




















One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary conditions. We construct multi-output Gaussian process priors with realizations in the solution set of such systems, in particular only such solutions can be represented by Gaussian process regression. The construction is fully algorithmic via Gröbner bases and it does not employ any approximation. It builds these priors combining two parametrizations via a pullback: the first parametrizes the solutions for the system of differential equations and the second parametrizes all functions adhering to the boundary conditions.
此内容由惯性聚合(RSS阅读器)自动聚合整理,仅供阅读参考。 原文来自 — 版权归原作者所有。