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arXiv Machine Learning By Fangqin Zhou, Joaquin Vanschoren

Residual Correlation as a Diagnostic for Joint-Uncertainty Gains from GP Coregionalisation

Read the original on arXiv Machine Learning →

arXiv:2609. 30085v1 Announce Type: new Abstract: In multi-target regression, correlated targets are often coupled through multi-output Gaussian processes with an intrinsic model of coregionalisation (GP-ICM), assuming that sharing statistical strength improves overall performance.

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