Near-linear time Gaussian process optimization with adaptive batching and resparsification.
Daniele CalandrielloLuigi CarratinoAlessandro LazaricMichal ValkoLorenzo RosascoPublished in: ICML (2020)
Keyphrases
- gaussian process
- gaussian processes
- gaussian process regression
- bayesian framework
- regression model
- gaussian process classification
- approximate inference
- latent variables
- semi supervised
- model selection
- hyperparameters
- marginal likelihood
- gaussian process models
- dynamical model
- expectation propagation
- covariance function
- sparse approximations
- cross validation
- worst case
- supervised learning
- machine learning
- data mining