Abstract
We combine the replica approach from statistical physics with a variational approach to analyze learning curves analytically. We apply the method to Gaussian process regression. As a main result we derive approximative relations between empirical error measures, the generalization error and the posterior variance.
Original language | English |
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Journal | Advances in Neural Information Processing Systems |
Volume | 14 |
Publication status | Published - Sept 2002 |
Bibliographical note
Copyright of Massachusetts Institute of Technology Press (MIT Press). Available from Google Scholar.Keywords
- Gaussian process regression
- generalization error
- posterior variance