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Scalable Training of Inference Networks for Gaussian-Process Models

ICML 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Sparse variational Gaussian processes · 2 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GPNet instead of SVGP with 500 inducing pointsGP regression inference · Kin8nmRMSE: 0.074$\pm$0.000 -> 0.067$\pm$0.000Helped
Use GPNet instead of SVGP with 500 inducing pointsGP regression inference · EnergyTest log likelihood: -0.600$\pm$0.033 -> -0.847$\pm$0.013Hurt
Use stochastic functional mirror descent for minibatch training instead of the FBNN heuristic objectiveRFE inference network · Kin8nmRMSE: 0.072$\pm$0.000 -> 0.067$\pm$0.000Helped
Use GPNet instead of FBNN minibatch trainingRFE inference network · Airline DelayRMSE: 24.114 -> 23.675Helped
Use GPNet with a CNN-GP prior instead of Conv GPCNN-GP classification · CIFAR10Test error rate: 35.4\% -> 24.63\%Helped
Update GP hyperparameters during training (ablation)FBNN, M=100 · Airline DelayRMSE: 27.186Hurt
Increase measurement-point count from M=2 or 5 to M=20 (ablation)GPNet · Snelson synthetic datasetprediction accuracyMixed
Increase inducing-point count from M=2 or 5 to M=20 (ablation)SVGP · Snelson synthetic datasetprediction accuracyHelped
Use the heuristic minibatch objective instead of the shared global objective (ablation)FBNN · Snelson synthetic datasetpredictive uncertainty calibrationHurt

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