Help Privacy Policy Disclaimer
  Advanced SearchBrowse




Conference Paper

Additive Gaussian Processes


Nickisch,  H
Dept. Empirical Inference, Max Planck Institute for Intelligent Systems, Max Planck Society;

Fulltext (public)
There are no public fulltexts stored in PuRe
Supplementary Material (public)
There is no public supplementary material available

Duvenaud, D., Nickisch, H., & Rasmussen, C. (2012). Additive Gaussian Processes. In J. Shawe-Taylor, R. Zemel, P. Bartlett, F. Pereira, & K. Weinberger (Eds.), Advances in Neural Information Processing Systems 24 (pp. 226-234). Red Hook, NY, USA: Curran.

Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-B874-2
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.