Block-GP: Scalable Gaussian Process Regression for Multimodal Data

Metadata Updated: February 28, 2019

Regression problems on massive data sets are ubiquitous in many application domains including the Internet, earth and space sciences, and finances. In many cases, regression algorithms such as linear regression or neural networks attempt to fit the target variable as a function of the input variables without regard to the underlying joint distribution of the variables. As a result, these global models are not sensitive to variations in the local structure of the input space. Several algorithms, including the mixture of experts model, classification and regression trees (CART), and others have been developed, motivated by the fact that a variability in the local distribution of inputs may be reflective of a significant change in the target variable. While these methods can handle the non-stationarity in the relationships to varying degrees, they are often not scalable and, therefore, not used in large scale data mining applications. In this paper we develop Block-GP, a Gaussian Process regression framework for multimodal data, that can be an order of magnitude more scalable than existing state-of-the-art nonlinear regression algorithms. The framework builds local Gaussian Processes on semantically meaningful partitions of the data and provides higher prediction accuracy than a single global model with very high confidence. The method relies on approximating the covariance matrix of the entire input space by smaller covariance matrices that can be modeled independently, and can therefore be parallelized for faster execution. Theoretical analysis and empirical studies on various synthetic and real data sets show high accuracy and scalability of Block-GP compared to existing nonlinear regression techniques.

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Public: This dataset is intended for public access and use. License: U.S. Government Work

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Dates

Metadata Created Date August 1, 2018
Metadata Updated Date February 28, 2019
Data Update Frequency irregular

Metadata Source

Harvested from NASA Data.json

Additional Metadata

Resource Type Dataset
Metadata Created Date August 1, 2018
Metadata Updated Date February 28, 2019
Publisher Dashlink
Unique Identifier DASHLINK_285
Maintainer
Ashok Srivastava
Maintainer Email
Public Access Level public
Data Update Frequency irregular
Bureau Code 026:00
Metadata Context https://project-open-data.cio.gov/v1.1/schema/catalog.jsonld
Metadata Catalog ID https://data.nasa.gov/data.json
Schema Version https://project-open-data.cio.gov/v1.1/schema
Catalog Describedby https://project-open-data.cio.gov/v1.1/schema/catalog.json
Harvest Object Id 9d398def-42b1-4641-a671-b937e1834322
Harvest Source Id 39e4ad2a-47ca-4507-8258-852babd0fd99
Harvest Source Title NASA Data.json
Data First Published 2011-01-06
Homepage URL https://c3.nasa.gov/dashlink/resources/285/
License http://www.usa.gov/publicdomain/label/1.0/
Data Last Modified 2018-07-19
Program Code 026:029
Source Datajson Identifier True
Source Hash eae76f0cfa31a737847b306e07989c205fe2e3d5
Source Schema Version 1.1

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