Parametric Gaussian process regression for big data

DOI10.1007/S00466-019-01711-5zbMATH Open1471.62272arXiv1704.03144OpenAlexW2964026598WikidataQ113327104 ScholiaQ113327104MaRDI QIDQ2319397FDOQ2319397

Authors: Maziar Raissi, Hessam Babaee, George Em Karniadakis 

Publication date: 19 August 2019

Published in: Computational Mechanics (Search for Journal in Brave)

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.

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

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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)

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Cited In (5)

• Gaussian process regression using partition resampling model
• Title not available (Why is that?)
• 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

Uses Software

• MapReduce
• PMTK
• MLlib
• Adam
• Apache Spark

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