Multitask Gaussian Process With Hierarchical Latent Interactions
Multitask Gaussian Process With Hierarchical Latent Interactions
Multitask Gaussian process (MTGP) is powerful for joint learning of multiple tasks with complicated correlation patterns. However, due to the assembling of additive independent latent functions (LFs), all current MTGPs including the salient linear model of coregionalization (LMC) and convolution frameworks cannot effectively represent and learn the hierarchical latent interactions …