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- W2897704690 abstract "Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined relevance has several drawbacks that prevent the selection of optimal input variables in terms of predictive performance. To improve on this, we propose two novel variable selection methods for Gaussian process models that utilize the predictions of a full model in the vicinity of the training points and thereby rank the variables based on their predictive relevance. Our empirical results on synthetic and real world data sets demonstrate improved variable selection compared to automatic relevance determination in terms of variability and predictive performance." @default.
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- W2897704690 date "2019-04-16" @default.
- W2897704690 modified "2023-09-25" @default.
- W2897704690 title "Variable selection for Gaussian processes via sensitivity analysis of the posterior predictive distribution" @default.
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