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Online adaptive kernel mixing for Gaussian process decision making

This work introduces HACK GPs (Hedge Adaptive Cumulative Kernels), a method that views kernel selection as an online learning with expert advice problem and establishes general guarantees showing that, under a loss-gap condition, the weight concentrates on the best kernel and the resulting acquisition function is close...

Kavin Aravindan, Mani Tej Sriram, Gautam Dasarathy et al. · 0 citations

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