@xenophar Natural gradient descent gives a significant boost in the Gaussian observation case (minibatch training). I recommend the gpytorch/gpflow demos
Andreas Damianou (@adamianou) and Neil Lawrence (@lawrennd) are the recipients of the #AISTATS2023 Test of Time Award for their work on Deep Gaussian Processes!
@thomaspinder94 @stefanos_ele @markvanderwilk@jameshensman In jax it should be simpler with built-in forward mode, though what you already have is the most useful
Our new ICML paper shows how to build more interpretable Gaussian-Process Generalized Additive Models (GP-GAMs).
With @xiaoyulu2022 and @Boukouva1Alexis.
Here’s our GP-GAM on the SUSY dataset.
@louistiao It is visually quite similar to the great circle method. A difference is that the samples are not constant density in time, and the periodicity is decoupled from how the time dimension is traversed @scien_ti_st @PhilippHennig5
Neural Network Gaussian Processes (NNGPs) correspond to wide Bayesian neural networks! In https://t.co/P9RJeS7RHc we show that the posterior distribution over functions computed by a Bayesian neural network converges to the posterior of the NNGP as layer width grows large.
Excited to share our #ICML2020 paper on
*Inter-domain Deep Gaussian Processes*
which I will be presenting at #ICML today:
⏲️Time: July 16, 7am & 6pm AOE
💻Room: https://t.co/STgVtG4sAt
📄Paper: https://t.co/u6ubgoLXC7
���️Website: https://t.co/3durqt37o6
w/ @yaringal @sejDino
@stefanos_ele @PhilippHennig5 @lawrennd@fhuszar@maosbot @carlhenrikek @jameshensman The best thing is that the basis for these jokes is infinite (except for the degenerate jokes)
I will be giving an #ICML2020 tutorial on Machine Learning with Signal Processing. The links between the two are many and old; 4x30min is just for scratching the surface. I'm grateful for the opportunity @icmlconf and for all the help I've received.
https://t.co/BXfDKbFZc9
At #ICML2020: SDEs with Variational Wishart Diffusions.
We introduce a Bayesian framework with Wishart processes, which learns richer noise models in SDEs, both state-dependent and correlations between outputs. Joint work with @mpd37 and @HSalimbeni
https://t.co/GQ7smM4rzg
@mpd37@andrewgwils@HSalimbeni GPyTorch recently released an example of the Doubly Stochastic DeepGP using PyTorch that was implemented in the above paper.
https://t.co/9qP8ogP3EN
Delighted to share a new paper, Deep Gaussian Processes with Importance-Weighted Variational Inference https://t.co/znluVTtU04 appearing at @icmlconf. With @vdutor@jameshensman@mpd37. Code: https://t.co/N8nFxgarnp
Thanks to @icmlconf for the best paper award for our work on "Rates of Convergence for Sparse Variational Gaussian Process Regression"! First author @davidrburt will be giving the invited talk on Thursday 3PM Hall A. We'll be at poster #237 that evening! https://t.co/gM0b6hRts8
We have a cool new manuscript "ODE2VAE: Deep generative second order ODEs with Bayesian neural networks" https://t.co/kEKEaGGtvM with @CgtyYldz@HLahdesmaki where we embed neural ODE's in VAEs with position-velocity decompositions @AaltoCS@FCAI_fi