Gaussian Process Optimization with Adaptive Sketching: Scalable and No Regret.
Daniele CalandrielloLuigi CarratinoAlessandro LazaricMichal ValkoLorenzo RosascoPublished in: COLT (2019)
Keyphrases
- gaussian process
- gaussian processes
- gaussian process regression
- regression model
- bayesian framework
- model selection
- hyperparameters
- gaussian process classification
- semi supervised
- approximate inference
- gaussian process models
- covariance function
- lower bound
- expectation propagation
- maximum likelihood
- sparse approximations
- latent variables
- generative model
- machine learning
- data sets
- prior knowledge