This article builds on the previous article which highlighted techniques which exist in scaling Gaussian Processes. In this post we discuss Prior Approximation Methods.

Within Sparse Approximation methods, we focus on Prior Approximation Methods.

The issue with scaling GP’s is the complexity of O(n³) that they have. This is due to the inversion of the kernel. We can overcome this…

ObjectPetitU

Just trying to understand the world around me.

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