Sparsity by Default: The Theory and Practice of ARD in Gaussian Process Regression for Variable Selection
arXiv:2609.33550v1 Announce Type: new Abstract: Automatic relevance determination (ARD) is the standard device for input selection in Gaussian process (GP) regression. By giving the covariance kernel a separate lengthscale for every input and learning those lengthscales by maximizing the marginal l…
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- 2026-09-29 04:00 · arXiv stat.ML
Sparsity by Default: The Theory and Practice of ARD in Gaussian Process Regression for Variable Selection