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kategorie
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podkategorie
23 060
pojęcia
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Matérn Kernel

Family of covariance functions parameterized by a smoothness factor ν, offering flexible control over the differentiability of the Gaussian process.

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Kernel Hyperparameters

Parameters of the covariance function (e.g., length-scale, signal variance) that control the behavior of the Gaussian process and are typically learned by maximizing the marginal likelihood.

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Gaussian Process Posterior

Distribution of the Gaussian process conditioned on observed data, combining the prior and the likelihood to provide predictions with uncertainty.

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Length-Scale

Kernel hyperparameter that determines the distance over which input points are correlated, controlling the smoothness of the modeled function.

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Gaussian Process Prediction

Bayesian inference that calculates the mean and variance of the predictive distribution at new points, based on the Gaussian process posterior.

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Kernel Regression

Non-parametric regression method using kernel functions, of which Gaussian process regression is a specific Bayesian case.

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Gaussian Process Classification

Application of Gaussian processes to classification tasks, using link functions (e.g., probit) to model class probabilities.

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Inducing Points

Latent variables in sparse Gaussian processes that summarize the information from the training data to speed up computations.

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Periodic Kernel

Covariance function designed to model periodic patterns in data, essential for time series with cycles.

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White Noise Kernel

Covariance function that models independent white noise, used to represent uncorrelated random uncertainty in observations.

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Composite Kernel

Combination of multiple kernels (by addition or multiplication) to capture complex and multi-scale correlation structures in data.

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Spatio-Temporal Gaussian Process

Extension of Gaussian processes to model data dependent on both space and time, using separable or non-separable spatio-temporal kernels.

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Variational Inference for GP

Variational inference method applied to Gaussian processes to approximate the posterior while reducing computational complexity.

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