Mondrian Forests for Large-Scale Regression when Uncertainty Matters

Many real-world regression problems demand a measure of the uncertainty associated with each prediction. Standard decision forests deliver efficient state-of-the-art predictive performance, but high-quality uncertainty estimates are lacking. Gaussian processes (GPs) deliver uncertainty estimates, bu...

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Bibliographic Details
Main Authors: Lakshminarayanan, B, Roy, D, Teh, Y
Format: Conference item
Published: 19th International Conference on Artificial Intelligence and Statistics 2016