Predictive Approaches for Choosing Hyperparameters in Gaussian Processes.
S. SundararajanS. Sathiya KeerthiPublished in: Neural Comput. (2001)
Keyphrases
- gaussian processes
- hyperparameters
- gaussian process
- covariance function
- model selection
- gaussian process models
- bayesian methods
- closed form
- gaussian process regression
- support vector
- bayesian framework
- cross validation
- bayesian inference
- em algorithm
- prior information
- noise level
- sample size
- random sampling
- maximum likelihood
- incremental learning
- maximum a posteriori
- multiscale
- machine learning
- multi task
- machine learning algorithms
- non stationary
- level set
- probability distribution