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Bayesian Active Learning with Fully Bayesian Gaussian Processes

NeurIPS 2022 · Probabilistic and scientific modeling › Uncertainty and Gaussian processes · approach: PAC-Bayes and decoupled GP learning · 9 citations (OpenAlex)

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Measured effects reported in the paper

What was changedWhereMeasuredEffect
use B-QBC (committee from hyperparameter posterior samples) instead of ALMFBGP active learning · 6 simulators overallNLML relative AUC decrease: 0.0 -> 41.3Helped
use QB-MGP (B-ALM + B-QBC variance of mixture) instead of ALMFBGP active learning · 6 simulators overallRMSE relative AUC decrease: 0.0 -> 12.0Helped
use B-QBC instead of ALM, RMSEFBGP active learning · 6 simulators overallRMSE relative AUC decrease: 0.0 -> 9.2Helped
use BALD instead of ALMFBGP active learning · 6 simulators overallRMSE relative AUC decrease: 0.0 -> -48.6Hurt
use BALD instead of ALM, NLMLFBGP active learning · 6 simulators overallNLML relative AUC decrease: 0.0 -> -8.0Mixed
use Bayesian B-ALM (average over posterior samples) instead of ALMFBGP active learning · 6 simulators overallNLML relative AUC decrease: 0.0 -> 16.1Helped
add B-ALM variance term to B-QBC to form QB-MGPFBGP active learning · Gramacy2dRMSE relative AUC decrease: 5.9 -> 8.8Helped
add B-ALM variance term to B-QBC to form QB-MGPFBGP active learning · Motorcycle (heteroscedastic noise)performance curveHelped
QB-MGP replaces B-QBC for NLMLFBGP active learning · 6 simulators overallNLML relative AUC decrease: 41.3 -> 29.3Hurt

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