IEEE - Institute of Electrical and Electronics Engineers, Inc. - Distributed Gaussian Processes Hyperparameter Optimization for Big Data Using Proximal ADMM

Author(s): Ang Xie ; Feng Yin ; Yue Xu ; Bo Ai ; Tianshi Chen ; Shuguang Cui
Sponsor(s): IEEE Signal Processing Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (Electronic): 1558-2361
ISSN (Paper): 1070-9908
DOI: 10.1109/LSP.2019.2925532
Regular:

Hyperparameter optimization still remains the core issue in Gaussian processes (GPs) for machine learning. The classical hyperparameter optimization scheme based on maximum likelihood estimation... View More

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