Variable selection for Gaussian processes via sensitivity analysis of the posterior predictive distribution.
Topi PaananenJuho PiironenMichael Riis AndersenAki VehtariPublished in: AISTATS (2019)
Keyphrases
- sensitivity analysis
- variable selection
- gaussian processes
- gaussian process
- model selection
- hyperparameters
- cross validation
- posterior distribution
- linear models
- bayesian framework
- regression model
- high dimensional
- multi task learning
- sample size
- dimension reduction
- latent variables
- bayesian methods
- machine learning
- probability distribution
- relevance vector machine
- semi supervised
- feature selection
- unsupervised learning