GP classification with the Laplace approximation

(1.4 hours to learn)


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.


This concept has the prerequisites:

Core resources (read/watch one of the following)


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)


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


See also

-No Additional Notes-