Error Bounds for Kernel-Based Linear System Identification with Unknown Hyperparameters.
Mingzhou YinRoy S. SmithPublished in: CoRR (2023)
Keyphrases
- error bounds
- hyperparameters
- closed form
- support vector
- model selection
- cross validation
- bayesian inference
- random sampling
- theoretical analysis
- regression function
- gaussian process
- bayesian framework
- noise level
- sample size
- worst case
- em algorithm
- prior information
- incomplete data
- maximum likelihood
- gaussian processes
- maximum a posteriori
- incremental learning
- np hard
- feature selection
- grid search
- parameter settings
- kernel methods
- missing values
- pairwise
- data streams