Efficient Updates for Data Association with Mixtures of Gaussian Processes

Publisher:
IEEE
Publication Type:
Conference Proceeding
Citation:
Proceedings - IEEE International Conference on Robotics and Automation, 2020, 00, pp. 335-341
Issue Date:
2020-05-01
Full metadata record
© 2020 IEEE. Gaussian processes (GPs) enable a probabilistic approach to important estimation and classification tasks that arise in robotics applications. Meanwhile, most GP-based methods are often prohibitively slow, thereby posing a substantial barrier to practical applications. Existing sparse methods to speed up GPs seek to either make the model more sparse, or find ways to more efficiently manage a large covariance matrix. In this paper, we present an orthogonal approach that memoises (i.e. reuses) previous computations in GP inference. We demonstrate that a substantial speedup can be achieved by incorporating memoisation into applications in which GPs must be updated frequently. Moreover, we derive a novel online update scheme for sparse GPs that can be used in conjunction with our memoisation approach for a synergistic improvement in performance. Across three robotic vision applications, we demonstrate between 40-100% speed-up over the standard method for inference in GP mixtures.
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