Fast Gaussian Process Posterior Mean Prediction via Local Cross Validation and Precomputation.
Alec M. DuntonBenjamin W. PriestAmanda MuyskensPublished in: CoRR (2022)
Keyphrases
- gaussian process
- cross validation
- hyperparameters
- model selection
- gaussian process models
- gaussian processes
- posterior distribution
- approximate inference
- support vector
- bayesian methods
- regression model
- training set
- grid search
- expectation propagation
- sample size
- bayesian framework
- closed form
- machine learning
- noise level
- ls svm
- em algorithm
- information criterion
- feature selection
- latent variables
- data sets
- prior information
- parameter estimation
- denoising