新闻 · arXiv cs.LG

Hierarchical Bayesian Quadrature

Numerical integration is a cornerstone of various scientific computing applications, such as engineering simulations and model evidence computations in probabilistic machine learning. Bayesian Quadrature uses Gaussian process surrogates that explicitly encode structural assumptions about the integrand to obtain integral estimates with quantified uncertainty. These surrogates are predominantly based on stationary covariance functions, which results in model misspecification for integrands…