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Infinite Mixtures of Gaussian Process Experts
We present an extension to the Mixture of Experts (ME) model, where the individual experts are Gaussian Process (GP) regression models. Using a input-dependent adaptation of the Dirichlet Process, we implement a gating network for an infinite number of Experts. Inference in this model may be done efficiently using a Markov Chain relying on Gibbs sampling. The model allows the effective covariance function to vary with the inputs, and may handle large datasets -- thus potentially overcoming two of the biggest hurdles with GP models. Simulations show the viability of this approach.
@inproceedings{2297, title = {Infinite Mixtures of Gaussian Process Experts}, abstract = {We present an extension to the Mixture of Experts (ME) model, where the individual experts are Gaussian Process (GP) regression models. Using a input-dependent adaptation of the Dirichlet Process, we implement a gating network for an infinite number of Experts. Inference in this model may be done efficiently using a Markov Chain relying on Gibbs sampling. The model allows the effective covariance function to vary with the inputs, and may handle large datasets -- thus potentially overcoming two of the biggest hurdles with GP models. Simulations show the viability of this approach.}, editors = {Dietterich, Thomas G.; Becker, Suzanna; Ghahramani, Zoubin}, organization = {Max-Planck-Gesellschaft}, school = {Biologische Kybernetik}, year = {2002}, slug = {2297}, author = {Rasmussen, CE. and Ghahramani, Z.} }
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