Gaussian process multi-class classification

Question

Is it possible to use GPML (http://www.gaussianprocess.org/gpml/) toolbox for multi-class classification? (The dataset that I am using has about 7000 training samples from 3 different classes).

Answer 1

You can always use a binary classifier for multi-class classification. Notably, by making all-pair comparisons, a simple majority vote gives a very reliable answer. It, however, needs O(n2) applications of binary classifiers for the problem with n classes. But that's not an issue for 3 classes.