Reducing the Variance of Gaussian Process Hyperparameter Optimization with Preconditioning.
Jonathan WengerGeoff PleissPhilipp HennigJohn P. CunninghamJacob R. GardnerPublished in: CoRR (2021)
Keyphrases
- gaussian process
- gaussian processes
- hyperparameters
- regression model
- model selection
- bayesian framework
- gaussian process regression
- approximate inference
- grid search
- gaussian process classification
- latent variables
- cross validation
- sparse approximations
- bayesian inference
- covariance function
- semi supervised
- prior knowledge
- expectation propagation
- prior information
- em algorithm
- marginal likelihood
- noise level
- reproducing kernel hilbert space
- data sets
- level set
- active learning
- support vector
- decision trees