Sparse Gaussian Process Regression using Progressively Growing Learning Representations. Mavridis, C. N, Kontoudis, G. P, & Baras, J. S In IEEE Conference on Decision and Control (CDC), pages 1454–1459, 2022.
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We present a new sparse Gaussian process regression model whose covariance function is parameterized by the locations of a progressively growing set of pseudo-inputs generated by an online deterministic annealing optimization algorithm. A series of entropy-regularized optimization problems is solved sequentially, introducing a bifurcation phenomenon, according to which, pseudo-inputs are gradually generated. This results in an active learning approach, which, in contrast to most existing works, can modify already selected pseudoinputs and is trained using a recursive gradient-free stochastic approximation algorithm. Finally, the proposed algorithm is able to incorporate prior knowledge in the form of a probability density, according to which new observations are sampled. Experimental results showcase the effcacy and potential advantages of the proposed methodology.

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