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Beyond the Mean-Field: Structured Deep Gaussian Processes Improve the Predictive Uncertainties

NeurIPS 2020 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: Sparse variational Gaussian processes · 1 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
Allow inducing outputs to covary across processes and layers rather than using mean-field independence (ablation)Fully-coupled DGP · UCI benchmark datasetsELBOHelped
Use the stripes-and-arrow covariance structure instead of a fully coupled covariance (ablation)Structured DGP · Protein UCI runtimeruntime: three times fasterHelped
Use stripes-and-arrow covariance rather than mean-field independence (ablation)DGP · Extrapolation across UCI datasetsmarginal test log-likelihood comparison frequency: 5/8 datasetsHelped
Use stripes-and-arrow covariance rather than mean-field independence (ablation)DGP · Interpolation on UCI datasetsmarginal test log-likelihoodNo clear effect
Analytically marginalise inducing outputs instead of Monte Carlo sampling them (ablation)Fully-coupled DGP · Concrete UCIELBO convergenceHelped
Use mean-field inference instead of stripes-and-arrow covariance (ablation)DGP · Kin8nm calibration under extrapolationuncertainty calibrationHurt
Use stripes-and-arrow covariance instead of mean-field independence (ablation)DGP · Kin8nm predictive uncertaintyuncertainty calibrationHelped

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