Open AccessCONSTRAINED GAUSSIAN PROCESS REGRESSION: AN ADAPTIVE APPROACH FOR THE ESTIMATION OF HYPERPARAMETERS AND THE VERIFICATION OF CONSTRAINTS WITH HIGH PROBABILITY
Author(s) -
Guillaume Perrin,
Sébastien da Veiga
Publication year - 2021
Publication title -
journal of machine learning for modeling and computing
Language(s) - English
Resource type - Journals
eISSN - 2689-3975
pISSN - 2689-3967
DOI - 10.1615/jmachlearnmodelcomput.2021039837
Subject(s) - hyperparameter , gaussian process , kriging , mathematical optimization , convexity , mathematics , monotonic function , gaussian , computer science , regression , algorithm , statistics , mathematical analysis , physics , quantum mechanics , financial economics , economics
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