Scaling Gaussian Process Optimization by Evaluating a Few Unique Candidates Multiple Times.
Daniele CalandrielloLuigi CarratinoAlessandro LazaricMichal ValkoLorenzo RosascoPublished in: ICML (2022)
Keyphrases
- gaussian process
- gaussian processes
- regression model
- gaussian process regression
- approximate inference
- model selection
- bayesian framework
- gaussian process models
- hyperparameters
- gaussian process classification
- covariance function
- semi supervised
- latent variables
- expectation propagation
- bayesian inference
- cross validation
- search space
- sparse approximations
- upper bound
- dynamical model
- marginal likelihood
- pairwise
- bayesian networks