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  Warped Gaussian Processes

Snelson, E., Rasmussen, C., & Ghahramani, Z. (2004). Warped Gaussian Processes. In S. Thrun, L. Saul, & B. Schölkopf (Eds.), Advances in Neural Information Processing Systems 16: Proceedings of the 2003 Conference (pp. 337-344). Cambridge, MA, USA: MIT Press.

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Item Permalink: https://hdl.handle.net/11858/00-001M-0000-0013-D8FF-8 Version Permalink: https://hdl.handle.net/21.11116/0000-0005-4648-C
Genre: Conference Paper

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https://papers.nips.cc/paper/2481-warped-gaussian-processes.pdf (Publisher version)
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 Creators:
Snelson, E, Author
Rasmussen, CE1, 2, Author           
Ghahramani, Z, Author
Affiliations:
1Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              
2Max Planck Institute for Biological Cybernetics, Max Planck Society, Spemannstrasse 38, 72076 Tübingen, DE, ou_1497794              

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 Abstract: We generalise the Gaussian process (GP) framework for regression by learning a nonlinear transformation of the GP outputs. This allows for non-Gaussian processes and non-Gaussian noise. The learning algorithm chooses a nonlinear transformation such that transformed data is
well-modelled by a GP. This can be seen as including a preprocessing transformation as an integral part of the probabilistic modelling problem, rather than as an ad-hoc step. We demonstrate on several real regression problems that learning the transformation can lead to significantly better performance than using a regular GP, or a GP with
a fixed transformation.

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 Dates: 2004-06
 Publication Status: Issued
 Pages: -
 Publishing info: -
 Table of Contents: -
 Rev. Type: -
 Identifiers: BibTex Citekey: 2298
 Degree: -

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Title: Seventeenth Annual Conference on Neural Information Processing Systems (NIPS 2003)
Place of Event: Vancouver, BC, Canada
Start-/End Date: 2003-12-08 - 2003-12-13

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Title: Advances in Neural Information Processing Systems 16: Proceedings of the 2003 Conference
Source Genre: Proceedings
 Creator(s):
Thrun, S, Editor
Saul, LK, Editor
Schölkopf, B1, Editor           
Affiliations:
1 Max Planck Institute for Biological Cybernetics, Max Planck Society, Spemannstrasse 38, 72076 Tübingen, DE, ou_1497794            
Publ. Info: Cambridge, MA, USA : MIT Press
Pages: - Volume / Issue: - Sequence Number: - Start / End Page: 337 - 344 Identifier: ISBN: 0-262-20152-6