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Gaussian Process Conditional Density Estimation

NeurIPS 2018 · Probabilistic and scientific modeling › Variational and generative sampling · approach: Likelihood-free and graphical model estimation · 30 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use GP-CDE instead of C-KDEConditional density estimation · Manhattan taxi drop-offs, 1K training pointsNLPP: 2.40 -> 2.31Helped
Use GP-CDE instead of C-KDEConditional density estimation · Manhattan taxi drop-offs, 5K training pointsNLPP: 2.38 -> 2.22Helped
Use MDN-50 instead of GP-CDEConditional density estimation · Manhattan taxi drop-offs, 1M training pointsNLPP: 2.13 -> 1.97Helped
Use GP-CDE instead of CVAEImage density estimation · MNIST, 2 images per classTest log-likelihood, optimized σ²: \text{-}1296.63 -> 74.01Helped
Use CVAE instead of GP-CDEImage density estimation · MNIST, 512 images per classTest log-likelihood, optimized σ²: 124.2 -> 244.88Helped
Use natural gradients instead of Adam for variational parameters (ablation)Unconditional GP-LVM · 100 MNIST '1' digitsTest log-likelihood: -0.13 -> 1.02Helped
Use the analytically optimal free-form latent posterior instead of Gaussian q(w) (ablation)GP-CDE · 10 UCI regression datasetsTest log-likelihoodHelped
Use natural gradients instead of ordinary gradients for GP variational parameters (ablation)GP-CDE inference · Mini-batched training with uncertain inputsOptimization performanceHelped
Condition the density estimator on pick-up location and time instead of ignoring conditionsKDE · Manhattan taxi drop-offsNLPPHelped
Remove the condition inputs (ablation)GP-CDE, yielding GP-LVM · Manhattan taxi drop-offsNLPP: 2.31 vs 2.61; 2.22 vs 2.52; 2.13 vs 2.43Hurt
Remove the latent variables (ablation)GP-CDE, yielding GP regression · Manhattan taxi drop-offsNLPP: 2.31 vs 2.68; 2.22 vs 2.67; 2.13 vs 2.67Hurt

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