) Hyper-Parameter Optimization for Gaussian Process Regression with Cross-Validation and Non-linearly Constrained ADMM.
Linning XuFeng YinJiawei ZhangZhi-Quan LuoShuguang CuiPublished in: CoRR (2019)
Keyphrases
- hyperparameters
- cross validation
- gaussian process regression
- gaussian process
- gaussian processes
- model selection
- grid search
- linearly constrained
- support vector
- linear constraints
- closed form
- maximum likelihood
- bayesian inference
- regression model
- training set
- machine learning
- sample size
- data sets
- em algorithm
- energy function
- convex optimization
- incomplete data
- random sampling
- error rate
- variational inequalities
- supervised learning