Gaussian processes for machine learning-英文文献.pdfVIP

Gaussian Processes in Machine Learning Carl Edward Rasmussen Max Planck Institute for Biological Cybernetics, 72076 T¨ubingen, Germany carl@tuebingen.mpg.de WWW home page: http://www.tuebingen.mpg.de/∼carl Abstract. We give a basic introduction to Gaussian Process regression models. We focus on understanding the role of the stochastic process and how it is used to define a distribution over functions. We present the simple equations for incorporating training data and examine how to learn the hyperparameters using the marginal likelihood. We explain the practical advantages of Gaussian Process and end with conclusions and a look at the current trends in GP work. Supervised learning in the form of regression (for continuous outputs) and classification (for discrete outputs) is an important constituent of statistics and machine learning, either for analysis of data sets, or as a subgoal of a more complex problem. Traditionally parametric1 models have been used for this purpose. These have a possible advantage in ease of interpretability, but for complex data sets, simple parametric models may lack expressive power, and their more complex counter- parts (such as feed forward neural networks) may not be easy to work with in practice. The advent of kernel machines, such as Support Vector Machines and Gaussian Processes has opened the possibility of flexible models which are practical to work with. In this short tutorial we present the basic idea on how Gaussian Process models can be used to formulate a Bayesian framework for regression. We will focus on understanding the stochastic process and how it is used in supervised learning. Secondly, we will discuss practical matters regarding the role of hyper- parameters in the covariance function, the marginal likelihood and the automatic Occam’s razor. F