1
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0answers
133 views

Gaussian process - dimensionality reduction

Specific question on Gaussian Processes and dimensionality reduction. I saw a a method for dimensionality reduction for the squared exponential covariance function (not ARD) whereby one uses a GxD ...
0
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1answer
511 views

Gaussian Process regression for high dimensional data sets

Just wanted to see if anyone has any experience applying Gaussian process regression (GPR) to high dimensional data sets. I'm looking into some of the various sparse GPR methods (e.g. sparse ...
1
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0answers
133 views

Guassian Process Regression - feature selection

I'm using guassian process regression to do some modeling. One issue I'm encountering is feature selection for some of my models, which often have many relevant features. I'm not sure what the best ...