A regression problem is one where the goal is to predict a single numeric value. For example, you might want to predict the price of a house based on its square footage, age, number of bedrooms and ...
GPR works well with small datasets and generates a metric of confidence of a predicted result, but it's moderately complex and the results are not easily interpretable, says Dr. James McCaffrey of ...
We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a ...