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Jun, 2023
在高斯过程模型中改善近似推断下的超参数学习
Improving Hyperparameter Learning under Approximate Inference in Gaussian Process Models
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Rui Li, ST John, Arno Solin
TL;DR
通过将变分推断用于推理,将边缘似然的直接逼近解决与非共轭似然的高斯过程模型的近似推断的问题
Abstract
Approximate inference in Gaussian process (GP) models with non-conjugate likelihoods gets entangled with the learning of the model hyperparameters. We improve
hyperparameter learning
in GP models and focus on the interplay between
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