Dividing Local Gaussian Processes for Online Learning Regression
Overview
We implement and extend the Dividing Local Gaussian Process algorithm by Lederer et al. (2020) doi:10.48550/arXiv.2006.09446. Its main use case is in online learning where it is used to train a network of local GPs (referred to as tree) by cleverly partitioning the input space. In contrast to a single GP, 'GPTreeO' is able to deal with larger amounts of data. The package includes methods to create the tree and set its parameter, incorporating data points from a data stream as well as making joint predictions based on all relevant local GPs.
- Add option for continual forgetting by setting
cont_forget_max_leaves - Add option to merge new point with existing point by setting
merge_point_dist - Add
verboseargument to control the amount of information the package prints to console - Perform additional training on the root node to have predictions available earlier
- Allow for the user to set the number of residuals using
use_n_residualsin theerror_scaler - Add method to plot the tree structure
plot_tree_structure - Add method to get the
leaf_keyfor a training pointget_leaf_key_from_training_point - Added vignette for basic
GPTreeOfunctionality - Improve numerical stability of prediction uncertainty
- Fixed bug that set user-specified
gp_control$controlto an empty list - Added option to not inherit GP optimization starting point from parent leaf by setting
start_gp_opt_from_parent_pars - Add option to scale the
lowerandupperbound throughbound_scalefor theDiceKrigingwrapper
Show all changes in 1.1.0Hide the rest of the changes in 1.1.0
- For the
DiceKrigingwrapper, make local GP parameter choices more stable by reducing defaultbound_scaleto 10 (was 100) - Minor code simplifications and efficiency improvements
From NEWS.md in the release
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK14 OK2026-03-10
Documentation
- Help pages
- 6
- Examples that run
- 100%1 run in a plain check
- Exported functions with examples
- 17%
- Documented parameters
- 100%
- Return-value docs
- 17%
- Help pages citing references
- 0%
Downloads
Dependencies
Code & Tests
People & History
Package metadata
- First published
- 2024-09-23
- Total releases
- 3 / 2 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 386 KB
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