Online Updating for Gaussian Process Learning

Research output: Contribution to book or proceedingConference articlepeer-review

1 Scopus citations

Abstract

Gaussian processes for regression and classification have become an effective machine learning methodology with a number of distinctive advantages. One notable disadvantage of Gaussian process methods is the computational complexity related to the inversion of matrices, especially for applications that involve large datasets. In this paper, an exact online updating algorithm is presented to significantly reduce the amount of computations for repeated progressive trainings of Gaussian processes.

Original languageEnglish
Title of host publicationProceedings - 2017 International Conference on Computational Science and Computational Intelligence, CSCI 2017
EditorsFernando G. Tinetti, Quoc-Nam Tran, Leonidas Deligiannidis, Mary Qu Yang, Mary Qu Yang, Hamid R. Arabnia
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages180-183
Number of pages4
ISBN (Electronic)9781538626528
DOIs
StatePublished - Dec 4 2018
Event2017 International Conference on Computational Science and Computational Intelligence, CSCI 2017 - Las Vegas, United States
Duration: Dec 14 2017Dec 16 2017

Publication series

NameProceedings - 2017 International Conference on Computational Science and Computational Intelligence, CSCI 2017

Conference

Conference2017 International Conference on Computational Science and Computational Intelligence, CSCI 2017
Country/TerritoryUnited States
CityLas Vegas
Period12/14/1712/16/17

Scopus Subject Areas

  • Computer Science (miscellaneous)
  • Artificial Intelligence
  • Computer Networks and Communications
  • Computer Science Applications
  • Safety, Risk, Reliability and Quality

Keywords

  • Cholesky decomposition
  • Gaussian process
  • Woodbury formula
  • matrix inverse
  • online algorithm

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