GP classification with the Laplace approximation

(1.4 hours to learn)

Summary

Unlike with GP regression, there is no closed-form solution to GP classification. The most basic method for approximating it is to use the Laplace approximation, thereby formulating it as an optimization problem.

Context

This concept has the prerequisites:

Core resources (read/watch one of the following)

-Free-

Gaussian Processes for Machine Learning
A graduate-level machine learning textbook focusing on Gaussian processes.
Authors: Carl E. Rasmussen,Christopher K. I. Williams

Supplemental resources (the following are optional, but you may find them useful)

-Free-

Bayesian Reasoning and Machine Learning
A textbook for a graudate machine learning course.
Author: David Barber

-Paid-

See also

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