no code implementations • 25 Oct 2021 • Veit Wild, George Wynne
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference.
no code implementations • 2 Jun 2021 • Veit Wild, Motonobu Kanagawa, Dino Sejdinovic
We investigate the connections between sparse approximation methods for making kernel methods and Gaussian processes (GPs) scalable to large-scale data, focusing on the Nystr\"om method and the Sparse Variational Gaussian Processes (SVGP).