Scalable Gaussian Process Regression for Kernels with a Non-Stationary Phase

• Main Authors: Graßhoff, Jan, Jankowski, Alexandra, Rostalski, Philipp
• Format: Journal Article
• Language: English
• Published: 25.12.2019
• Subjects: Computer Science - Learning; Statistics - Machine Learning

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel matrix. Previous methods, however, cannot easily deal with no...