Lightweight Distributed Gaussian Process Regression for Online Machine Learning

Zhenyuan Yuan, Minghui Zhu

Research output: Contribution to journalArticlepeer-review


In this article, we study the problem where a group of agents aims to collaboratively learn a common static latent function through streaming data. We propose a lightweight distributed Gaussian process regression (GPR) algorithm that is cognizant of agents' limited capabilities in communication, computation, and memory. Each agent independently runs agent-based GPR using local streaming data to predict test points of interest; then, the agents collaboratively execute distributed GPR to obtain global predictions over a common sparse set of test points; finally, each agent fuses results from distributed GPR with agent-based GPR to refine its predictions. By quantifying the transient and steady-state performances in predictive variance and error, we show that limited interagent communication improves learning performances in the sense of Pareto. Monte Carlo simulation is conducted to evaluate the developed algorithm.

Original languageEnglish (US)
Pages (from-to)3928-3943
Number of pages16
JournalIEEE Transactions on Automatic Control
Issue number6
StatePublished - Jun 1 2024

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

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