Clustering and Prediction using Multi-Task Gaussian Processes with Common Mean
Overview
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) doi:10.1007/s10994-022-06172-1, and Arthur Leroy, Pierre Latouche, Benjamin Guedj and Servane Gey (2023) https://jmlr.org/papers/v24/20-1321.html. 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.
Major
- Make 'get_full_cov = T' the default option when using pred_magmaclust()
Minor
- Remove the useless messages when using samples=T in plotting functions
- Create an error when users try train_magmaclust(nb_cluster = 1)
- Make 'samples = T' the default plot when using prediction functions
- Add mention of the 'hp()' function to the documentation
- Fix Warning message when plotting clusters with exact same posterior probability
- Display plots for the generic (no data provided) prediction that are condistent with classic ones
- Disable the symmetry check when generating posterior samples for predictions
From NEWS.md in the release
Install
Health
- OK13 OK2026-09-08
- ERROR12 OK, 1 ERROR2026-09-07
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-06-09
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- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
The repository also keeps web-only articles.
- Help pages
- 64 (37 internal)includes a package overview page
- Examples that run
- 100%60 run in a plain check
- Exported functions with examples
- 96%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 50%
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- 0
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Checks run against github.com/arthurleroy/magmaclustr on 2026-10-11.
The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel
GitHub Pages site last deployed 2026-06-10 · The repository has a site deploy workflow
pkgdown site last built 2026-06-10
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- GitHub Copilotfirst seen 2026-06-19Pull request: opened by its own account
Dependencies
Code & Tests
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Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- 1.2.1Latest
- RR 4.4.0 released · 2024-04-24
- 1.2.0
- 1.1.22023-05-23 · diff ↗
- RR 4.3.0 released · 2023-04-21
- unarchivedReturned to CRAN2023-01-17
- 1.1.12023-01-17 · diff ↗
- archivedRemoved from CRAN2022-11-17issues were not corrected in time
- 1.1.0
- 1.0.12022-08-29 · diff ↗
- 1.0.02022-06-06
- RR 4.2.0 released · 2022-04-22
Package metadata
- First published
- 2022-06-06
- Total releases
- 7 / 4 yrs
- License
- MIT + file LICENSE OSI
- Minimum R
- ≥ 2.10
- Bundled data
- 215 KB / 2 files
- Download size
- 1.6 MB
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