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Consensus-based Recursive Multi-Output Gaussian Process
arXiv:2604.10146v1 Announce Type: new Abstract: Multi-output Gaussian Processes provide principled uncertainty-aware learning of vector-valued fields but are difficult to deploy in large-scale, distri
arXiv:2604.10146v1 Announce Type: new Abstract: Multi-output Gaussian Processes provide principled uncertainty-aware learning of vector-valued fields but are difficult to deploy in large-scale, distributed, and streaming settings due to their computational and centralized nature. This paper proposes a Consensus-based Recursive Multi-Output Gaussian Process (CRMGP) framework that combines recursive inference on shared basis vectors with neighbour-to-neighbour information-consensus updates. The resulting method supports parallel, fully distributed learning with bounded per-step computation while preserving inter-output correlations and calibrated uncertainty. Experiments on synthetic wind fields and real LiDAR data demonstrate that CRMGP achieves competitive predictive performance and reliable uncertainty calibration, offering a scalable alternative to centralized Gaussian process models for multi-agent sensing applications.
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Source: arXiv cs.LG | 2026-04-14