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Decentralized Online Ensembles of Gaussian Processes for Multi-Agent Systems

  • Stony Brook University

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

1 Scopus citations

Abstract

Flexible and scalable decentralized learning solutions are fundamentally important in the application of multi-agent systems. While several recent approaches introduce (ensembles of) kernel machines in the distributed setting, Bayesian solutions are much more limited. We introduce a fully decentralized, asymptotically exact solution to computing the random feature approximation of Gaussian processes. We further address the choice of hyperparameters by introducing an ensembling scheme for Bayesian multiple kernel learning based on online Bayesian model averaging. The resulting algorithm is tested against Bayesian and frequentist methods on simulated and real-world datasets.

Original languageEnglish
Title of host publication2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2025 - Proceedings
EditorsBhaskar D Rao, Isabel Trancoso, Gaurav Sharma, Neelesh B. Mehta
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9798350368741
DOIs
StatePublished - 2025
Event2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2025 - Hyderabad, India
Duration: Apr 6 2025Apr 11 2025

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Conference

Conference2025 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2025
Country/TerritoryIndia
CityHyderabad
Period04/6/2504/11/25

Keywords

  • Gaussian processes
  • distributed learning
  • multi-agent systems

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