Bayesian Classification with Gaussian Process

January 6, 2013

(This article was first published on R Tutorial, and kindly contributed to R-bloggers)

Despite prowess of the support vector machine, it is not specifically designed to extract features relevant to the prediction. For example, in network intrusion detection, we need to learn relevant network statistics for the network defense. In consumer credit rating, we would like to determine relevant financial records for the credit score. As for medical genetics research, we aim to identify relevant genes of the illness.