R2-GP: Variance-Calibrated Priors for Additive Gaussian Processes
arXiv:2610.26437v1 Announce Type: new Abstract: We develop R2-GP, an R2D2-type prior for Gaussian process (GP) generalised additive models (GAMs) that calibrates explained variance ($R^2$) for Mat\'ern covariance kernels. The function variance for standard Mat\'ern kernels depends jointly on the ef…
Read the full story at arXiv stat.ML ↗
Timeline · 1 report
- 2026-10-20 04:00 · arXiv stat.ML
R2-GP: Variance-Calibrated Priors for Additive Gaussian Processes