This tutorial introduces the reader to Gaussian process regression as an expressive tool to model, actively explore and exploit unknown functions. Gaussian process regression is a powerful, non-parametric Bayesian approach towards regression problems that can be utilized in exploration and exploitation scenarios. This tutorial aims to provide an accessible introduction to these techniques. We will introduce Gaussian processes which generate distributions over functions used for Bayesian non-parametric regression, and demonstrate their use in applications and didactic examples including simple regression problems, a demonstration of kernel-encoded prior assumptions and compositions, a pure exploration scenario within an optimal design framework, and a bandit-like exploration-exploitation scenario where the goal is to recommend movies. Beyond that, we describe a situation modelling risk-averse exploration in which an additional constraint (not to sample below a certain threshold) needs to be accounted for. Lastly, we summarize recent psychological experiments utilizing Gaussian processes. Software and literature pointers are also provided.
- Downloaded 26,316 times
- Download rankings, all-time:
- Site-wide: 45 out of 84,043
- In animal behavior and cognition: 1 out of 1,325
- Year to date:
- Site-wide: 183 out of 84,043
- Since beginning of last month:
- Site-wide: 267 out of 84,043
Downloads over time
Distribution of downloads per paper, site-wide
- 18 Dec 2019: We're pleased to announce PanLingua, a new tool that enables you to search for machine-translated bioRxiv preprints using more than 100 different languages.
- 21 May 2019: PLOS Biology has published a community page about Rxivist.org and its design.
- 10 May 2019: The paper analyzing the Rxivist dataset has been published at eLife.
- 1 Mar 2019: We now have summary statistics about bioRxiv downloads and submissions.
- 8 Feb 2019: Data from Altmetric is now available on the Rxivist details page for every preprint. Look for the "donut" under the download metrics.
- 30 Jan 2019: preLights has featured the Rxivist preprint and written about our findings.
- 22 Jan 2019: Nature just published an article about Rxivist and our data.
- 13 Jan 2019: The Rxivist preprint is live!