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灵活高效的高斯过程模型

Flexible and efficient Gaussian process models
课程网址: http://videolectures.net/gpip06_snelson_fegpm/  
主讲教师: Edward Snelson
开课单位: 伦敦大学学院
开课时间: 2007-02-25
课程语种: 英语
中文简介:
我将简要描述我们关于稀疏伪输入高斯过程(SPGP)的工作,其中我们通过使用梯度方法选择“伪输入”来细化稀疏近似。然后,我将描述该框架的几个扩展。首先,我们将监督维度降低与处理高维输入空间相结合。其次,我们开发了一个可以处理输入相关噪声的SPGP版本。这些扩展允许GP方法应用于比以前更多的建模任务。
课程简介: I will briefly describe our work on the sparse pseudo-input Gaussian process (SPGP), where we refine the sparse approximation by selecting `pseudo-inputs' using gradient methods. I will then describe several extensions to this framework. Firstly we incorporate supervised dimensionality reduction to deal with high dimensional input spaces. Secondly we develop a version of the SPGP that can handle input-dependent noise. These extensions allow GP methods to be applied to a wider variety of modelling tasks than previously possible.
关 键 词: 高斯过程; 梯度方法; 伪输入
课程来源: 视频讲座网
最后编审: 2020-06-12:王勇彬(课程编辑志愿者)
阅读次数: 143