论文标题
重新审视加性高斯流程
Additive Gaussian Processes Revisited
论文作者
论文摘要
高斯流程（GP）模型是一类灵活的非参数模型，具有丰富的代表力。通过使用具有添加剂结构的高斯工艺，可以在保持解释性的同时对复杂的响应进行建模。先前的工作表明，加性高斯工艺模型需要高维相互作用项。我们提出了正交添加剂（OAK），该核（OAK）对加性功能施加正交性约束，从而实现了功能关系的可识别，低维表示。我们将OAK内核连接到功能方差分析分解，并显示出稀疏计算方法的收敛速率。与黑盒模型相比，我们只有少量的添加剂低维项，在保持可解释性的同时，橡木模型的预测性能相似或更好。
Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability. Previous work showed that additive Gaussian process models require high-dimensional interaction terms. We propose the orthogonal additive kernel (OAK), which imposes an orthogonality constraint on the additive functions, enabling an identifiable, low-dimensional representation of the functional relationship. We connect the OAK kernel to functional ANOVA decomposition, and show improved convergence rates for sparse computation methods. With only a small number of additive low-dimensional terms, we demonstrate the OAK model achieves similar or better predictive performance compared to black-box models, while retaining interpretability.
