EFFICIENT GAUSSIAN PROCESS BASED ON BFGS UPDATING AND LOGDET APPROXIMATION
نویسندگان
چکیده
منابع مشابه
Efficient Gaussian Process Based on Bfgs Updating and Logdet Approximation
Gaussian process (GP) is a Bayesian nonparametric regression model, showing good performance in various applications. However, its hyperparameterestimation procedure suffers from numerous covariance-matrix inversions of prohibitively O(N) operations. In this paper, we propose using the quasi-Newton BFGS O(N)-operation formula to update recursively the inverse of covariance matrix at every itera...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2005
ISSN: 1474-6670
DOI: 10.3182/20050703-6-cz-1902.00218