no code implementations • 13 Nov 2015 • William Herlands, Andrew Wilson, Hannes Nickisch, Seth Flaxman, Daniel Neill, Wilbert van Panhuis, Eric Xing
We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure.
no code implementations • 13 Nov 2015 • William Herlands, Maria De-Arteaga, Daniel Neill, Artur Dubrawski
We compute approximate solutions to L0 regularized linear regression using L1 regularization, also known as the Lasso, as an initialization step.