Gaussian Process
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Gaussian Process(高斯过程) GPSS暑校笔记总计Ⅰ(英文版)——高斯过程介绍
What is Machine Learning? data+model⇒prediction \text{data} + \text{model} \rArr \text{prediction}data+model⇒prediction data\text{data}data : observations, could be actively or passively acquired (me...翻译 2019-06-19 18:47:30 · 1080 阅读 · 0 评论 -
Gaussian Process(高斯过程) GPSS暑校笔记总计Ⅱ(英文版)——高斯过程介绍二
Stochastic Process a stochastic process is a collection of random variable indexed by some variable x∈Xx \in \mathcal{X}x∈X. f={f(x):x∈X}f = \begin{Bmatrix} f(x):x \in \mathcal{X} \end{Bmatrix}f={f(x)...翻译 2019-06-19 18:50:20 · 530 阅读 · 0 评论 -
Gaussian Process(高斯过程) GPSS暑校笔记总计三(英文版)——核设计
What is a kernel? Theorem (Leove): kkk corresponds to the covariance of a GP. kkk is a symmetric positive semi-definite function. when kkk is a function of x−yx-yx−y , the kernel is called stationary,...翻译 2019-06-19 18:52:33 · 525 阅读 · 0 评论 -
Gaussian Process(高斯过程) GPSS暑校笔记五(英文版)——无监督学习与高斯过程
p(y)=∫p(y∣f)p(f∣x)p(x)dfdxp(x∣y)=p(y∣x)p(x)p(y) \begin{array}{c}{p(y)=\int p(y | f) p(f | x) p(x) \mathrm{d} f \mathrm{d} x} \\ {p(x | y)=p(y | x) \frac{p(x)}{p(y)}}\end{array} p(y)=∫p(y∣f)p(f∣x)p(x)d...转载 2019-06-25 05:51:43 · 384 阅读 · 0 评论 -
Gaussian Process(高斯过程) GPSS暑校笔记总计四(英文版)——多输出高斯过程
Multiple-Output Gaussian Process Working Situation As the picture shows, we want to learn from the three sensors (with complete signal information) to recover the fourth one. Dependencies between pro...翻译 2019-06-25 02:12:03 · 887 阅读 · 0 评论 -
Gaussian Process(高斯过程) GPSS暑校笔记六(英文版)——随机微分方程
Basic Ideas Why use S§DE solvers for GPs? The O(n3)O(n^3)O(n3) computational complexity is a challenge. What do we get: O(n)O(n)O(n) state-space methods for SDEs/SPDEs. Sparse approximations develop...翻译 2019-07-04 07:22:08 · 586 阅读 · 0 评论