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Oct, 2023
深度转换高斯过程
Deep Transformed Gaussian Processes
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Sáez-Maldonado Francisco Javier, Maroñas Juan, Hernández-Lobato Daniel
TL;DR
通过变换样本中的联合分布,Deep Transformed Gaussian Processes(DTGPs)构建了多层模型,每一层都是转换高斯过程,增加了模型的灵活性和可扩展性。通过使用变分推断来近似计算,该方法扩展了DSVI推断算法,实验证明在多个回归数据集上取得了良好的性能。
Abstract
transformed gaussian processes
(TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the
flexi
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