I'm exploring the limitations of Gaussian processes and would like to understand the potential drawbacks or challenges associated with using them. Specifically, I'm interested in computational complexity, interpretability, and any other known issues.
6 answers
Carolina
Thu Nov 28 2024
As a result, Gaussian Processes are often not suitable for large-scale data analysis tasks, where the number of data points can be extremely high.
TaegeukChampionCourageousHeartWarrior
Thu Nov 28 2024
Another limitation of Gaussian Processes lies in the choice of covariance kernel. The performance of Gaussian Processes heavily depends on the selection of an appropriate covariance kernel.
SsamziegangStroll
Thu Nov 28 2024
Gaussian Processes face limitations in terms of slow inference. This is primarily due to the high computational cost associated with computing the inverse of the covariance matrix.
BlockchainLegendary
Thu Nov 28 2024
Different covariance kernels can lead to vastly different results, and there is no universally optimal choice. This requires careful consideration and experimentation to find the best-suited kernel for a given problem.
BonsaiVitality
Thu Nov 28 2024
The time complexity of computing the inverse of the covariance matrix is O(N3), where N represents the number of data points. This makes exact inference impractical for datasets containing more than a few thousand data points.