# Sparse Variational Contaminated Noise Gaussian Process Regression with Applications in Geomagnetic Perturbations Forecasting

arXiv: https://arxiv.org/abs/2402.17570 · HTML: https://mlsanity.com/paper/2402.17570/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 15 of its 43 references that are in the map.
- First posted on arXiv 27 Feb 2024.

## Builds on (most cited first, 15 of 15)

- [Adam: A Method for Stochastic Optimization](https://mlsanity.com/paper/1412.6980/) (2014)
- [PyTorch: An Imperative Style, High-Performance Deep Learning Library](https://mlsanity.com/paper/1912.01703/) (2019)
- [Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning](https://mlsanity.com/paper/1506.02142/) (2015)
- [Variational Inference: A Review for Statisticians](https://mlsanity.com/paper/1601.00670/) (2016)
- [GPyTorch: Blackbox Matrix-Matrix Gaussian Process Inference with GPU Acceleration](https://mlsanity.com/paper/1809.11165/) (2018)
- [Gaussian Processes for Big Data](https://mlsanity.com/paper/1309.6835/) (2013)
- [Scalable Variational Gaussian Process Classification](https://mlsanity.com/paper/1411.2005/) (2014)
- [When Gaussian Process Meets Big Data: A Review of Scalable GPs](https://mlsanity.com/paper/1807.01065/) (2018)
- [Understanding predictive information criteria for Bayesian models](https://mlsanity.com/paper/1307.5928/) (2013)
- [Robust and Conjugate Gaussian Process Regression](https://mlsanity.com/paper/2311.00463/) (2023)
- [DeepGUM: Learning Deep Robust Regression with a Gaussian-Uniform Mixture Model](https://mlsanity.com/paper/1808.09211/) (2018)
- [Robust Gaussian Process Regression with Huber Likelihood](https://mlsanity.com/paper/2301.07858/) (2023)
- [Robust Gaussian Process Regression Based on Iterative Trimming](https://mlsanity.com/paper/2011.11057/) (2020)
- [Global geomagnetic perturbation forecasting using Deep Learning](https://mlsanity.com/paper/2205.12734/) (2022)
- [A gray-box model for a probabilistic estimate of regional ground magnetic perturbations: Enhancing the NOAA operational Geospace model with machine learning](https://mlsanity.com/paper/1912.01038/) (2019)

## Abstract (arXiv)

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal likelihood function to better account for heteroscedastic variance and outlier noise. We propose a scalable inference algorithm based on the Sparse Variational Gaussian Process (SVGP) method for fitting sparse Gaussian process regression models with contaminated normal noise on large datasets. We examine an application to geomagnetic ground perturbations, where the state-of-the-art prediction model is based on neural networks. We show that our approach yields shorter prediction intervals for similar coverage and accuracy when compared to an artificial dense neural network baseline.
