arXiv Machine Learning By Mads Greisen H{\o}jlund, August Smart Lykke-M{\o}ller, Henry Moss, Ove Christiansen

Don't Get Your Kroneckers in a Twist: Gaussian Processes on High-Dimensional Incomplete Grids

Read the original on arXiv Machine Learning →

The paper introduces CUTS-GPR, a method for exact Gaussian Process Regression (GPR) in high-dimensional settings. It achieves near-linear scaling in the number of training points and low-order polynomial scaling in dimensionality by using an additive kernel on an incomplete grid, enabling efficient kernel matrix-vector products. Benchmarks demonstrate scalability to billions of data points and thousands of dimensions, with full GPR runs on up to 4.5 million points in 500 dimensions and practical application to ten high-dimensional potential energy surfaces completed in hours.

Machine-generated by The Flow from the publisher's headline and feed description — not written or checked by a human. The full article lives at arXiv Machine Learning.

arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi