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Sparse Inverse Gaussian Process Regression with Application to Climate Network Discovery

Metadata Updated: December 7, 2023

Regression problems on massive data sets are ubiquitous in many application domains including the Internet, earth and space sciences, and finances. Gaussian Process regression is a popular technique for modeling the input-output relations of a set of variables under the assumption that the weight vector has a Gaussian prior. However, it is challenging to apply Gaussian Process regression to large data sets since prediction based on the learned model requires inversion of an order n kernel matrix. Approximate solutions for sparse Gaussian Processes have been proposed for sparse problems. However, in almost all cases, these solution techniques are agnostic to the input domain and do not preserve the similarity structure in the data. As a result, although these solutions sometimes provide excellent accuracy, the models do not have interpretability. Such interpretable sparsity patterns are very important for many applications. We propose a new technique for sparse Gaussian Process regression that allows us to compute a parsimonious model while preserving the interpretability of the sparsity structure in the data. We discuss how the inverse kernel matrix used in Gaussian Process prediction gives valuable domain information and then adapt the inverse covariance estimation from Gaussian graphical models to estimate the Gaussian kernel. We solve the optimization problem using the alternating direction method of multipliers that is amenable to parallel computation. We demonstrate the performance of our method in terms of accuracy, scalability and interpretability on a climate data set.

Access & Use Information

Public: This dataset is intended for public access and use. License: No license information was provided. If this work was prepared by an officer or employee of the United States government as part of that person's official duties it is considered a U.S. Government Work.

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Dates

Metadata Created Date November 12, 2020
Metadata Updated Date December 7, 2023
Data Update Frequency irregular

Metadata Source

Harvested from NASA Data.json

Additional Metadata

Resource Type Dataset
Metadata Created Date November 12, 2020
Metadata Updated Date December 7, 2023
Publisher Dashlink
Maintainer
Identifier DASHLINK_518
Data First Published 2012-01-27
Data Last Modified 2020-01-29
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 7fcc7b55-b899-47b3-a3a3-978229b3aeb7
Harvest Source Id 58f92550-7a01-4f00-b1b2-8dc953bd598f
Harvest Source Title NASA Data.json
Homepage URL https://c3.nasa.gov/dashlink/resources/518/
Program Code 026:029
Source Datajson Identifier True
Source Hash 61b6044e814196850da1cbaf3bb944f8a15760327acc3bab39bb0c7d1debf454
Source Schema Version 1.1

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