| Assessing Approximations for Gaussian Process Classification (2006) | |||||||
Abstract | |||||||
| Gaussian processes are attractive models for probabilistic classification but unfortunately exact inference is analytically intractable. We compare Laplace‘s method and Expectation Propagation (EP) focusing on marginal likelihood estimates and predictive performance. We explain theoretically and corroborate empirically that EP is superior to Laplace. We also compare to a sophisticated MCMC scheme and show that EP is surprisingly accurate. | |||||||
Details der Publikation | |||||||
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