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Valeriy Avanesov commented on SPARK-23437: ------------------------------------------ I've created a repo. https://github.com/akopich/spark-gp > [ML] Distributed Gaussian Process Regression for MLlib > ------------------------------------------------------ > > Key: SPARK-23437 > URL: https://issues.apache.org/jira/browse/SPARK-23437 > Project: Spark > Issue Type: New Feature > Components: ML, MLlib > Affects Versions: 2.2.1 > Reporter: Valeriy Avanesov > Assignee: Apache Spark > Priority: Major > > Gaussian Process Regression (GP) is a well known black box non-linear > regression approach [1]. For years the approach remained inapplicable to > large samples due to its cubic computational complexity, however, more recent > techniques (Sparse GP) allowed for only linear complexity. The field > continues to attracts interest of the researches – several papers devoted to > GP were present on NIPS 2017. > Unfortunately, non-parametric regression techniques coming with mllib are > restricted to tree-based approaches. > I propose to create and include an implementation (which I am going to work > on) of so-called robust Bayesian Committee Machine proposed and investigated > in [2]. > [1] Carl Edward Rasmussen and Christopher K. I. Williams. 2005. _Gaussian > Processes for Machine Learning (Adaptive Computation and Machine Learning)_. > The MIT Press. > [2] Marc Peter Deisenroth and Jun Wei Ng. 2015. Distributed Gaussian > processes. In _Proceedings of the 32nd International Conference on > International Conference on Machine Learning - Volume 37_ (ICML'15), Francis > Bach and David Blei (Eds.), Vol. 37. JMLR.org 1481-1490. > -- This message was sent by Atlassian JIRA (v7.6.3#76005) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org