Online Gradient Computation for Warping Gaussian Process Transformations
Warped Gaussian processes (GPs) handle non-Gaussian observations by mapping them into a latent standard GP via a parametric transformation called warping. Existing streaming variants, however, either optimize the warping parameters periodically or sacrifice analytical tractability for a higher model capacity. To bridge this gap, we show that the gradient of the instantaneous negative log-likelihood of a warped GP admits an exact recursive computation. Based on this result, we propose a novel online method for warped GPs that jointly updates the latent GP moments and optimizes the warping parameters.
| Authors | Emilio Ruiz-Moreno, Konstantinos Slavakis, Baltasar Beferull-Lozano |
|---|---|
| Primary category | cs.LG |
| Published | 15 September 2026 |
| Last updated at source | 15 September 2026 |
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