000 02109nam a22001817a 4500
008 211013b2006 |||||||| |||| 00| 0 eng d
020 _a9780262182539
082 _a519.21 RAS-C
100 _aRasmussen, Carl Edward
245 _aGaussian processes for machine learning /
_cCarl Edward Rasmussen and Christopher K. I. Williams
260 _aLondon
_bThe MIT Press
_c2006
300 _a248 p.
365 _aUSD
_b50.00.
500 _aA comprehensive and self-contained introduction to Gaussian processes, which provide a principled, practical, probabilistic approach to learning in kernel machines. Gaussian processes (GPs) provide a principled, practical, probabilistic approach to learning in kernel machines. GPs have received increased attention in the machine-learning community over the past decade, and this book provides a long-needed systematic and unified treatment of theoretical and practical aspects of GPs in machine learning. The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics. The book deals with the supervised-learning problem for both regression and classification and includes detailed algorithms. A wide variety of covariance (kernel) functions are presented and their properties discussed. Model selection is discussed both from a Bayesian and a classical perspective. Many connections to other well-known techniques from machine learning and statistics are discussed, including support-vector machines, neural networks, splines, regularization networks, relevance vector machines and others. Theoretical issues including learning curves and the PAC-Bayesian framework are treated, and several approximation methods for learning with large datasets are discussed. The book contains illustrative examples and exercises, and code and datasets are available on the Web. Appendixes provide mathematical background and a discussion of Gaussian Markov processes.
650 _aMachine learning--Mathematical models
650 _aGaussian processes--Data processing
700 _aWilliams, Christopher K. I.
999 _c68759
_d68759