Empirical Inference Conference Paper 1996

Gaussian Processes for Regression

The Bayesian analysis of neural networks is difficult because a simple prior over weights implies a complex prior over functions. We investigate the use of a Gaussian process prior over functions, which permits the predictive Bayesian analysis for fixed values of hyperparameters to be carried out exactly using matrix operations. Two methods, using optimization and averaging (via Hybrid Monte Carlo) over hyperparameters have been tested on a number of challenging problems and have produced excellent results.

Author(s): Williams, CKI. and Rasmussen, CE.
Book Title: Advances in neural information processing systems 8
Journal: Advances in Neural Processing Systems 8
Pages: 514-520
Year: 1996
Month: June
Day: 0
Editors: Touretzky, D.S. , M.C. Mozer, M.E. Hasselmo
Publisher: MIT Press
Bibtex Type: Conference Paper (inproceedings)
Address: Cambridge, MA, USA
Event Name: Ninth Annual Conference on Neural Information Processing Systems (NIPS 1995)
Event Place: Denver, CO, USA
Digital: 0
Electronic Archiving: grant_archive
ISBN: 0-262-20107-0
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex

@inproceedings{2468,
  title = {Gaussian Processes for Regression},
  journal = {Advances in Neural Processing Systems 8},
  booktitle = {Advances in neural information processing systems 8},
  abstract = {The Bayesian analysis of neural networks is difficult because a simple prior over weights implies a complex prior over functions. We investigate the use of a Gaussian process prior over functions, which permits the predictive Bayesian analysis for fixed values of hyperparameters to be carried out exactly using matrix operations. Two methods, using optimization and averaging (via Hybrid Monte Carlo) over hyperparameters have been tested on a number of challenging problems and have produced excellent results.},
  pages = {514-520},
  editors = {Touretzky, D.S. , M.C. Mozer, M.E. Hasselmo},
  publisher = {MIT Press},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {Cambridge, MA, USA},
  month = jun,
  year = {1996},
  slug = {2468},
  author = {Williams, CKI. and Rasmussen, CE.},
  month_numeric = {6}
}