Asymptotic analysis of the learning curve for Gaussian process regression
DOI10.1007/S10994-014-5437-0zbMATH Open1311.62058OpenAlexW1972643444MaRDI QIDQ2339938FDOQ2339938
Authors: Loic Le Gratiet, Josselin Garnier 
Publication date: 14 April 2015
Published in: Machine Learning (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10994-014-5437-0
Recommendations
Gaussian process regressionconvergence rategeneralization errorlearning curvesasymptotic mean squared error
Nonparametric regression and quantile regression (62G08) General nonlinear regression (62J02) Applications of statistics in engineering and industry; control charts (62P30) Gaussian processes (60G15)
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Cited In (18)
- Asymptotic behaviour in learning from stochastic examples: one-step RSB calculation of the learning curve
- Machine learning for pricing American options in high-dimensional Markovian and non-Markovian models
- Bayesian estimation of large-scale simulation models with Gaussian process regression surrogates
- Can Gaussian Process Regression Be Made Robust Against Model Mismatch?
- Precise learning curves and higher-order scaling limits for dot-product kernel regression
- Physics-informed cokriging: a Gaussian-process-regression-based multifidelity method for data-model convergence
- Discovering variable fractional orders of advection-dispersion equations from field data using multi-fidelity Bayesian optimization
- Gaussian process regression in the flat limit
- Moderate deviations inequalities for Gaussian process regression
- Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation
- Learning Curves for Gaussian Process Regression: Approximations and Bounds
- Replica theory for learning curves for Gaussian processes on random graphs
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- Regularity dependence of the rate of convergence of the learning curve for Gaussian process regression
- Learning curves for LMS and regular Gaussian processes
- Covariance parameter estimation of Gaussian processes with approximated functional inputs
- Learning ``best kernels from data in Gaussian process regression. With application to aerodynamics
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