When Gaussian Process Meets Big Data: A Review of Scalable GPs
When Gaussian Process Meets Big Data: A Review of Scalable GPs
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, which suffers from cubic complexity to data …