Expectation Propagation for Bayesian Multi-task Feature Selection.
Daniel Hernández-LobatoJosé Miguel Hernández-LobatoThibault HelleputtePierre DupontPublished in: ECML/PKDD (1) (2010)
Keyphrases
- expectation propagation
- bayesian inference
- gaussian process
- gaussian process classification
- approximate inference
- density estimation
- bayesian methods
- automatic relevance determination
- posterior distribution
- marginal likelihood
- variational bayes
- gaussian processes
- latent variables
- graphical models
- prior distribution
- hyperparameters
- prior information
- gaussian mixture model
- dynamic bayesian networks
- model selection
- probabilistic model
- belief propagation
- bayesian learning
- generative model
- bayesian framework
- pairwise
- parameter estimation
- feature selection
- least squares
- learning algorithm