Gaussian Processes: a model that states its uncertainty
Every model so far gave a single number. This one gives a distribution, and where the data runs out it can say "I do not know".
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Sources
- Rasmussen, C. E. & Williams, C. K. I. 2006 · Gaussian Processes for Machine Learning, Bölüm 2 · MIT Press
- Bishop, C. M. 2006 · Pattern Recognition and Machine Learning, Bölüm 6.4 · Springer
- Snoek, J., Larochelle, H. & Adams, R. P. 2012 · Practical Bayesian Optimization of Machine Learning Algorithms · NeurIPS 2012
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