Multi-Kernel Gaussian Processes

  title={Multi-Kernel Gaussian Processes},
  author={A. Melkumyan and F. Ramos},
  • A. Melkumyan, F. Ramos
  • Published in IJCAI 2011
  • Computer Science
  • Multi-task learning remains a difficult yet important problem in machine learning. In Gaussian processes the main challenge is the definition of valid kernels (covariance functions) able to capture the relationships between different tasks. This paper presents a novel methodology to construct valid multi-task covariance functions (Mercer kernels) for Gaussian processes allowing for a combination of kernels with different forms. The method is based on Fourier analysis and is general for… CONTINUE READING
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