Warm Start Marginal Likelihood Optimisation for Iterative Gaussian Processes.
Jihao Andreas LinShreyas PadhyBruno MlodozeniecJosé Miguel Hernández-LobatoPublished in: CoRR (2024)
Keyphrases
- gaussian processes
- marginal likelihood
- gaussian process
- hyperparameters
- model selection
- approximate inference
- regression model
- bayesian framework
- cross validation
- closed form
- expectation propagation
- latent variables
- semi supervised
- support vector
- bayesian methods
- random sampling
- prior information
- incremental learning
- maximum a posteriori
- information criterion
- bayesian inference
- em algorithm
- decision trees
- sample size
- noise level
- machine learning
- missing values