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JMLR
2010

Gaussian processes with monotonicity information

12 years 11 months ago
Gaussian processes with monotonicity information
A method for using monotonicity information in multivariate Gaussian process regression and classification is proposed. Monotonicity information is introduced with virtual derivative observations, and the resulting posterior is approximated with expectation propagation. Behaviour of the method is illustrated with artificial regression examples, and the method is used in a real world health care classification problem to include monotonicity information with respect to one of the covariates.
Jaakko Riihimäki, Aki Vehtari
Added 19 May 2011
Updated 19 May 2011
Type Journal
Year 2010
Where JMLR
Authors Jaakko Riihimäki, Aki Vehtari
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