2023
Adaptive Cholesky Gaussian Processes
Simon Bartels, Kristoffer Stensbo-Smidt, Pablo Moreno-Munoz, Wouter Boomsma, Jes Frellsen, Soren Hauberg
AISTATS 2023poster
We present a method to approximate Gaussian process regression models to large datasets by considering only a subset of the data. Our approach is novel in that the size of the subset is selected on the fly during exact inference with little computational overhead. From an empirical observation that…