Fast and Scalable Spike and Slab Variable Selection in High-Dimensional Gaussian Processes.
Hugh DanceBrooks PaigePublished in: AISTATS (2022)
Keyphrases
- variable selection
- gaussian processes
- high dimensional
- gaussian process
- hyperparameters
- cross validation
- linear models
- model selection
- human pose estimation
- low dimensional
- dimension reduction
- high dimensional data
- multi task learning
- high dimensionality
- relevance vector machine
- dimensionality reduction
- support vector
- closed form
- multi task
- feature selection
- data points
- probabilistic model
- feature extraction
- decision trees