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    Filtered Gaussian Processes for Learning with Large Data-Sets


    Shi, Jian Qing and Murray-Smith, Roderick and Titterington, D. Mike and Pearlmutter, Barak A. (2005) Filtered Gaussian Processes for Learning with Large Data-Sets. Lecture Notes in Computer Science (3355). pp. 128-139. ISSN 0302-9743

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    Abstract

    Kernel-based non-parametric models have been applied widely over recent years. However, the associated computational complexity imposes limitations on the applicability of those methods to problems with large data-sets. In this paper we develop a filtering approach based on a Gaussian process regression model. The idea is to generate a smalldimensional set of filtered data that keeps a high proportion of the information contained in the original large data-set. Model learning and prediction are based on the filtered data, thereby decreasing the computational burden dramatically.

    Item Type: Article
    Additional Information: Proceedings of Switching and Learning in Feedback Systems: European Summer School on Multi-Agent Control, Maynooth, Ireland, September 8-10 2003. The original publication is available at www.springerlink.com
    Keywords: Filtering transformation, Gaussian process regression model, Karhunen-Loeve expansion; Kernel-based non-parametric models; Principal component analysis;
    Academic Unit: Faculty of Science and Engineering > Computer Science
    Faculty of Science and Engineering > Research Institutes > Hamilton Institute
    Item ID: 2511
    Identification Number: https://doi.org/10.1007/978-3-540-30560-6_5
    Depositing User: Hamilton Editor
    Date Deposited: 27 Apr 2011 14:56
    Journal or Publication Title: Lecture Notes in Computer Science
    Publisher: Springer Verlag
    Refereed: Yes
    URI:

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