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AutoGP: Exploring the Capabilities and Limitations of Gaussian Process Models
Proceedings of the 33rd Conference on Uncertainty in Artificial Intelligence, PMLR R15:121-130, 2017.
Abstract
We investigate the capabilities and limitations of Gaussian process (GP) models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for hyperparameter learning alternative to the marginal likelihood. Our approach outperforms all previous GP methods on the MNIST dataset; performs comparatively to kernel-based methods using the RECTANGLES-IMAGE dataset; and breaks the 1% error-rate barrier in GP models on the MNIST8M dataset, while showing unprecedented scalability (8 million observations) in GP classification. Overall, our approach represents a significant breakthrough in kernel methods and GP models, bridging the gap between deep learning and kernel machines.