Online Sparse Matrix Gaussian Process Regression and Vision Applications

We present a new Gaussian Process inference algorithm, called Online Sparse Matrix Gaussian Processes (OSMGP), and demonstrate its merits with a few vision applications. The OSMGP is based on the observation that for kernels with local support, the Gram matrix is typically sparse. Maintaining and updating the sparse Cholesky factor of the Gram matrix can be done efficiently using Givens rotations. This leads to an exact, online algorithm whose update time scales linearly with the size of the Gram matrix. Further, if approximate updates are permissible, the Cholesky factor can be maintained at a constant size using hyperbolic rotations to remove certain rows and columns corresponding to discarded training examples. We demonstrate that, using these matrix downdates, online hyperparameter estimation can be included without affecting the linear runtime complexity of the algorithm. The OSMGP algorithm is applied to headpose estimation and visual tracking problems. Experimental results demon...

• Type: Conference
• Year: 2008
• Where: ECCV
• Authors: Ananth Ranganathan, Ming-Hsuan Yang
• Keywords: Computer Vision, ECCV 2008, Gram Matrix, Online Algorithm, Online Sparse Matrix, Process Inference Algorithm, Sparse Cholesky Factor