论文标题

基于帽子基础功能的稀疏高斯流程

Sparse Gaussian Process Based On Hat Basis Functions

论文作者

Fang, Wenqi, Li, Huiyun, Huang, Hui, Dang, Shaobo, Huang, Zhejun, Wang, Zheng

论文摘要

高斯过程是用于建模回归问题的最流行的非参数贝叶斯方法之一。它完全取决于其平均值和协方差函数。它的线性属性使得解决预测问题相对简单。尽管高斯流程已成功地应用于许多领域,但它仍然不足以应对满足不平等约束的物理系统。近年来,所谓的受约束的高斯流程已经解决了这个问题。在本文中,我们扩展了受限的高斯流程的核心思想。根据培训或测试数据的范围,我们重新定义了受约束的高斯过程中提到的HAT基础功能。基于HAT基础功能,我们提出了一种新的稀疏高斯过程方法,以解决无约束的回归问题。与具有完全独立的训练条件近似的确切高斯过程和高斯过程类似,我们的方法在开源数据集或分析功能上获得了令人满意的近似结果。在性能方面,提出的方法将总体计算复杂度从$ O(N^{3})$中的$ O(NM^{2})$(具有$ M $ HAT基础函数和$ n $ training Data点)的$(NM^{2})$减少。

Gaussian process is one of the most popular non-parametric Bayesian methodologies for modeling the regression problem. It is completely determined by its mean and covariance functions. And its linear property makes it relatively straightforward to solve the prediction problem. Although Gaussian process has been successfully applied in many fields, it is still not enough to deal with physical systems that satisfy inequality constraints. This issue has been addressed by the so-called constrained Gaussian process in recent years. In this paper, we extend the core ideas of constrained Gaussian process. According to the range of training or test data, we redefine the hat basis functions mentioned in the constrained Gaussian process. Based on hat basis functions, we propose a new sparse Gaussian process method to solve the unconstrained regression problem. Similar to the exact Gaussian process and Gaussian process with Fully Independent Training Conditional approximation, our method obtains satisfactory approximate results on open-source datasets or analytical functions. In terms of performance, the proposed method reduces the overall computational complexity from $O(n^{3})$ computation in exact Gaussian process to $O(nm^{2})$ with $m$ hat basis functions and $n$ training data points.

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