Near-linear Time Gaussian Process Optimization with Adaptive Batching and Resparsification

ICML 2020 • Daniele Calandriello • Luigi Carratino • Alessandro Lazaric • Michal Valko • Lorenzo Rosasco

Gaussian processes (GP) are one of the most successful frameworks to model uncertainty. However, GP optimization (e.g., GP-UCB) suffers from major scalability issues... (read more)

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