Finite rank deep kernel learning for robust time series forecasting and regression

    公开(公告)号:US11379726B2

    公开(公告)日:2022-07-05

    申请号:US16212601

    申请日:2018-12-06

    Applicant: INTUIT INC.

    Abstract: Certain aspects of the present disclosure provide techniques for performing finite rank deep kernel learning. In one example, a method for performing finite rank deep kernel learning includes receiving a training dataset; forming a set of embeddings by subjecting the training data set to a deep neural network; forming, from the set of embeddings, a plurality of dot kernels; combining the plurality of dot kernels to form a composite kernel for a Gaussian process; receiving live data from an application; and predicting a plurality of values and a plurality of uncertainties associated with the plurality of values simultaneously using the composite kernel.

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