DocumentCode :
3724428
Title :
A Support Set Selection Algorithm for Sparse Gaussian Process Regression
Author :
Xinlu Guo;Kuniaki Uehara
Author_Institution :
Grad. Sch. of Syst. Inf., Kobe Univ., Kobe, Japan
fYear :
2015
fDate :
7/1/2015 12:00:00 AM
Firstpage :
568
Lastpage :
573
Abstract :
Gaussian process is difficult to apply to the large data due to its computational problem. Many sparse methods have been proposed to deal with this problem. The majority focus on regression by a small size of support set. In this paper, we aim to propose a simple and efficient support set selection algorithm for Gaussian process regression. We describe a new selection criterion based on residual sum of squares to score the importance of training data and then update the support set iteratively according to this score. However, the iterative updating procedure has high time complexity due to the re-computing of matrix. Then we further speed up the selection algorithm based on some matrix operation.
Keywords :
"Training","Training data","Computational modeling","Data models","Predictive models","Function approximation"
Publisher :
ieee
Conference_Titel :
Advanced Applied Informatics (IIAI-AAI), 2015 IIAI 4th International Congress on
Print_ISBN :
978-1-4799-9957-6
Type :
conf
DOI :
10.1109/IIAI-AAI.2015.275
Filename :
7373972
Link To Document :
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