Parametric Gaussian process regression for big data

DOI10.1007/S00466-019-01711-5MaRDI QIDQ2319397zbMATH OpenOpenAlexWikidataFDO

Authors Maziar Raissi, Hessam Babaee, George Em Karniadakis

Publication date 19 August 2019

Published in Computational Mechanics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1704.03144

zbMATH Keywords

Gaussian process regressionbig dataprobabilistic machine learningspatio-temporal sea surface temperature map

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05) Statistical aspects of big data and data science (62R07) Learning and adaptive systems in artificial intelligence (68T05) Gaussian processes (60G15) Applications of statistics to environmental and related topics (62P12)

Abstract: This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to operate in "big data" regimes where one is interested in quantifying the uncertainty associated with noisy data. The proposed methodology circumvents the well-established need for stochastic variational inference, a scalable algorithm for approximating posterior distributions. The effectiveness of the proposed approach is demonstrated using an illustrative example with simulated data and a benchmark dataset in the airline industry with approximately 6 million records.

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Cited in

(5)

• Gaussian process regression using partition resampling model
• scientific article; zbMATH DE number 7295841 (Why is no real title available?)
• Switching and Learning in Feedback Systems
• Machine learning approaches for the solution of the Riemann problem in fluid dynamics: a case study
• Deep learning of vortex-induced vibrations

Describes a project that uses

Uses Software

• Apache Spark
• Adam
• MLlib
• PMTK
• MapReduce

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