions

Rating Whole StarWhole StarWhole StarWhole StarWhole Star
(based on 1 vote)

About: The GPstuff toolbox is a versatile collection of Gaussian process models and computational tools required for inference. The tools include, among others, various inference methods, sparse approximations and model assessment methods.


2015-07-09 Version 4.6

Development and release branches available at

New features

  • Use Pareto smoothed importance sampling (Vehtari & Gelman, 2015) for

  • importance sampling leave-one-out cross-validation (gpmc_loopred.m)

  • importance sampling integration over hyperparameters (gp_ia.m)

  • importance sampling part of the logistic Gaussian process density estimation (lgpdens.m)

  • references:

    • Aki Vehtari and Andrew Gelman (2015). Pareto smoothed importance sampling. arXiv preprint arXiv:1507.02646.
    • Aki Vehtari, Andrew Gelman and Jonah Gabry (2015). Efficient implementation of leave-one-out cross-validation and WAIC for evaluating fitted Bayesian models.
  • New covariance functions

    • gpcf_additive creates a mixture over products of kernels for each dimension reference: Duvenaud, D. K., Nickisch, H., & Rasmussen, C. E. (2011). Additive Gaussian processes. In Advances in neural information processing systems, pp. 226-234.
    • gpcf_linearLogistic corresponds to logistic mean function
    • gpcf_linearMichelismenten correpsonds Michelis Menten mean function

Improvements - faster EP moment calculation for lik_logit

Several minor bugfixes

Logo NaN toolbox 2.8.1

by schloegl - July 6, 2015, 22:43:23 CET [ Project Homepage BibTeX Download ] 39272 views, 8194 downloads, 3 subscriptions

About: NaN-toolbox is a statistics and machine learning toolbox for handling data with and without missing values.


Changes in v.2.8.1 - number of bug fixes - compatibility issues with recent versions of Octave are addressed - upgrade to libsvm 3-12

For details see the CHANGELOG at

Logo JMLR GPML Gaussian Processes for Machine Learning Toolbox 3.6

by hn - July 6, 2015, 12:31:28 CET [ Project Homepage BibTeX Download ] 28959 views, 6766 downloads, 4 subscriptions

Rating Whole StarWhole StarWhole StarWhole StarWhole Star
(based on 2 votes)

About: The GPML toolbox is a flexible and generic Octave 3.2.x and Matlab 7.x implementation of inference and prediction in Gaussian Process (GP) models.

  • added a new inference function infGrid_Laplace allowing to use non-Gaussian likelihoods for large grids

  • fixed a bug due to Octave evaluating norm([]) to a tiny nonzero value, modified all lik/lik*.m functions reported by Philipp Richter

  • small bugfixes in covGrid and infGrid

  • bugfix in predictive variance of likNegBinom due to Seth Flaxman

  • bugfix in infFITC_Laplace as suggested by Wu Lin

  • bugfix in covPP{iso,ard}

Logo JMLR Information Theoretical Estimators 0.61

by szzoli - February 8, 2015, 14:04:27 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 82943 views, 16395 downloads, 2 subscriptions

About: ITE (Information Theoretical Estimators) is capable of estimating many different variants of entropy, mutual information, divergence, association measures, cross quantities and kernels on distributions. Thanks to its highly modular design, ITE supports additionally (i) the combinations of the estimation techniques, (ii) the easy construction and embedding of novel information theoretical estimators, and (iii) their immediate application in information theoretical optimization problems.

  • Explicit additive constant computation in generalized kNN based Renyi entropy estimators: enhancement suggestion has been added.

  • Analytical value computation of the exponentiated Jensen-Renyi kernel-2: simplified.

About: Toeblitz is a MATLAB/Octave package for operations on positive definite Toeplitz matrices. It can solve Toeplitz systems Tx = b in O(n*log(n)) time and O(n) memory, compute matrix inverses T^(-1) (with free log determinant) in O(n^2) time and memory, compute log determinants (without inverses) in O(n^2) time and O(n) memory, and compute traces of products A*T for any matrix A, in minimal O(n^2) time and memory.


Adding a write-up in written/toeblitz.pdf describing the package.

About: The glm-ie toolbox contains scalable estimation routines for GLMs (generalised linear models) and SLMs (sparse linear models) as well as an implementation of a scalable convex variational Bayesian inference relaxation. We designed the glm-ie package to be simple, generic and easily expansible. Most of the code is written in Matlab including some MEX files. The code is fully compatible to both Matlab 7.x and GNU Octave 3.2.x. Probabilistic classification, sparse linear modelling and logistic regression are covered in a common algorithmical framework allowing for both MAP estimation and approximate Bayesian inference.


added factorial mean field inference as a third algorithm complementing expectation propagation and variational Bayes

generalised non-Gaussian potentials so that affine instead of linear functions of the latent variables can be used

Logo svn-r1070-Apr-2011

by sonne - April 8, 2011, 10:15:49 CET [ Project Homepage BibTeX Download ] 4653 views, 1029 downloads, 1 subscription

About: The source code of the site - a community portal for machine learning data sets.


Initial Announcement on

Logo mldata-utils 0.5.0

by sonne - April 8, 2011, 10:02:44 CET [ Project Homepage BibTeX Download ] 25196 views, 5424 downloads, 1 subscription

About: Tools to convert datasets from various formats to various formats, performance measures and API functions to communicate with

  • Change task file format, such that data splits can have a variable number items and put into up to 256 categories of training/validation/test/not used/...
  • Various bugfixes.

Logo Hidden Markov Support Vector Machines 0.2

by pramod - April 16, 2010, 17:27:41 CET [ BibTeX Download ] 5943 views, 1553 downloads, 1 subscription

About: This software is an implementation of Hidden Markov Support Vector Machines (HMSVMs).


Initial Announcement on

About: This toolbox provides functions for maximizing and minimizing submodular set functions, with applications to Bayesian experimental design, inference in Markov Random Fields, clustering and others.

  • Modified specification of optional parameters (using sfo_opt)
  • Added sfo_ls_lazy for maximizing nonnegative submodular functions
  • Added sfo_fn_infogain, sfo_fn_lincomb, sfo_fn_invert, ...
  • Added additional documentation and more examples
  • Now Octave ready

Logo FWTN 1.0

by hn - March 25, 2010, 16:58:24 CET [ Project Homepage BibTeX Download ] 4891 views, 1163 downloads, 1 subscription

About: Orthonormal wavelet transform for D dimensional tensors in L levels. Generic quadrature mirror filters and tensor sizes. Runtime is O(n), plain C, MEX-wrapper and demo provided.


Initial Announcement on

Logo JMLR Error Correcting Output Codes Library 0.1

by sescalera - March 5, 2010, 16:49:12 CET [ Project Homepage BibTeX BibTeX for corresponding Paper Download ] 10440 views, 1406 downloads, 1 subscription

About: The open source Error-Correcting Output Codes (ECOC) library contains both state-of-the-art coding and decoding designs, as well as the option to include your own coding, decoding, and base classifier.


Initial Announcement on