50,644 research outputs found
Forecasting of commercial sales with large scale Gaussian Processes
This paper argues that there has not been enough discussion in the field of
applications of Gaussian Process for the fast moving consumer goods industry.
Yet, this technique can be important as it e.g., can provide automatic feature
relevance determination and the posterior mean can unlock insights on the data.
Significant challenges are the large size and high dimensionality of commercial
data at a point of sale. The study reviews approaches in the Gaussian Processes
modeling for large data sets, evaluates their performance on commercial sales
and shows value of this type of models as a decision-making tool for
management.Comment: 1o pages, 5 figure
Speeding up neighborhood search in local Gaussian process prediction
Recent implementations of local approximate Gaussian process models have
pushed computational boundaries for non-linear, non-parametric prediction
problems, particularly when deployed as emulators for computer experiments.
Their flavor of spatially independent computation accommodates massive
parallelization, meaning that they can handle designs two or more orders of
magnitude larger than previously. However, accomplishing that feat can still
require massive supercomputing resources. Here we aim to ease that burden. We
study how predictive variance is reduced as local designs are built up for
prediction. We then observe how the exhaustive and discrete nature of an
important search subroutine involved in building such local designs may be
overly conservative. Rather, we suggest that searching the space radially,
i.e., continuously along rays emanating from the predictive location of
interest, is a far thriftier alternative. Our empirical work demonstrates that
ray-based search yields predictors with accuracy comparable to exhaustive
search, but in a fraction of the time - bringing a supercomputer implementation
back onto the desktop.Comment: 24 pages, 5 figures, 4 table
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