Abstract
We present how to perform exact large-scale multi-class Gaussian process classification with parameterized histogram intersec- tion kernels. In contrast to previous approaches, we use a full Bayesian model without any sparse approximation techniques, which allows for learning in sub-quadratic and classification in constant time. To handle the additional model flexibility induced by parameterized kernels, our ap- proach is able to optimize the parameters with large-scale training data. A key ingredient of this optimization is a new efficient upper bound of the negative Gaussian process log-likelihood. Experiments with image cate- gorization tasks exhibit high performance gains with flexible kernels as well as learning within a few minutes and classification in microseconds for databases, where exact Gaussian process inference was not possible before.