(Neural Computation. 2002;14:3013-3042.)
© 2002 The MIT Press
Approximation Bounds for Some Sparse Kernel Regression Algorithms
Tong Zhang
tzhang{at}watson.ibm.com, IBM T. J. Watson Research Center, Yorktown Heights, NY 10598, U.S.A.
Gaussian processes have been widely applied to regression problems with good performance. However, they can be computationally expensive. In order to reduce the computational cost, there have been recent studies on using sparse approximations in gaussian processes. In this article, we investigate properties of certain sparse regression algorithms that approximately solve a gaussian process. We obtain approximation bounds and compare our results with related methods.
Copyright © 2002 by The MIT Press.