Asymptotic analysis of the learning curve for Gaussian process regression

Verfasser / Beitragende:
[Loic Le Gratiet, Josselin Garnier]
Ort, Verlag, Jahr:
2015
Enthalten in:
Machine Learning, 98/3(2015-03-01), 407-433
Format:
Artikel (online)
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024 7 0 |a 10.1007/s10994-014-5437-0  |2 doi 
035 |a (NATIONALLICENCE)springer-10.1007/s10994-014-5437-0 
245 0 0 |a Asymptotic analysis of the learning curve for Gaussian process regression  |h [Elektronische Daten]  |c [Loic Le Gratiet, Josselin Garnier] 
520 3 |a This paper deals with the learning curve in a Gaussian process regression framework. The learning curve describes the generalization error of the Gaussian process used for the regression. The main result is the proof of a theorem giving the generalization error for a large class of correlation kernels and for any dimension when the number of observations is large. From this theorem, we can deduce the asymptotic behavior of the generalization error when the observation error is small. The presented proof generalizes previous ones that were limited to special kernels or to small dimensions (one or two). The theoretical results are applied to a nuclear safety problem. 
540 |a The Author(s), 2014 
690 7 |a Gaussian process regression  |2 nationallicence 
690 7 |a Asymptotic mean squared error  |2 nationallicence 
690 7 |a Learning curves  |2 nationallicence 
690 7 |a Generalization error  |2 nationallicence 
690 7 |a Convergence rate  |2 nationallicence 
700 1 |a Le Gratiet  |D Loic  |u Université Paris Diderot, 75205, Paris Cedex 13, France  |4 aut 
700 1 |a Garnier  |D Josselin  |u Laboratoire de Probabilites et Modeles Aleatoires & Laboratoire Jacques-Louis Lions, Universite Paris Diderot, 75205, Paris Cedex 13, France  |4 aut 
773 0 |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 98/3(2015-03-01), 407-433  |x 0885-6125  |q 98:3<407  |1 2015  |2 98  |o 10994 
856 4 0 |u https://doi.org/10.1007/s10994-014-5437-0  |q text/html  |z Onlinezugriff via DOI 
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900 7 |a Metadata rights reserved  |b Springer special CC-BY-NC licence  |2 nationallicence 
908 |D 1  |a research-article  |2 jats 
949 |B NATIONALLICENCE  |F NATIONALLICENCE  |b NL-springer 
950 |B NATIONALLICENCE  |P 856  |E 40  |u https://doi.org/10.1007/s10994-014-5437-0  |q text/html  |z Onlinezugriff via DOI 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Le Gratiet  |D Loic  |u Université Paris Diderot, 75205, Paris Cedex 13, France  |4 aut 
950 |B NATIONALLICENCE  |P 700  |E 1-  |a Garnier  |D Josselin  |u Laboratoire de Probabilites et Modeles Aleatoires & Laboratoire Jacques-Louis Lions, Universite Paris Diderot, 75205, Paris Cedex 13, France  |4 aut 
950 |B NATIONALLICENCE  |P 773  |E 0-  |t Machine Learning  |d Springer US; http://www.springer-ny.com  |g 98/3(2015-03-01), 407-433  |x 0885-6125  |q 98:3<407  |1 2015  |2 98  |o 10994