Scalable Gaussian Process Research Articles

Scalable Gaussian processes for predicting the optical, physical, thermal, and mechanical properties of inorganic glasses with large datasets

Scalable Gaussian process for predicting composition–property of glasses with large datasets.

Wireless Traffic Prediction With Scalable Gaussian Process: Framework, Algorithms, and Verification

The cloud radio access network (C-RAN) is a promising paradigm to meet the stringent requirements of the fifth generation (5G) wireless systems. Meanwhile, wireless traffic prediction is a key enabler for C-RANs to improve both the spectrum efficiency and energy efficiency through load-aware network managements. This paper proposes a scalable Gaussian process (GP) framework as a promising solution to achieve large-scale wireless traffic prediction in a cost-efficient manner. Our contribution is three-fold. First, to the best of our knowledge, this paper is the first to empower GP regression with the alternating direction method of multipliers (ADMM) for parallel hyper-parameter optimization in the training phase, where such a scalable training framework well balances the local estimation in baseband units (BBUs) and information consensus among BBUs in a principled way for large-scale executions. Second, in the prediction phase, we fuse local predictions obtained from the BBUs via a cross-validation based optimal strategy, which demonstrates itself to be reliable and robust for general regression tasks. Moreover, such a cross-validation based optimal fusion strategy is built upon a well acknowledged probabilistic model to retain the valuable closed-form GP inference properties. Third, we propose a C-RAN based scalable wireless prediction architecture, where the prediction accuracy and the time consumption can be balanced by tuning the number of the BBUs according to the real-time system demands. Experimental results show that our proposed scalable GP model can outperform the state-of-the-art approaches considerably, in terms of wireless traffic prediction performance.

Understanding and comparing scalable Gaussian process regression for big data

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP however leads to poor scalability, which poses challenges in the era of big data. Hence, various scalable GPs have been developed in the literature in order to improve the scalability while retaining desirable prediction accuracy. This paper devotes to investigating the methodological characteristics and performance of representative global and local scalable GPs including sparse approximations and local aggregations from four main perspectives: scalability, capability, controllability and robustness. The numerical experiments on two toy examples and five real-world datasets with up to 250K points offer the following findings. In terms of scalability, most of the scalable GPs own a time complexity that is linear to the training size. In terms of capability, the sparse approximations capture the long-term spatial correlations, the local aggregations capture the local patterns but suffer from over-fitting in some scenarios. In terms of controllability, we could improve the performance of sparse approximations by simply increasing the inducing size. But this is not the case for local aggregations. In terms of robustness, local aggregations are robust to various initializations of hyperparameters due to the local attention mechanism. Finally, we highlight that the proper hybrid of global and local scalable GPs may be a promising way to improve both the model capability and scalability for big data.

GoGP: scalable geometric-based Gaussian process for online regression

One of the most challenging problems in Gaussian process regression is to cope with large-scale datasets and to tackle an online learning setting where data instances arrive irregularly and continuously. In this paper, we introduce a novel online Gaussian process model that scales efficiently with large-scale datasets. Our proposed GoGP is constructed based on the geometric and optimization views of the Gaussian process regression, hence termed geometric-based online GP (GoGP). We developed theory to guarantee that with a good convergence rate our proposed algorithm always offers a sparse solution, which can approximate the true optima up to any level of precision specified a priori. Moreover, to further speed up the GoGP accompanied with a positive semi-definite and shift-invariant kernel such as the well-known Gaussian kernel and also address the curse of kernelization problem, wherein the model size linearly rises with data size accumulated over time in the context of online learning, we proposed to approximate the original kernel using the Fourier random feature kernel. The model of GoGP with Fourier random feature (i.e., GoGP-RF) can be stored directly in a finite-dimensional random feature space, hence being able to avoid the curse of kernelization problem and scalable efficiently and effectively with large-scale datasets. We extensively evaluated our proposed methods against the state-of-the-art baselines on several large-scale datasets for online regression task. The experimental results show that our GoGP(s) delivered comparable, or slightly better, predictive performance while achieving a magnitude of computational speedup compared with its rivals under online setting. More importantly, its convergence behavior is guaranteed through our theoretical analysis, which is rapid and stable while achieving lower errors.

Stochastic variational hierarchical mixture of sparse Gaussian processes for regression

In this article, we propose a scalable Gaussian process (GP) regression method that combines the advantages of both global and local GP approximations through a two-layer hierarchical model using a variational inference framework. The upper layer consists of a global sparse GP to coarsely model the entire data set, whereas the lower layer comprises a mixture of sparse GP experts which exploit local information to learn a fine-grained model. A two-step variational inference algorithm is developed to learn the global GP, the GP experts and the gating network simultaneously. Stochastic optimization can be employed to allow the application of the model to large-scale problems. Experiments on a wide range of benchmark data sets demonstrate the flexibility, scalability and predictive power of the proposed method.

Fast and Scalable Gaussian Process Modeling with Applications to Astronomical Time Series

Abstract The growing field of large-scale time domain astronomy requires methods for probabilistic data analysis that are computationally tractable, even with large data sets. Gaussian processes (GPs) are a popular class of models used for this purpose, but since the computational cost scales, in general, as the cube of the number of data points, their application has been limited to small data sets. In this paper, we present a novel method for GPs modeling in one dimension where the computational requirements scale linearly with the size of the data set. We demonstrate the method by applying it to simulated and real astronomical time series data sets. These demonstrations are examples of probabilistic inference of stellar rotation periods, asteroseismic oscillation spectra, and transiting planet parameters. The method exploits structure in the problem when the covariance function is expressed as a mixture of complex exponentials, without requiring evenly spaced observations or uniform noise. This form of covariance arises naturally when the process is a mixture of stochastically driven damped harmonic oscillators—providing a physical motivation for and interpretation of this choice—but we also demonstrate that it can be a useful effective model in some other cases. We present a mathematical description of the method and compare it to existing scalable GP methods. The method is fast and interpretable, with a range of potential applications within astronomical data analysis and beyond. We provide well-tested and documented open-source implementations of this method in C++, Python, and Julia.

On nearest-neighbor Gaussian process models for massive spatial data.

Gaussian Process (GP) models provide a very flexible nonparametric approach to modeling location-and-time indexed datasets. However, the storage and computational requirements for GP models are infeasible for large spatial datasets. Nearest Neighbor Gaussian Processes (Datta A, Banerjee S, Finley AO, Gelfand AE. Hierarchical nearest-neighbor gaussian process models for large geostatistical datasets. J Am Stat Assoc 2016., JASA) provide a scalable alternative by using local information from few nearest neighbors. Scalability is achieved by using the neighbor sets in a conditional specification of the model. We show how this is equivalent to sparse modeling of Cholesky factors of large covariance matrices. We also discuss a general approach to construct scalable Gaussian Processes using sparse local kriging. We present a multivariate data analysis which demonstrates how the nearest neighbor approach yields inference indistinguishable from the full rank GP despite being several times faster. Finally, we also propose a variant of the NNGP model for automating the selection of the neighbor set size.

Evaluation of machine learning interpolation techniques for prediction of physical properties

A knowledge of the physical properties of materials as a function of temperature, composition, applied external stresses, etc. is an important consideration in materials and process design. For new systems, such properties may be unknown and hard to measure or estimate from numerical simulations such as molecular dynamics. Engineers rely on machine learning to employ existing data in order to predict properties for new systems. Several techniques are currently used for such purposes. These include neural network, polynomial interpolation and Gaussian processes as well as the more recent dynamic trees and scalable Gaussian processes. In this paper we compare these approaches for three sets of materials sciences data: molar volume, electrical conductivity and Martensite start temperature. We make recommendations depending on the nature of the data. We demonstrate that a thorough knowledge of the problem beforehand is critical in selecting the most successful machine learning technique. Our findings show that the Gaussian process regression technique gives very good predictions for all three sets of tested data. Typically, Gaussian process is very slow with a computational complexity of typically n3 where n is the number of data points. In this paper, we found that the scalable Gaussian process approach was able to maintain the high accuracy of the predictions while improving speed considerably, make on-line learning possible.

A scalable gaussian process analysis algorithm for biomass monitoring

AbstractBiomass monitoring is vital for studying the carbon cycle of earth's ecosystem and has several significant implications, especially in the context of understanding climate change and its impacts. Recently, several change detection methods have been proposed to identify land cover changes in temporal profiles (time series) of vegetation collected using remote sensing instruments, but do not satisfy one or both of the two requirements of the biomass monitoring problem, that is, operating in online mode and handling periodic time series. In this paper, we adapt Gaussian process (GP) regression to detect changes in such time series in an online fashion. While GP have been widely used as a kernel‐based learning method for regression and classification, their applicability to massive spatiotemporal data sets, such as remote sensing data, has been limited owing to the high computational costs involved. We focus on addressing the scalability issues associated with the proposed GP based change detection algorithm. This paper makes several significant contributions. First, we propose a GP based online time series change detection algorithm and demonstrate its effectiveness in detecting different types of changes in Normalized Difference Vegetation Index (NDVI) data obtained from a study area in IA, USA. Second, we propose an efficient Toeplitz matrix based solution which significantly improves the computational complexity and memory requirements of the proposed GP based method. Specifically, the proposed solution can analyze a time series of length t in O(t2) time while maintaining a O(t) memory footprint, compared to the O(t3) time and O(t2) memory requirement of standard matrix manipulation based methods. Third, we describe a parallel version of the proposed solution which can be used to simultaneously analyze a large number of time series. We study three different parallel implementations: using threads, Message Passing Interface (MPI), and a hybrid implementation using threads and MPI. Experimental results show that the hybrid implementation scales better than the multithreaded and MPI based implementations. The application of the proposed scalable algorithm is demonstrated in analyzing massive remote sensing observation data. The hybrid implementation, using 1536 computing cores, can analyze an NDVI data set for the Iowa study area in nearly 5 s, while a serial algorithm, using standard Cholesky decomposition based routines, takes several days to process the same data set. © 2011 Wiley Periodicals, Inc. Statistical Analysis and Data Mining 4: 430–445, 2011