Kernel Interpolation for Scalable Online Gaussian Processes

2 code implementations • 2 Mar 2021 • Samuel Stanton, Wesley J. Maddox, Ian Delbridge, Andrew Gordon Wilson

Gaussian processes (GPs) provide a gold standard for performance in online settings, such as sample-efficient control and black box optimization, where we need to update a posterior distribution as we acquire data in a sequential fashion.

Bayesian Optimization Gaussian Processes