Incremental Ensemble Gaussian Processes

no code implementations • 13 Oct 2021 • Qin Lu, Georgios V. Karanikolas, Georgios B. Giannakis

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.

Dimensionality Reduction Gaussian Processes