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The Kernel Interaction Trick: Fast Bayesian Discovery of Multi-Way Interactions in High Dimensions
The Kernel Interaction Trick: Fast Bayesian Discovery of Multi-Way Interactions in High Dimensions
2019
Raj Agrawal
Brian Trippe
Jonathan H. Huggins
Tamara Broderick
Keywords:
Machine learning
Gaussian process
Kernel (linear algebra)
Lasso (statistics)
Uncertainty quantification
Artificial intelligence
Computer science
Markov chain Monte Carlo
Pairwise comparison
Bayesian probability
Covariate
Correction
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