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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 1751–1760 of 1963 papers

TitleStatusHype
Fully Bayesian Differential Gaussian Processes through Stochastic Differential Equations—0
Fully Decentralized, Scalable Gaussian Processes for Multi-Agent Federated Learning—0
Fully Scalable Gaussian Processes using Subspace Inducing Inputs—0
Functional Causal Bayesian Optimization—0
Functional Gaussian processes for regression with linear PDE models—0
Functional Priors for Bayesian Neural Networks through Wasserstein Distance Minimization to Gaussian Processes—0
Fusing Optical and SAR time series for LAI gap filling with multioutput Gaussian processes—0
Fusion of Gaussian Processes Predictions with Monte Carlo Sampling—0
Future Aware Safe Active Learning of Time Varying Systems using Gaussian Processes—0
Gait learning for soft microrobots controlled by light fields—0
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Benchmark Results

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