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Motivated by the need for efficient and personalized learning in mobile health, we investigate the problem of online kernel selection for Gaussian Process regression in the multi-task setting. We propose a novel generative process on the kernel composition for this purpose. Our method demonstrates that trajectories of kernel evolutions can be transferred between users to improve learning and that the kernels themselves are meaningful for the mHealth prediction goal.
Author Information
Eura Shin (Harvard University)
Predag Klasnja
Susan Murphy (Harvard University)
Finale Doshi-Velez (Harvard University)

Finale Doshi-Velez is a Gordon McKay Professor in Computer Science at the Harvard Paulson School of Engineering and Applied Sciences. She completed her MSc from the University of Cambridge as a Marshall Scholar, her PhD from MIT, and her postdoc at Harvard Medical School. Her interests lie at the intersection of machine learning, healthcare, and interpretability. Selected Additional Shinies: BECA recipient, AFOSR YIP and NSF CAREER recipient; Sloan Fellow; IEEE AI Top 10 to Watch
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