Linearly Constrained Gaussian Processes are SkewGPs: application to Monotonic Preference Learning and Desirability
We show that existing approaches to Linearly Constrained Gaussian Processes (LCGP) for regression, based on imposing constraints on a finite set of operational points, can be seen as Skew Gaussian Processes (SkewGPs). In particular, focusing on inequality constraints and building upon a recent unifi…