Efficient Gaussian process learning via subspace projections

Fuente: arXiv
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Auteurs principaux: Cazelles, Elsa, Tobar, Felipe
Format: Preprint
Publié: 2026
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author Cazelles, Elsa
Tobar, Felipe
author_facet Cazelles, Elsa
Tobar, Felipe
contents We propose a novel training objective for GPs constructed using lower-dimensional linear projections of the data, referred to as \emph{projected likelihood} (PL). We provide a closed-form expression for the information loss related to the PL and empirically show that it can be reduced with random projections on the unit sphere. We show the superiority of the PL, in terms of accuracy and computational efficiency, over the exact GP training and the variational free energy approach to sparse GPs over different optimisers, kernels and datasets of moderately large sizes.
format Preprint
id arxiv_https___arxiv_org_abs_2601_16332
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Efficient Gaussian process learning via subspace projections
Cazelles, Elsa
Tobar, Felipe
Machine Learning
Signal Processing
We propose a novel training objective for GPs constructed using lower-dimensional linear projections of the data, referred to as \emph{projected likelihood} (PL). We provide a closed-form expression for the information loss related to the PL and empirically show that it can be reduced with random projections on the unit sphere. We show the superiority of the PL, in terms of accuracy and computational efficiency, over the exact GP training and the variational free energy approach to sparse GPs over different optimisers, kernels and datasets of moderately large sizes.
title Efficient Gaussian process learning via subspace projections
topic Machine Learning
Signal Processing
url https://arxiv.org/abs/2601.16332