Vbmp: Variational Bayesian Multinomial Probit Regression for multi-class classification in R

Abstract

Vbmp is an R package for Gaussian Process classification of data over multiple classes. It features multinomial probit regression with Gaussian Process priors and estimates class posterior probabilities employing fast variational approximations to the full posterior. This software also incorporates feature weighting by means of Automatic Relevance Determination. Being equipped with only one main function and reasonable default values for optional parameters, vbmp combines flexibility with ease of usage as is demonstrated on a breast cancer microarray study. The R library vbmp implementing this method is part of Bioconductor and can be downloaded from http://www.dcs.gla.ac.uk/~girolami