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Streaming Sparse Gaussian Process Approximations
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Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use streaming sparse variational free energy (SSGP) instead of GP, SGP, or SVI | Time-series regression · Pseudo periodic and TIMIT time-series | marginal log-likelihood | Helped |
| Use streaming sparse variational free energy (SSGP) instead of GP, SGP, or SVI | Time-series regression · Pseudo periodic and TIMIT time-series | RMSE | Helped |
| Increase the number of pseudo-points (ablation) | SSGP · Time-series regression | accuracy | Helped |
| Use SSGP instead of GP or SGP | Regression · OS Terrain 50 | RMSE | Helped |
| Use SSGP instead of GP or SGP | Regression · OS Terrain 50 | marginal log-likelihood | Hurt |
| Use SSGP instead of batch sparse variational inference | Sparse GP classification · banana | performance | No clear effect |
| Use higher alpha values instead of the variational limit (ablation) | Online alpha-divergence SSGP · Toy online regression | test log-likelihood | Hurt |
| Set alpha to 0.01 (ablation) | Online alpha-divergence SSGP · Pseudo periodic dataset | test log-likelihood: alpha=0.01 is virtually identical to VFE | No clear effect |
| Vary the SVI learning rate among 0.001, 0.01, and 0.1 (ablation) | SVI · Time-series regression | performance | No clear effect |
| Apply vanilla streaming variational Bayes for hyperparameter learning (ablation) | Streaming GP · Hyperparameter learning | performance | Hurt |
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