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Fast Sparse Gaussian Process Methods: The Informative Vector Machine (2003)  (Make Corrections)  (1 citation)
Neil D. Lawrence, Matthias Seeger, Ralf Herbrich



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Abstract: We present a framework for sparse Gaussian process (GP) methods which uses forward selection with criteria based on information-theoretical principles, previously suggested for active learning. In contrast to most previous work on sparse GPs, our goal is not only to learn sparse predictors (which can be evaluated in O(d) rather than O(n), d<<n, n the number of training points), but also to perform training under strong restrictions on time and memory requirements. The scaling of our method is... (Update)

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Matthias Seeger, Neil D. Lawrence, and Ralf Herbrich. Fast sparse gaussian process methods: The informative vector machine. In in Advances in Neural Information Processing Systems, Workshop on Kernel Methods, 2003. http://citeseer.ist.psu.edu/lawrence03fast.html   More

@misc{ seeger03fast,
  author = "M. Seeger and N. Lawrence and R. Herbrich",
  title = "Fast sparse gaussian process methods: The informative vector machine",
  text = "Matthias Seeger, Neil D. Lawrence, and Ralf Herbrich. Fast sparse gaussian
    process methods: The informative vector machine. In in Advances in Neural
    Information Processing Systems, Workshop on Kernel Methods, 2003.",
  year = "2003",
  url = "citeseer.ist.psu.edu/lawrence03fast.html" }
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63   California Institute of Technology (context) - MacKay, for et al. - 1991
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