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Research map / Probabilistic and scientific modeling / Uncertainty and Gaussian processes

Parametric Gaussian Process Regressors

ICML 2020 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: PAC-Bayes and decoupled GP learning · 8 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
directly optimize the predictive distribution with PPGPRscalable GP regression · 12 UCI regression datasetsNLL: ~0.35 natsHelped
use PPGPRscalable GP regression · 12 UCI regression datasetsRMSEMixed
use SVGP instead of MAPsparse GP regression · 12 UCI regression datasetsNLL: ~0.05 natsHelped
increase variance-function capacity from delta to mean-field to full covariance (ablation)PPGPR · UCI regression datasetsNLLHelped
increase variance-function capacity from delta to mean-field to full covariance (ablation)PPGPR · UCI regression datasetsRMSEHurt
decouple mean and variance functions and use separate inducing locations with diagonal covariance (ablation)PPGPR-MFD · UCI regression datasetsRMSEHelped
use the PPGPR objective instead of the corresponding inference objective (ablation)PPGPR-delta versus MAP · UCI regression datasetslog likelihoodHelped
use the PPGPR objective instead of the corresponding inference objective (ablation)PPGPR-Chol versus SVGP · UCI regression datasetsRMSEHurt
vary the regularization coefficient from 0 to 1 (ablation)PPGPR · five smallest UCI datasetsRMSE: no more than 5% (relative)No clear effect
vary the regularization coefficient from 0 to 1 (ablation)PPGPR · five smallest UCI datasetslog likelihood: no more than 0.05 natsNo clear effect

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