Publica
Hier finden Sie wissenschaftliche Publikationen aus den FraunhoferInstituten. Stacked Gaussian process learning
 Wang, W.: IEEE International Conference on Data Mining, ICDM 2009 Piscataway: IEEE, 2009 ISSN: 15504786 ISBN: 9781424452422 (print) ISBN: 9780769538952 pp.387396 
 International Conference on Data Mining (ICDM) <9, 2009, Miami/Fla.> 

 English 
 Conference Paper 
 Fraunhofer IAIS () 
Abstract
Triggered by a market relevant application that involves making joint predictions of pedestrian and public transit flows in urban areas, we address the question of how to utilize hidden common cause relations among variables of interest in order to improve performance in the two related regression tasks. Specifically, we propose stacked Gaussian process learning, a metalearning scheme in which a base Gaussian process is enhanced by adding the posterior covariance functions of other related tasks to its covariance function in a stagewise optimization. The idea is that the stacked posterior covariances encode the hidden common causes among variables of interest that are shared across the related regression tasks. Stacked Gaussian process learning is efficient, capable of capturing shared common causes, and can be implemented with any kind of standard Gaussian process regression model such as sparse approximations and relational variants. Our experimental results on real world data from the market relevant application show that stacked Gaussian processes learning can significantly improve prediction performance of a standard Gaussian process.