Learning Multitask Gaussian Process Over Heterogeneous Input Domains
Learning Multitask Gaussian Process Over Heterogeneous Input Domains
Multitask Gaussian process (MTGP) is a well-known nonparametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multitask scenario defined in the same input domain, leaving no space for tackling the heterogeneous case, i.e., the features of input domains …