Hi everyone, I am wondering whether it is possible to use a custom distance metric with a gaussian process in Stan. I have a classification problem, and the idea is that items which are close together should be assigned to the same class. However, the way of calculating the distance between two ite…

[image] Matias_Guzman_Naranjo: My worry was that there would be something fundamentally wrong about passing precomputed distances, but I guess not? You can use pre-computed distance matrix (it’s just not supported by cov_exp_quad)

Custom distance metric with gaussian process

Modeling

avehtari July 2, 2020, 12:45pm 11

You can use pre-computed distance matrix (it’s just not supported by cov_exp_quad)

Incorporating distance matrices into Gaussian Process in brms

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Custom distance metric with gaussian process

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