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arXiv · 1511.07551

Transductive Log Opinion Pool of Gaussian Process Experts

Yanshuai Cao·David J. Fleet
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Abstract

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. Based on the proposed framework, an improvement over gPoE-GP is introduced and empirically validated.

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Yanshuai Cao, David J. Fleet. 2015-11-24. Transductive Log Opinion Pool of Gaussian Process Experts. https://arxiv.org/abs/1511.07551

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