Computation time for policy optimization about pilco

[NicolayP]

My guess is that this is inherently due to the very nature of Gaussian Processes. GPs keeps all the data in memory that will then be used to do a prediction. The more you run pilco the more samples will be collected and thus the prediction time will increase. If your familiar with the big O notation, gp prediction time is O(n^3) where n is the number of samples. There is some research going on to reduce this ( sparse gaussians etc) but in the overall, the more samples you have, the longer the policy optimization will be.

[nrontsis]

I think I agree with @NicolayP. You might want to use sparse gaussian processes, which are already implemented in PILCO.

Let me know if this helps with your problem.

[dqxajzh]

Thank you for your help @nrontsis @NicolayP, I will try the sparse gaussian processes PILCO