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Doubly Stochastic Variational Inference for Deep Gaussian Processes

2017-05-24 · NeurIPS 2017 12 · Hugh Salimbeni, Marc Deisenroth

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs, but inference in these models has proved challenging. Existing approaches to inference in DGP models assume approximate posteriors that force independence between the layers, and do not work well in practice. We present a doubly stochastic variational inference algorithm, which does not force independence between layers. With our method of inference we demonstrate that a DGP model can be used effectively on data ranging in size from hundreds to a billion points. We provide strong empirical evidence that our inference scheme for DGPs works well in practice in both classification and regression.

📄 PDF Abstract BibTeX arXiv:1705.08933

Code (8)

ICL-SML/Doubly-Stochastic-DGP 공식 구현 tf
SourangshuGhosh/Doubly-Stochastic-DGP tf
SourangshuGhosh/Doubly-Stochastic-Deep-Gaussian-Process tf
cornellius-gp/gpytorch pytorch
felixopolka/deep-gaussian-process tf
pyro-ppl/pyro pytorch
thomaspinder/Doubly-Stochastic-GPs tf
ucl-sml/doubly-stochastic-dgp tf

Tasks

Gaussian ProcessesGeneral ClassificationregressionVariational Inference

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