arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1503.01057cs.LGstat.ML
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可分级结构高斯过程的核插值(KISS-GP)

Kernel Interpolation for Scalable Structured Gaussian Processes (KISS-GP)

Carnegie Mellon University(卡内基梅隆大学);Philips Research Hamburg(飞利浦汉堡研究院)

Andrew Gordon Wilson, Hannes Nickisch

摘要:

我们引入了一个新的结构化核插值(SKI)框架,该框架推广和统一了可伸缩高斯过程(GP)的诱导点方法。SKI方法通过核插值产生用于快速计算的核近似。SKI框架阐明了诱导点方法的质量如何取决于诱导(又名插值)点的数量、插值策略和GP协方差核。SKI还提供了一种机制,通过选择不同的内核插值策略来创建新的可扩展内核方法。使用SKI和局部三次内核插值,我们引入了KISS-GP,它1)比诱导点替代方案更具可扩展性,2)自然地使Kronecker和Toeplitz代数在可扩展性方面获得了实质性的额外增益,而不需要任何网格数据,3)可用于快速和富有表现力的内核学习。KISS-GP的时间复杂度为O(n)。我们评估KISS-GP的核矩阵近似,核学习和自然声音建模。

英文摘要:

We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel interpolation. The SKI framework clarifies how the quality of an inducing point approach depends on the number of inducing (aka interpolation) points, interpolation strategy, and GP covariance kernel. SKI also provides a mechanism to create new scalable kernel methods, through choosing different kernel interpolation strategies. Using SKI, with local cubic kernel interpolation, we introduce KISS-GP, which is 1) more scalable than inducing point alternatives, 2) naturally enables Kronecker and Toeplitz algebra for substantial additional gains in scalability, without requiring any grid data, and 3) can be used for fast and expressive kernel learning. KISS-GP costs O(n) time and storage for GP inference. We evaluate KISS-GP for kernel matrix approximation, kernel learning, and natural sound modelling.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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