On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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2 results for “Back-fitting”

Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regressionstat.ML

Kernel Multigrid accelerates Back-fitting for additive Gaussian Processes.

problem Slow convergence of Back-fitting in training additive Gaussian Processes.

method Kernel Packets (KP) and Sparse Gaussian Process Regression (GPR) to enhance Back-fitting.

result Kernel Multigrid reduces the required iterations to

\mathcal{O}(\log n)

Kernel Multigrid Back-fitting Gaussian Processes Sparse GPR Kernel Packets

2024-03-20abs ↗pdf ↗

Representing Additive Gaussian Processes by Sparse Matricesstat.ML

Sparse matrices simplify computation of GP variances and likelihoods.

problem Efficient computation of posterior variance and log-likelihood for additive Matérn GPs.

method Represented posterior mean, variance, log-likelihood, and gradient using sparse matrices.

result Efficient computation of posterior mean, variance, log-likelihood, and gradient in

O(n \log n)

time.

Gaussian Processes Sparse Matrices Bayesian Optimization Log-Likelihood Posterior Variance

2023-04-29abs ↗pdf ↗