Proximal Gradient Stochastic Variational Inference Based on the UAI-2016 paper by Khan, Babanezhad, Lin, Schmidt, and Sugiyama.
The file 'demo.m' contains a few examples for Gaussian Process classification. To run this file, download the code, cd to the directory in Matlab, and do 'addpath(genpath(pwd))' at the command line.
The file 'infKL_PG.m' is the main file which is written in the inference file format for GPML.