Gaussian Process Classification for Variable Fidelity Data [article]

Nikita Klyuchnikov, Evgeny Burnaev
<span title="2019-10-19">2019</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
In this paper we address a classification problem where two sources of labels with different levels of fidelity are available. Our approach is to combine data from both sources by applying a co-kriging schema on latent functions, which allows the model to account item-dependent labeling discrepancy. We provide an extension of Laplace inference for Gaussian process classification, that takes into account multi-fidelity data. We evaluate the proposed method on real and synthetic datasets and show
more &raquo; ... that it is more resistant to different levels of discrepancy between sources than other approaches for data fusion. Our method can provide accuracy/cost trade-off for a number of practical tasks such as crowd-sourced data annotation and feasibility regions construction in engineering design.
<span class="external-identifiers"> <a target="_blank" rel="external noopener" href="">arXiv:1809.05143v3</a> <a target="_blank" rel="external noopener" href="">fatcat:hveqcpi3evcdblfjxaumfbeeie</a> </span>
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