Thoughts on Massively Scalable Gaussian Processes


We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on billions of datapoints, without requiring distributed inference, or severe assumptions. In particular, MSGP reduces the… (More)


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@article{Wilson2015ThoughtsOM, title={Thoughts on Massively Scalable Gaussian Processes}, author={Andrew Gordon Wilson and Christoph Dann and Hannes Nickisch}, journal={CoRR}, year={2015}, volume={abs/1511.01870} }