Original title:
Bayesian transfer learning between autoregressive inference tasks
Authors:
Barber, Alec ; Quinn, Anthony Document type: Research reports
Year:
2020
Language:
eng Series:
Research Report, volume: 2389 Abstract:
Bayesian transfer learning typically relies on a complete stochastic dependence speci cation between source and target learners which allows the opportunity for Bayesian conditioning. We advocate that any requirement for the design or assumption of a full model between target and sources is a restrictive form of transfer learning.
Keywords:
autoregression; food-commodities price prediction; FPD; Fully Probabilistic Design; transfer learning Project no.: GA18-15970S (CEP) Funding provider: GA ČR