Resumen
Bayesian inference using Gaussian processes on large datasets have been studied extensively over the past few years. However, little attention has been given on how to apply these on a high resolution input space. By approximating the set of test points (where we want to make predictions, not the set of training points in the dataset) by a kd-tree, a multi-resolution data structure arises that allows for considerable gains in performance and memory usage without a significant loss of accuracy. In this paper, we study the feasibility and efficiency of constructing and using such a kd-tree in Gaussian process regression. We propose a cut-off rule that is easy to interpret and to tune. We show our findings on generated toy data in a 3D point cloud and a simulated 2D vibrometry example. This survey is beneficial for researchers that are working on a high resolution input space. The kd-tree approximation outperforms the naïve Gaussian process implementation in all experiments.