Latent Wishart Processes Model Formulation LWP Model ●Goal: To learn a target kernel function A(xi,xk)which takes both the input attributes and the relational information into consideration. LWP: Let aik A(xi,xk). Then A=[aik]=1 is a latent p.s.d.matrix. We model A by a Wishart distribution W(g,E).which implies that A(xi,xk)follows a Wishart process. 4口4日+1立4至卡三)风0 Li,Zhang and Yeung (CSE.HKUST) LWP A1 STATS200910/23Latent Wishart Processes Model Formulation LWP Model Goal: To learn a target kernel function A(xi , xk ) which takes both the input attributes and the relational information into consideration. LWP: Let aik = A(xi , xk ). Then A = [aik ] n i,k=1 is a latent p.s.d. matrix. We model A by a Wishart distribution Wn(q, Σ), which implies that A(xi , xk ) follows a Wishart process. Li, Zhang and Yeung (CSE, HKUST) LWP AISTATS 2009 10 / 23