Online sparse matrix gaussian process regression and visual applications

Abstract

An online sparse matrix Gaussian process (OSMGP) uses online updates to provide an accurate and efficient regression for applications such as pose estimation and object tracking. A regression calculation module calculates a regression on a sequence of input images to generate output predictions based on a learned regression model. The regression model is efficiently updated by representing a covariance matrix of the regression model using a sparse matrix factor (e.g., a Cholesky factor). The sparse matrix factor is maintained and updated in real-time based on the output predictions. Hyperparameter optimization, variable reordering, and matrix downdating techniques can also be applied to further improve the accuracy and/or efficiency of the regression process.