NeuralEngine
A Game Engine with embeded Machine Learning algorithms based on Gaussian Processes.
NeuralEngine::MachineLearning::GPModels::VFE::SGPR Class Reference


Sparse Gaussian Process Regression Model (SGPR) with optimization through Variational Free Energy (VFE). More...

#include <FgVFESparseGPR.h>

Collaboration diagram for NeuralEngine::MachineLearning::GPModels::VFE::SGPR:

Private Attributes

double dAlpha
 

Detailed Description


Sparse Gaussian Process Regression Model (SGPR) with optimization through Variational Free Energy (VFE).

VFE for SGPRs integrates out the input variables and computes/maximizes a lower bound on the exact marginal. This avoids overfitting and enables approximations for not tractable integrals in deeper GP models.

For more information see, http://proceedings.mlr.press/v9/titsias10a/titsias10a.pdf https://www.repository.cam.ac.uk/handle/1810/273833

, 01.04.2019.

Definition at line 41 of file FgVFESparseGPR.h.

Member Data Documentation

◆ dAlpha

double NeuralEngine::MachineLearning::GPModels::VFE::SGPR::dAlpha
private

Definition at line 118 of file FgVFESparseGPR.h.


The documentation for this class was generated from the following file: