When Gaussian process meets big data : a review of scalable GPs

• Main Authors: Liu, Haitao, Ong, Yew-Soon, Shen, Xiaobo, Cai, Jianfei
• Other Authors: School of Computer Science and Engineering
• Format: Article
• Language: English
• Published: 2021
• Subjects: Engineering::Computer science and engineering; Big Data; Gaussian Process Regression
• Online Access: https://hdl.handle.net/10356/148176
• Institution: Nanyang Technological University

The vast quantity of information brought by big data as well as the evolving computer hardware encourages success stories in the machine learning community. In the meanwhile, it poses challenges for the Gaussian process regression (GPR), a well-known nonparametric, and interpretable Bayesian model,...