全てgoogle colabで動作することを確認しています.
- Notebook
- C. E. Rasmussen and C. K. I. Williams, "Gaussian Processes for Machine Learning," The MIT Press, 2006
- Notebook
- Mauricio A. Alvarez, Lorenzo Rosasco, Neil D. Lawrence, "Kernels for Vector-Valued Functions: a Review" https://arxiv.org/pdf/1106.6251.pdf
- 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
- Notebook
- Titsias, Michalis. "Variational learning of inducing variables in sparse Gaussian processes." Artificial Intelligence and Statistics. 2009
- 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
- Notebook
- Stefan Klanke, Helge Ritter, "Variants of unsupervised kernel regression: General cost functions", Neurocomputing, Vol. 70, Issues 7–9, pp. 1289-1303, 2007
- 勾配法で推定
- MCMCで推定
- Hamiltonian MCMCで推定
- Lawrence, Neil D. "Gaussian process latent variable models for visualisation of high dimensional data," Advances in neural information processing systems, 2004
- Notebook
- Wang Jack, Aaron Hertzmann, and David J. Fleet, "Gaussian process dynamical models," Advances in neural information processing systems, 2006
- Notebook
- Andrew Gordon Wilson, and Ryan Prescott Adams, "Gaussian process kernels for pattern discovery and extrapolation," International conference on machine learning, 2013
- 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