Scalable gaussian processes for characterizing multidimensional change surfaces
We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to exibly define a change surface in combination with expressive spectral m...
Main Authors: | , , , , , , |
---|---|
Format: | Conference item |
Published: |
Journal of Machine Learning Research
2016
|