@inproceedings{e9affc3e2f744044a630b17a24eba993,
title = "Gradient descent for gaussian processes variance reduction",
abstract = "A key issue in Gaussian Process modeling is to decide on the locations where measurements are going to be taken. A good set of observations will provide a better model. Current state of the art selects such a set so as to minimize the posterior variance of the Gaussian Process by exploiting submodularity. We propose a Gradient Descent procedure to iteratively improve an initial set of observations so as to minimize the posterior variance directly. The performance of the technique is analyzed under different conditions by varying the number of measurement points, the dimensionality of the domain and the hyperparameters of the Gaussian Process. Results show the applicability of the technique and the clear improvements that can be obtain under different settings.",
author = "Lorenzo Bottarelli and Marco Loog",
year = "2018",
doi = "10.1007/978-3-319-97785-0_16",
language = "English",
isbn = "978-3-319-97784-3",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer",
pages = "160--169",
editor = "X. Bai and E.R. Hancock and T.K. Ho and R.C. Wilson and B. Biggio and A. Robles-Kelly",
booktitle = "Structural, Syntactic, and Statistical Pattern Recognition",
note = "Joint IAPR International Workshops on Structural and Syntactic Pattern Recognition, SSPR 2018 and Statistical Techniques in Pattern Recognition, SPR 2018 ; Conference date: 17-08-2018 Through 19-08-2018",
}