Advanced prediction methods for kriging

Dear UQ-Team,

thanks for providing such a great Toolbox. Comparing to what’s available, UQLab is clearly one of the most reliable and best-documented UQ-toolbox out there.

On my wishlist for the kriging packager are the following things:

  • advanced prediction methods such as Block coordinate descent method, Subset of data method etc. - right now the kriging model is rather slow compared to fitrgp of Matlab for example, leading me to “export” the UQLab model to Matlab
  • a display of the non-scaled length scales

Best regards and thank you,