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Influence functions for Gaussian process hyperparameter estimation

delete2026-09-27
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OA
AI
A
Akash Sedai *
F
Francesca Medda
DOI:10.1007/s41060-026-01285-5delete
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摘要

摘要

En 中文
我们推导并分析了高斯过程(GP)模型中超参数估计量的影响函数。尽管高斯过程广泛应用于回归和概率建模,但它们的超参数通常通过最大化边际似然进行学习。我们证明,由此产生的估计量具有无界的影响函数,这意味着即使单个异常数据点也能对核参数产生任意大的杠杆效应。通过理论推导和实证验证,我们表明这种鲁棒性缺失是高斯过程超参数估计的结构性属性,而非数值上的假象。
Keyword:
Gaussian processes
Influence functions
Hyperparameter estimation
Robust statistics
Robust regression

期刊

I
International Journal of Data Science and Analytics
IF:
2.8
论文数:
1.1K
被引数:
1.3K

机构

U
university college london
学者数:
1.3K
论文数: 651
被引数: 0
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