Speaker
Jannis Lübsen
(TUHH/DESY)
Description
Safety guarantees for Gaussian processes require the assumption that the true hyperparameters are known. However, this assumption usually does not hold in practice. In this talk, a method is introduced to overcome this issue which estimates confidence intervals of hyperparameters from their posterior distributions. Finally, it can be shown that via appropriate scaling safeness can be robustly guaranteed with high probability.
Possible contributed talk | No |
---|---|
Are you a student? | Yes |
Primary author
Jannis Lübsen
(TUHH/DESY)
Co-author
Annika Eichler
(DESY)