Fast and Scalable Spike and Slab Variable Selection in High-Dimensional Gaussian Processes.
Hugh DanceBrooks PaigePublished in: CoRR (2021)
Keyphrases
- variable selection
- gaussian processes
- high dimensional
- gaussian process
- linear models
- cross validation
- hyperparameters
- multi task learning
- model selection
- dimension reduction
- nearest neighbor
- low dimensional
- high dimensionality
- high dimensional data
- dimensionality reduction
- data points
- parameter space
- data sets
- relevance vector machine
- human pose estimation
- feature space
- learning algorithm
- multi task
- support vector
- training data
- feature selection
- computer vision