Gaussian Processes for Machine Learning

Carl Edward Rasmussen, Christopher K. I. Williams

270 pages, parution le 25/04/2006

Ajouter à une liste

Indisponible

Résumé

Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics.

The book deals with the supervised-learning problem for both regression and classification, and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.

L'auteur - Carl Edward Rasmussen

Carl Edward Rasmussen is a Research Scientist at the Department of Empirical Inference for Machine Learning and Perception at the Max Planck Institute for Biological Cybernetics, Tübingen.

L'auteur - Christopher K. I. Williams

Christopher K. I. Williams is Professor of Machine Learning and Director of the Institute for Adaptive and Neural Computation in the School of Informatics, University of Edinburgh.

Sommaire

Introduction
Regression
Classification
Covariance functions
Model selection and adaptation of hyperparameters
Relationships between GPs and other models
Theoretical perspectives
Approximation methods for large datasets
Further issues and conclusions

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	The MIT Press
Auteur(s)	Carl Edward Rasmussen, Christopher K. I. Williams
Parution	25/04/2006
Nb. de pages	270
Format	21 x 26
Couverture	Broché
Poids	740g
Intérieur	Noir et Blanc
EAN13	9780262182539
ISBN13	978-0-262-18253-9