Scalable Multi-Task Gaussian Processes with Neural Embedding of Coregionalization

no code implementations • 20 Sep 2021 • Haitao Liu, Jiaqi Ding, Xinyu Xie, Xiaomo Jiang, Yusong Zhao, Xiaofang Wang

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement.

Gaussian Processes regression +2