Structure discovery in nonparametric regression through compositional kernel search

Despite its importance, choosing the structural form of the kernel in nonparametric regression remains a black art. We define a space of kernel structures which are built compositionally by adding and multiplying a small number of base kernels. We present a method for searching over this space of st...

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Bibliographic Details
Main Authors: Duvenaud, David, Lloyd, James Robert, Grosse, Roger Baker, Tenenbaum, Joshua B., Ghahramani, Zoubin
Other Authors: Massachusetts Institute of Technology. Department of Brain and Cognitive Sciences
Format: Article
Language:en_US
Published: International Machine Learning Society 2015
Online Access:http://hdl.handle.net/1721.1/92896
https://orcid.org/0000-0002-1925-2035