arXiv · 1511.00054
Gaussian Process Random Fields
Abstract
Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian processes, the Gaussian Process Random Field (GPRF), in which local GPs are coupled via pairwise potentials. The GPRF likelihood is a simple, tractable, and parallelizeable approximation to the full GP marginal likelihood, enabling latent variable modeling and hyperparameter selection on large datasets. We demonstrate its effectiveness on synthetic spatial data as well as a real-world application to seismic event location.
Explore related subjects
Keep this discovery
Explore connections, maps & timelines
David A. Moore, Stuart J. Russell. 2015-10-31. Gaussian Process Random Fields. https://arxiv.org/abs/1511.00054
Cite the original work for its findings. Save a collection to share your selection of sources.