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 ...
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 ...
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 ...