Transductive Log Opinion Pool of Gaussian Process Experts

24 Nov 2015Yanshuai CaoDavid J. Fleet

We introduce a framework for analyzing transductive combination of Gaussian process (GP) experts, where independently trained GP experts are combined in a way that depends on test point location, in order to scale GPs to big data. The framework provides some theoretical justification for the generalized product of GP experts (gPoE-GP) which was previously shown to work well in practice but lacks theoretical basis... (read more)

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