The time complexity of the standard Gaussian Process (GP) model is $O(n^3)$, while for the nearest neighbor GP (nnGP) model, it is $O(n * m ^ 3)$, where $m$ is the number of neighbors. An in-depth discussion on achieving these complexities is outside the scope of this paper. Readers interested in further details can refer to @Ren_2021_bayesian. This section focuses on comparing the wall clock time of standard GP and nnGP models in calculating the Conditional Exposure Response Function (CERF) at a specific exposure level, $w$. We set the hyper-parameters to values at $\alpha = \beta = \gamma/\sigma = 1$. \autoref{fig:performance} shows the comparison of standard GP model with nnGP utilizing 50 nearest neighbors. Due to the differing parallelization architectures of the standard GP and nnGP in our package, we conducted this benchmark on a single core. The sample size was varied from 3,000 to 10,000, a range where nnGP begins to demonstrate notable efficiency over the standard GP. We repeat the process 20 times with different seed values. We plotted wall clock time against sample size for both methods. To enhance the visualization of the increasing rate of wall clock time, we applied a log transformation to both axes. For this specific set of analyses the estimated slope of 3.09 (ideally 3) for standard GP aligns with its $O(n^3)$ time complexity. According to the results, a sample size of 10,000 data samples is not large enough to establish a meaningful relationship for the time complexity of the nnGP model effectively.
0 commit comments