Recent Advances in Scaling up Gaussian Process Predictive Models for Large Spatiotemporal Data
Published in Dynamic Data-Driven Environmental Systems Science - First International Conference (DyDESS), 2014
Abstract: The expressive power of Gaussian process (GP) models comes at a cost of poor scalability in the size of the data. To improve their scalability, this paper presents an overview of our recent progress in scaling up GP models for large spatiotemporally correlated data through parallelization on clusters of machines, online learning, and nonmyopic active sensing/learning.