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Computationally Efficient Probabilistic Linear Regression
Computationally Efficient Probabilistic Linear Regression
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机译:计算有效的概率线性回归
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摘要
A computationally efficient method of performing probabilistic linear regression is described. In an embodiment, the method involves adding a white noise term to a weighted linear sum of basis functions and then normalizing the combination. This generates a linear model comprising a set of sparse, normalized basis functions and a modulated noise term. When using the linear model to perform linear regression, the modulated noise term increases the variance associated with output values which are distant from any data points.
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