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Subset-of-Data Variational Inference for Deep Gaussian-Processes Regression
A. Jain, , M.E. Khan
Published in Association For Uncertainty in Artificial Intelligence (AUAI)
2021
Volume: 161
   
Pages: 1362 - 1370
Abstract
Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian Processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing inputs and their locations across layers. In this paper, we simplify the training by setting the locations to a fixed subset of data and sampling the inducing inputs from a variational distribution. This reduces the trainable parameters and computation cost without significant performance degradations, as demonstrated by our empirical results on regression problems. Our modifications simplify and stabilize DGP training while making it amenable to sampling schemes for setting the inducing inputs. © 2021 37th Conference on Uncertainty in Artificial Intelligence, UAI 2021. All Rights Reserved.
About the journal
Journal37th Conference on Uncertainty in Artificial Intelligence, UAI 2021
PublisherAssociation For Uncertainty in Artificial Intelligence (AUAI)
ISSN26403498
Open AccessNo