BriefGPT.xyz
Jan, 2020
双稀疏变分高斯过程
Doubly Sparse Variational Gaussian Processes
HTML
PDF
Vincent Adam, Stefanos Eleftheriadis, Nicolas Durrande, Artem Artemev, James Hensman
TL;DR
本文提出了结合inducing points和state-space formulation的方法, 并给出了相应的varitational parameterisation公式, 该方法在深度高斯过程模型中的应用效果明显。
Abstract
The use of
gaussian process models
is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint. The two most commonly used methods to overcome this limitation are 1) the
→