Cohen, S;
Mbuvha, R;
Marwala, T;
Deisenroth, MP;
(2021)
Healing Products of Gaussian Processes.
In:
(Proceedings) Proceedings of the 37th International Conference on Machine Learning.
(pp. pp. 2068-2077).
PMLR
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Abstract
Gaussian processes (GPs) are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of the data. In particular, product-of-expert models combine the predictive distributions of local experts through a tractable product operation. While these expert models allow for massively distributed computation, their predictions typically suffer from erratic behaviour of the mean or uncalibrated uncertainty quantification. By calibrating predictions via a tempered softmax weighting, we provide a solution to these problems for multiple product-of-expert models, including the generalised product of experts and the robust Bayesian committee machine. Furthermore, we leverage the optimal transport literature and propose a new product-of-expert model that combines predictions of local experts by computing their Wasserstein barycenter, which can be applied to both regression and classification.
| Type: | Proceedings paper |
|---|---|
| Title: | Healing Products of Gaussian Processes |
| Event: | Proceedings of the 37th International Conference on Machine Learning |
| Open access status: | An open access version is available from UCL Discovery |
| Publisher version: | http://proceedings.mlr.press/v119/cohen20b.html |
| Language: | English |
| Additional information: | This work is licensed under a Creative Commons Attribution 4.0 International License. The images or other third party material in this article are included in the Creative Commons license, unless indicated otherwise in the credit line; if the material is not included under the Creative Commons license, users will need to obtain permission from the license holder to reproduce the material. To view a copy of this license, visit http://creativecommons.org/licenses/by/4.0/ |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10123403 |
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