Gaussian Processes for Bayesian Classification via Hybrid Monte Carlo

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract / Description of output

The full Bayesian method for applying neural networks to a prediction problem is to set up the prior/hyperprior structure for the net and then perform the necessary integrals. However, these integrals are not tractable analytically, and Markov Chain Monte Carlo (MCMC) methods are slow, especially if the parameter space is high-dimensional. Using Gaussian processes we can approximate the weight space integral analytically, so that only a small number of hyperparameters need be integrated over by MCMC methods. We have applied this idea to classification problems, obtaining excellent results on the real-world problems investigated so far.
Original languageEnglish
Title of host publicationAdvances in Neural Information Processing Systems 9
PublisherMIT Press
Number of pages7
Publication statusPublished - 1997


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