Gaussian Process Regression

Machine Learning and Modeling
1

Hi all, what's your favorite package for Gaussian Process Regression in R? Specifically, the favorite one for "small" data sets (say, N=10-500) and the favorite one for large data sets (N=1000-10^6?)

2

No suggestions, even for the small data sets :slightly_smiling_face:? On the R4DS community, I've been pointed to INLA for large scale GPR.