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Gaussian Process Test

全てgoogle colabで動作することを確認しています.

シンプルなGP

GPのハイパーパラメータ推定(MCMC・勾配法)

LU分解を利用して逆行列演算なしで計算するGP

  • Notebook
  • C. E. Rasmussen and C. K. I. Williams, "Gaussian Processes for Machine Learning," The MIT Press, 2006

多出力GP

補助点を使ったGP

  • numpy実装
  • pytorch実装
  • Joaquin Quinonero-Candela, Carl Edward Rasmussen, "A Unifying View of Sparse Approximate Gaussian Process Regression," Journal of Machine Learning Research, pp. 1939–1959, 2005

補助変数法GPの変分ベイズ学習

  • Notebook
  • Titsias, Michalis. "Variational learning of inducing variables in sparse Gaussian processes." Artificial Intelligence and Statistics. 2009

補助変数法GPの変分ベイズ学習に基づく方策探索

  • Notebook
  • 状態(入力)x,アクション(出力)y,と報酬rから,変分ベイズを使ってGPの補助入力点とハイパーパラメータを学習します

Unsupervised Kernel Regression

  • Notebook
  • Stefan Klanke, Helge Ritter, "Variants of unsupervised kernel regression: General cost functions", Neurocomputing, Vol. 70, Issues 7–9, pp. 1289-1303, 2007

Gaussian Process Latent Variable Models

Gaussian Process Dynamical Models

  • Notebook
  • Wang Jack, Aaron Hertzmann, and David J. Fleet, "Gaussian process dynamical models," Advances in neural information processing systems, 2006

Spectral Mixture Kernel GP

  • Notebook
  • Andrew Gordon Wilson, and Ryan Prescott Adams, "Gaussian process kernels for pattern discovery and extrapolation," International conference on machine learning, 2013

DeepGP

  • Notebook
  • 深層学習に対応するカーネルを使ったガウス過程
  • Jaehoon Lee, Yasaman Bahri, Roman Novak, Samuel S. Schoenholz, Jeffrey Pennington, Jascha Sohl-Dickstein, "Deep Neural Networks as Gaussian Processes", ICLR, 2018

畳み込みGP

  • 単純な方法:Notebook
  • 変分ベイズで畳み込みのパッチを学習する方法:Notebook
  • Mark van der Wilk, Carl Edward Rasmussen, James Hensman, "Convolutional Gaussian Processes", NIPS, 2017

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