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Gaussian Processes

Gaussian Processes is a powerful framework for several machine learning tasks such as regression, classification and inference. Given a finite set of input output training data that is generated out of a fixed (but possibly unknown) function, the framework models the unknown function as a stochastic process such that the training outputs are a finite number of jointly Gaussian random variables, whose properties can then be used to infer the statistics (the mean and variance) of the function at test values of input.

Source: Sequential Randomized Matrix Factorization for Gaussian Processes: Efficient Predictions and Hyper-parameter Optimization

Papers

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Showing 1411–1420 of 1963 papers

TitleStatusHype
Neural Likelihoods for Multi-Output Gaussian Processes—0
Deep Bayesian Optimization on Attributed GraphsCode0
Monotonic Gaussian Process FlowCode0
Confirmatory Bayesian Online Change Point Detection in the Covariance Structure of Gaussian Processes—0
Non-linear Multitask Learning with Deep Gaussian Processes—0
Recursive Estimation for Sparse Gaussian Process RegressionCode0
Adversarial Robustness Guarantees for Classification with Gaussian ProcessesCode0
Interpretable deep Gaussian processes with moments—0
Kernel Conditional Density Operators—0
Sequential Gaussian Processes for Online Learning of Nonstationary FunctionsCode0
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Benchmark Results

#ModelMetricClaimedVerifiedStatus
1ICKy, periodicRoot mean square error (RMSE)0.03—Unverified