CUED Publications database

Additive Gaussian processes

Duvenaud, D and Nickisch, H and Rasmussen, CE (2011) Additive Gaussian processes. Advances in Neural Information Processing Systems 24: 25th Annual Conference on Neural Information Processing Systems 2011, NIPS 2011.

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We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize both Generalized Additive Models, and the standard GP models which use squared-exponential kernels. Hyperparameter learning in this model can be seen as Bayesian Hierarchical Kernel Learning (HKL). We introduce an expressive but tractable parameterization of the kernel function, which allows efficient evaluation of all input interaction terms, whose number is exponential in the input dimension. The additional structure discoverable by this model results in increased interpretability, as well as state-of-the-art predictive power in regression tasks.

Item Type: Article
Divisions: Div F > Computational and Biological Learning
Depositing User: Cron Job
Date Deposited: 09 Dec 2016 17:29
Last Modified: 23 Feb 2017 06:17