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Streaming PAC-Bayes Gaussian process regression with a performance guarantee for online decision making. (arXiv:2210.08486v2 [cs.LG] UPDATED)
cs.LG updates on arXiv.org arxiv.org
As a powerful Bayesian non-parameterized algorithm, the Gaussian process (GP)
has performed a significant role in Bayesian optimization and signal
processing. GPs have also advanced online decision-making systems because their
posterior distribution has a closed-form solution. However, its training and
inference process requires all historic data to be stored and the GP model to
be trained from scratch. For those reasons, several online GP algorithms, such
as O-SGPR and O-SVGP, have been specifically designed for streaming settings.
In this paper, …
arxiv bayes decision decision making making performance process regression streaming