Gaussian Process Optimization with Adaptive Sketching: Scalable and No Regret.
Daniele CalandrielloLuigi CarratinoAlessandro LazaricMichal ValkoLorenzo RosascoPublished in: CoRR (2019)
Keyphrases
- gaussian process
- gaussian processes
- bayesian framework
- regression model
- gaussian process regression
- model selection
- approximate inference
- latent variables
- gaussian process classification
- hyperparameters
- sparse approximations
- semi supervised
- expectation propagation
- lower bound
- graphical models
- bayesian inference
- active learning
- random variables
- higher order
- worst case
- pairwise
- covariance function