A matching pursuit approach to sparse Gaussian process regression
Sathiya Keerthi, Wei Chu · 2005
In this paper we propose a new basis selection criterion for building sparse GP regression models that provides promising gains in accuracy as well as efficiency over previous methods. Our algorithm is much faster than that of Smola and Bartlett, while, in generalization it greatly outperforms the information gain approach proposed by Seeger et al, especially on the quality of predictive distributions. 1