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Efficient Gaussian Process Classification Using Pólya-Gamma Data Augmentation

AAAI 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Sparse variational Gaussian processes · 17 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use Pólya-Gamma augmentation with closed-form stochastic natural-gradient updates instead of SVGPCGP classification · HiggsTime (seconds): 294 ± 54 -> 23 ± 0.88Helped
Use Pólya-Gamma augmentation with closed-form stochastic natural-gradient updates instead of EPGPCGP classification · SUSYTime (seconds): 10,000 -> 14 ± 0.29Helped
Use X-GPC rather than EPGPCGP classification · IJCNNError: 0.02 ± 0.01 -> 0.03 ± 0.01Hurt
Use X-GPC rather than EPGPCGP classification · wXaTime (seconds): 1.4 ± 0.10 -> 66 ± 16Hurt
Increase the number of inducing points (ablation)X-GPC, SVGPC, and EPGPC · ShuttlePrediction errorHelped
Use fewer than 128 inducing points (ablation)SVGPC · ShuttlePrediction errorMixed

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