Sparse Approximations
César Lincoln Mattos
2021 Talk
in
Tutorial: The Art of Gaussian Processes: Classical and Contemporary
in
Tutorial: The Art of Gaussian Processes: Classical and Contemporary
Abstract
Standard GP presents scalability issues, thus, in this section we present how sparse approximations enable the use of GPs for large datasets. We consider, in particular, the variational approach based on inducing variables, which results in tractable approximations for performing predictions and model selection via optimization of the evidence lower bound (ELBO).
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