Weighted Gaussian Process Bandits for Non-stationary Environments.
Yuntian DengXingyu ZhouBaekjin KimAmbuj TewariAbhishek GuptaNess B. ShroffPublished in: CoRR (2021)
Keyphrases
- gaussian process
- gaussian processes
- gaussian process regression
- regression model
- latent variables
- model selection
- approximate inference
- bayesian framework
- hyperparameters
- gaussian process classification
- semi supervised
- expectation propagation
- marginal likelihood
- covariance function
- gaussian process models
- sparse approximations
- non stationary
- dynamical model
- cross validation
- learning algorithm
- maximum likelihood
- co occurrence
- bayesian methods
- probabilistic model
- lower bound