부산대학교 도서관

Bayesian nonparametric methods provide a convenient and well-founded framework for constructing spatio-temporally evolving ensemble models. They not only provide a flexible way to weight different underlying models in an ensemble according to the strengths of each model on different regions of the input space, but also allow for quantification of the ensemble’s uncertainty. However, computational costs can pose a challenge to kernel-based ensemble methods when spatio-temporal resolution is high, such as environmental models. We propose a Bayesian Nonparametric Ensemble (BNE) method for spatio-temporal ensemble learning based on the Gaussian process. Our ensemble relies on theoretically well-founded linearized approximations to the Gaussian process to adaptively weight the underlying models in a way that is scalable and amenable to stochastic learning methods. We investigate both the random Fourier feature and Nystrom approaches in this setting. We demonstrate the practicality and usefulness of the approximate model on the problem of air pollution prediction across the contiguous USA over a 6 year period.