Questions tagged [gaussian-process]
6 questions
7
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2 answers
Interpretation of inverse matrix in mean calculation in Gaussian Process
The formula for mean prediction using Gaussian Process is $k(x_*, x)k(x, x)^{-1}y$, where $k$ is the covariance function. See e.g. equation 2.23 (in chapter 2) from Gaussian Processes for Machine Learning (2006) by C. E. Rasmussen & C. K. I.…
Kasia
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3
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Can we use a Gaussian process to approximate the belief distribution at every instant in a POMDP?
Suppose $x_{t+1} \sim \mathbb{P}(\cdot | x_t, a_t)$ denotes the state transition dynamics in a reinforcement learning (RL) problem. Let $y_{t+1} = \mathbb{P}(\cdot | x_{t+1})$ denote the noisy observation or the imperfect state information. Let…
math_phile
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How to interpret the variance calculation in a Guassian process
I answered another question here about the mean prediction of a GP, but I have a hard time coming up with an intuitive explanation of the variance prediction of a GP.
Thew specific equation that I am speaking of is equation 2.26 in the Gaussian…
Joff
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Is there an up-to-date list of suitable kernels for Gaussian processes?
Consider a stochastic process $\{X_t \colon t \in T\}$ indexed by a set $T$. We assume for simplicty that $T \in \mathbb{R}^n$. We assume that for any choice of indexes $t_1, \dots, t_n$, the random variables $(X_{t_1}, \dots, X_{t_n})$ are jointly…
Fq00
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1
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Error when using tensorflow HMC to marginalise GPR hyperparameters
I originally posted on SO (original post) but was suggested to post here.
I would like to use tensorflow (version 2) to use gaussian process regression to fit some data and I found the google colab example online here 1. I have turned some of this…
cyberface
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Interpretability of feature weights from Gaussian process classifier
Suppose I trained a Gaussian process classifier with a linear kernel (using GPML toolbox) and got some feature weights for each input feature.
My question is then:
Does it/When does it make sense to interpret the weights to indicate the real-life…
Alex
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