Skip to yearly menu bar Skip to main content


Talk
in
Tutorial: The Art of Gaussian Processes: Classical and Contemporary

Sparse Approximations

César Lincoln Mattos


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).