Joint Optimization and Variable Selection of High-dimensional Gaussian Processes.
Bo ChenRui M. CastroAndreas KrausePublished in: ICML (2012)
Keyphrases
- variable selection
- gaussian processes
- joint optimization
- high dimensional
- hyperparameters
- gaussian process
- cross validation
- model selection
- linear models
- multi task learning
- high dimensional data
- sparse representation
- dimension reduction
- low dimensional
- dimensionality reduction
- multi task
- relevance vector machine
- closed form
- high dimensionality
- parameter space
- nearest neighbor
- data points
- sample size
- feature vectors
- training set
- feature space
- similarity measure
- data mining