论文标题

域间和多价高斯流程的框架

A Framework for Interdomain and Multioutput Gaussian Processes

论文作者

van der Wilk, Mark, Dutordoir, Vincent, John, ST, Artemev, Artem, Adam, Vincent, Hensman, James

论文摘要

在大规模问题中使用高斯流程(GPS)的一个障碍,作为深度学习系统中的组成部分,需要定制派生和实现模型或推理中的微小变化。为了改善GPS的效用,我们需要一个模块化系统,该系统可以快速实施和测试,如神经网络社区所示。我们提出了一个数学和软件框架,用于在GPS中进行可扩展的近似推断,该推断结合了域间近似值和多个输出。我们在GPFlow中实现的框架为许多现有的多输出模型以及最新的卷积结构提供了一个统一的接口。这简化了使用GP的深层模型的创建,我们希望这项工作将鼓励人们对这种方法更加兴趣。

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to improve the utility of GPs we need a modular system that allows rapid implementation and testing, as seen in the neural network community. We present a mathematical and software framework for scalable approximate inference in GPs, which combines interdomain approximations and multiple outputs. Our framework, implemented in GPflow, provides a unified interface for many existing multioutput models, as well as more recent convolutional structures. This simplifies the creation of deep models with GPs, and we hope that this work will encourage more interest in this approach.

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