A data parallel approach for large-scale Gaussian process modelling


Choudhury, A., Nair, P.B. and Keane, A.J. (2002) A data parallel approach for large-scale Gaussian process modelling. In, Proceedings of the Second SIAM International Conference on Data Mining. Second SIAM International Conference on Data Mining , SIAM, 95-111.

Download

[img]
Preview
PDF - Post print
Download (1916Kb)

Description/Abstract

This paper proposes an enabling data parallel local learning methodology for handling
large data regression through the Gaussian Process (GP) modeling paradigm.
The proposed model achieves parallelism by employing a specialized compactly
supported covariance function defined over spatially localized clusters. The associated
load balancing constraints arising from data parallelism are satisfied using a
novel greedy clustering algorithm, GeoClust producing balanced clusters localized
in space. Further, the use of the proposed covariance function as a building block
for GP models is shown to decompose the maximum likelihood estimation problem
into smaller decoupled subproblems. The attendant benefits which include a significant
reduction in training complexity, as well as sparse predictive models for the
posterior mean and variance make the present scheme extremely attractive. Experimental
investigations on real and synthetic data demonstrate that the current
approach can consistently outperform the state-of-the-art Bayesian Committee Machine
(BCM) which employs a random data partitioning strategy. Finally, extensive
evaluations over a grid-based computational infrastructure using the NetSolve distributed
computing system show that the present approach scales well with data
and could potentially be used in large-scale data mining applications.

Item Type: Book Section
Related URLs:
Subjects: T Technology
Divisions: University Structure - Pre August 2011 > School of Engineering Sciences
ePrint ID: 21993
Date Deposited: 29 Mar 2006
Last Modified: 27 Mar 2014 18:11
URI: http://eprints.soton.ac.uk/id/eprint/21993

Actions (login required)

View Item View Item

Downloads from ePrints over the past year. Other digital versions may also be available to download e.g. from the publisher's website.

View more statistics