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Research Report

Bayesian transfer learning between autoregressive inference tasks

Barber Alec, Quinn Anthony

: ÚTIA AV ČR, (Praha 2020)

: Research Report 2389

: GA18-15970S, GA ČR

: autoregression, transfer learning, Fully Probabilistic Design, FPD, food-commodities price prediction

: http://library.utia.cas.cz/separaty/2021/AS/quinn-0538247.pdf

(eng): 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.

: BD

: 10102