GAMES-UChile / mogptk

Multi-Output Gaussian Process Toolkit
MIT License
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Approximation model for multi-output models #64

Open tdewolff opened 1 year ago

tdewolff commented 1 year ago

The current approximation models use inducing points to reduce the number of data points. Do there exist approximation models specifically for multi-output models so that the number of output channels is more scalable (ie. doesn't go exponential with the number of output channels).

One example is for the CONV kernel: https://proceedings.neurips.cc/paper_files/paper/2008/file/149e9677a5989fd342ae44213df68868-Paper.pdf

tdewolff commented 9 months ago

See also http://proceedings.mlr.press/v9/alvarez10a/alvarez10a.pdf