2 papers
stat.ML2024
Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regression
Lu Zou, Liang Ding
Additive Gaussian Processes (GPs) are popular approaches for nonparametric feature selection. The common training method for these models is Bayesian Back-fitting. However, the con…
stat.ML2023
Representing Additive Gaussian Processes by Sparse Matrices
Lu Zou, Haoyuan Chen, Liang Ding
Among generalized additive models, additive Matérn Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure a…