Robust prediction interval estimation for Gaussian processes by cross-validation method.
Naoufal AcharkiAntoine BertoncelloJosselin GarnierPublished in: Comput. Stat. Data Anal. (2023)
Keyphrases
- cross validation
- hyperparameters
- gaussian processes
- model selection
- prior knowledge
- bayesian methods
- support vector
- generalization error
- gaussian process
- closed form
- information criterion
- multitask learning
- ls svm
- regularization parameter
- maximum likelihood
- collaborative filtering
- dynamic programming
- pairwise
- training set