Graph Random Features for Scalable Gaussian Processes
We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference with GRFs enjoys $O(N^{3/2})$ time complexity with respect to the number of nodes $N$, compared to $O(N^3)$ for exact kernels. Substantial wall-clock speedups and memory savings unlock Bayesian optimisation on graphs with over $10^6$ nodes on a single computer chip, whilst preserving competitive performance.
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Bayesian InferenceGaussian ProcessesSimilar Papers 제목 키워드 기반
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