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| Content Provider | IEEE Xplore Digital Library |
|---|---|
| Author | Neumann, M. Kersting, K. Zhao Xu Schulz, D. |
| Copyright Year | 2009 |
| Abstract | Triggered by a market relevant application that involves making joint predictions of pedestrian and public transit flows in urban areas, we address the question of how to utilize hidden common cause relations among variables of interest in order to improve performance in the two related regression tasks. Specifically, we propose stacked Gaussian process learning, a meta-learning scheme in which a base Gaussian process is enhanced by adding the posterior covariance functions of other related tasks to its covariance function in a stage-wise optimization. The idea is that the stacked posterior covariances encode the hidden common causes among variables of interest that are shared across the related regression tasks. Stacked Gaussian process learning is efficient, capable of capturing shared common causes, and can be implemented with any kind of standard Gaussian process regression model such as sparse approximations and relational variants. Our experimental results on real-world data from the market relevant application show that stacked Gaussian processes learning can significantly improve prediction performance of a standard Gaussian process. |
| Starting Page | 387 |
| Ending Page | 396 |
| File Size | 394699 |
| Page Count | 10 |
| File Format | |
| ISBN | 9781424452422 |
| ISSN | 15504786 |
| DOI | 10.1109/ICDM.2009.56 |
| Language | English |
| Publisher | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Publisher Date | 2009-12-06 |
| Publisher Place | USA |
| Access Restriction | Subscribed |
| Rights Holder | Institute of Electrical and Electronics Engineers, Inc. (IEEE) |
| Subject Keyword | Gaussian processes Data mining Pricing Advertising Business Mining industry Companies Information processing Urban areas Bayesian methods Stacked Learning Statistical Relational Learning Gaussian Processes Bayesian Regression |
| Content Type | Text |
| Resource Type | Article |
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