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Multi-resolution Multi-task Gaussian Processes

NeurIPS 2019 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Structured Gaussian process models · 18 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use a composite likelihood with information-theoretic weight correction instead of a product likelihoodMR-GP · Synthetic dependent observation processesposterior variance calibrationHelped
Assume a product likelihood for dependent observation processesGaussian process model · Synthetic dependent observation processesposterior uncertainty calibrationHurt
Use MR-DGP to learn mappings between observation processesAir pollution estimation across London · London NO2RMSEHelped
Use MR-DGP rather than the alternative approaches to model scaling biasesAir pollution estimation models · Synthetic biased observation processesRMSEHelped
Use a tree-structured mixture of experts instead of a cascade (ablation)MR-DGP · MR-DGP comparison experimentspredictive performanceHelped
Use aggregation-region integrals instead of center pointsMulti-resolution GP models · Inter-task multi-resolution PM25 predictionmissing-data predictive MSEHelped
Constrain GPRN weights to be positive using an exponential transform (ablation)MR-GPRN · Multi-resolution predictionpredictive performanceHelped

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