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[Submitted on 28 May 2024] View a PDF of the paper titled Improving Linear System Solvers for Hyperparameter Optimisation in Iterative Gaussian Processes, by Jihao Andreas Lin and Shreyas Padhy and Bruno Mlodozeniec and Javier Antor'an and Jos'e Miguel Hern'andez-Lobato View PDF Abstract:Scaling hyperparameter optimisation to very large datasets remains an open problem in the Gaussian process community. This paper focuses on iterative methods, which use linear system solvers, like conjugate gradients, alternating projections or stochastic gradient descent, to construct an estimate of the marginal likelihood gradient. We discuss three key improvements which are applicable across solvers: (i) a pathwise…