BriefGPT.xyz
Jul, 2018
基于网格结构特征函数的可扩展高斯过程（GP-GRIEF）
Scalable Gaussian Processes with Grid-Structured Eigenfunctions (GP-GRIEF)
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Trefor W. Evans, Prasanth B. Nair
TL;DR
使用GRIEF核心和Nystrom近似，构建Gaussian过程用于高维问题中的快速似然估计和广义贝叶斯推断。
Abstract
We introduce a kernel approximation strategy that enables computation of the
gaussian process
log marginal likelihood and all
hyperparameter derivatives
in $\mathcal{O}(p)$ time. Our
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