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New gp2Scale method scales Gaussian processes to 10M+ data points

Researchers have introduced gp2Scale, a novel methodology designed to scale Gaussian processes to handle over 10 million data points without resorting to approximations like inducing points or kernel interpolation. This approach leverages the inherent sparse structure within the covariance matrix, enabled by flexibly designed, compactly supported, and non-stationary kernels. The method demonstrates superior performance in many cases compared to state-of-the-art approximation algorithms, while also maintaining agnosticism towards arbitrary kernel designs, noise models, and mean functions, making it suitable for a wide range of modern Gaussian process applications. AI

IMPACT Enables more accurate and flexible large-scale modeling in machine learning applications.

RANK_REASON This is a research paper detailing a new methodology for Gaussian processes. [lever_c_demoted from research: ic=1 ai=1.0]

Read on arXiv cs.LG →

AI-generated summary · Google Gemini · from 1 sources. How we write summaries →

New gp2Scale method scales Gaussian processes to 10M+ data points

COVERAGE [1]

  1. arXiv cs.LG TIER_1 English(EN) · Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi ·

    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. This is because the vast…