Efficient Deep Gaussian Process Models for Variable-Sized Inputs

Issam H. Laradji, Mark Schmidt, Vladimir Pavlovic, Minyoung Kim

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a deep random feature (DRF) expansion model, which makes inference tractable by approximating DGPs. However, DRF is not suitable for variable-sized input data such as trees, graphs, and sequences. We introduce the GP-DRF, a novel Bayesian model with an input layer of GPs, followed by DRF layers. The key advantage is that the combination of GP and DRF leads to a tractable model that can both handle a variable-sized input as well as learn deep long-range dependency structures of the data. We provide a novel efficient method to simultaneously infer the posterior of GP's latent vectors and infer the posterior of DRF's internal weights and random frequencies. Our experiments show that GP-DRF outperforms the standard GP model and DRF model across many datasets. Furthermore, they demonstrate that GP-DRF enables improved uncertainty quantification compared to GP and DRF alone, with respect to a Bhattacharyya distance assessment.

Original languageEnglish (US)
Title of host publication2019 International Joint Conference on Neural Networks, IJCNN 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9781728119854
DOIs
StatePublished - Jul 2019
Event2019 International Joint Conference on Neural Networks, IJCNN 2019 - Budapest, Hungary
Duration: Jul 14 2019Jul 19 2019

Publication series

NameProceedings of the International Joint Conference on Neural Networks
Volume2019-July

Conference

Conference2019 International Joint Conference on Neural Networks, IJCNN 2019
Country/TerritoryHungary
CityBudapest
Period7/14/197/19/19

All Science Journal Classification (ASJC) codes

  • Software
  • Artificial Intelligence

Keywords

  • Bayesian methods
  • Deep kernel methods
  • Gaussian processes
  • Random features

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