Continual Multi-task Gaussian Processes

31 Oct 2019Pablo Moreno-MuñozAntonio Artés-RodríguezMauricio A. Álvarez

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past posterior discoveries become future prior beliefs, to the infinite functional space setting of GP... (read more)

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