Adaptive Cholesky Gaussian Processes

Simon Bartels, Kristoffer Stensbo-Smidt, Pablo Moreno-Muñoz, Wouter Boomsma, Jes Frellsen, Søren Hauberg

Abstract: We present a method to approximate Gaussian process regression models to large datasets by considering only a subset of the data. Our approach is novel in that the size of the subset is selected on...