2017
DOI: 10.1007/978-3-319-62416-7_14
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Over-Fitting in Model Selection with Gaussian Process Regression

Abstract: Model selection in Gaussian Process Regression (GPR) seeks to determine the optimal values of the hyper-parameters governing the covariance function, which allows flexible customization of the GP to the problem at hand. An oft-overlooked issue that is often encountered in the model process is over-fitting the model selection criterion, typically the marginal likelihood. The over-fitting in machine learning refers to the fitting of random noise present in the model selection criterion in addition to features im… Show more

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Cited by 26 publications
(13 citation statements)
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“…These unsatisfactory results may be due to the interferences of other ions that affected the Nernstian slope [ 16 , 52 ]. Another concern was the inherent weakness of GP [ 53 ] faced with the complex high dimensional input-output (i.e., 17-dimensional input signal, and eight outputs) of the multi-ion sensing in the hydroponic system. The ANN model was a suitable model to overcome interference problems.…”
Section: Discussionmentioning
confidence: 99%
“…These unsatisfactory results may be due to the interferences of other ions that affected the Nernstian slope [ 16 , 52 ]. Another concern was the inherent weakness of GP [ 53 ] faced with the complex high dimensional input-output (i.e., 17-dimensional input signal, and eight outputs) of the multi-ion sensing in the hydroponic system. The ANN model was a suitable model to overcome interference problems.…”
Section: Discussionmentioning
confidence: 99%
“…that there is a larger difference between training and test RMSE for both formation energies and transition levels than KRR. This can be explained by the flexibility of the GPR models which likely causes overfitting when dealing with a small dataset and high dimensional features 83 . The uncertainty vs absolute error plots in Fig.…”
Section: Gaussian Process Regressionmentioning
confidence: 99%
“…GP generally does not suffer from overfitting like other intelligent systems like neural networks (Adedigba et al 2017;Onalo et al 2018a). Nevertheless, overfitting can arise from the marginal likelihood optimization, especially with many hyperparameters (Mohammed and Cawley 2017;Rasmussen and Williams 2006). To solve this problem, cross-validation was used.…”
Section: Gaussian Process Model Developmentmentioning
confidence: 99%