Transfer learning based on sparse Gaussian process for regression

Transfer learning is to use the knowledge obtained from the source domain to improve the learning efficiency when the target domain has insufficient labeled data. For regression problems, when the conditional distribution function and the marginal distribution function of the source domain and the target domain are different, how to effectively extract similar knowledge for transfer learning is still a problem. In this paper, we propose a transfer learning method for regression problem based on the sparse Gaussian process (GP). GP models are very popular in regression modeling, as they have the capability to produce uncertainty estimation, however, they cannot be used directly for transfer learning. We propose an adaptive neural kernel network (ANKN) to ensure that the GP model can effectively transfer knowledge. Additionally, although many sparse GP methods are proposed to solve the time consumption problem of the GP models in large datasets, they cannot maintain the transfer performance. We propose a transfer inducing point (TIP) algorithm for data selection in large datasets to maintain the transfer performance. The experiments with transfer regression problems on both real-world small datasets and large datasets indicate that the our method significantly increases prediction accuracy and effectiveness.