The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M `pseudo-inputs', thereby reducing complexity from N^3 to NM^2. One limitation of th…
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14 results for “pseudo-inputs”
The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its…
Proposes training neural networks to predict uncertainty for out-of-distribution inputs.
problem Poor uncertainty predictions for out-of-distribution inputs limit model robustness.
method Generates pseudo-inputs in low-density regions and trains a Bayesian framework.
result Yields robust and interpretable uncertainty predictions.
We study large-scale spatial systems that contain exogenous variables, e.g. environmental factors that are significant predictors in spatial processes. Building predictive models for such processes is challenging because the large numbers of observations present makes it inefficient to apply full Kriging. In order to r…
Graph Convolutional Gaussian Processes predict missing links.
problem Link prediction in large graphs.
method Simplified graph convolutions and variational inducing point method.
result Consistent improvements over existing models and competitive performance.
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a principled method to handle streaming data in which both the posterior distribution ov…
Standard sparse pseudo-input approximations to the Gaussian process (GP) cannot handle complex functions well. Sparse spectrum alternatives attempt to answer this but are known to over-fit. We suggest the use of variational inference for the sparse spectrum approximation to avoid both issues. We model the covariance fu…
A new framework for recycling Gaussian process approximations.
problem Efficiently combining multiple Gaussian process approximations.
method Construct variational ensembles using a dictionary of fitted Gaussian processes.
result Framework allows for various tasks and scalability.
A modular GP framework for efficient transfer learning.
problem Efficiently transfer knowledge across different tasks or datasets.
method Modular variational Gaussian processes (GPs) with a dictionary of well-fitted GPs.
result Reduces computational costs and allows the transfer of uncertainty metrics.
VAE with a VampPriorcs.LG
Many different methods to train deep generative models have been introduced in the past. In this paper, we propose to extend the variational auto-encoder (VAE) framework with a new type of prior which we call "Variational Mixture of Posteriors" prior, or VampPrior for short. The VampPrior consists of a mixture distribu…
A new method for efficient Gaussian process regression reduces complexity and improves scalability.
problem Efficient Gaussian process regression for large datasets.
method Learnable coreset-based variational inference for Gaussian processes.
result CVGP reduces the dimensionality of the variational parameter search space to linear complexity.
Variational autoencoder (VAE) is a deep generative model for unsupervised learning, allowing to encode observations into the meaningful latent space. VAE is prone to catastrophic forgetting when tasks arrive sequentially, and only the data for the current one is available. We address this problem of continual learning …
Local GP approach improves simulation efficiency for large datasets.
problem High computational cost of traditional Gaussian processes for large-scale simulations.
method Hybridizes global and local GP approximations with strategic placement of inducing points.
result Local inducing points enhance accuracy and computational efficiency.
Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate GP methods have been proposed that essentially map the large dataset into a sma…