Scaling Gaussian Process Optimization by Evaluating a Few Unique Candidates Multiple Times.
Daniele CalandrielloLuigi CarratinoAlessandro LazaricMichal ValkoLorenzo RosascoPublished in: CoRR (2022)
Keyphrases
- gaussian process
- gaussian processes
- regression model
- gaussian process regression
- gaussian process classification
- latent variables
- bayesian framework
- hyperparameters
- dynamical model
- model selection
- semi supervised
- approximate inference
- marginal likelihood
- expectation propagation
- gaussian process models
- covariance function
- closed form
- cross validation
- bayesian inference
- data mining
- training data
- similarity measure