Healing Products of Gaussian Process Experts

Jul 12, 2020

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Gaussian processes are nonparametric Bayesian models that have been applied to regression and classification problems. One of the approaches to alleviate their cubic training cost is the use of local GP experts trained on subsets of the data. While these expert models allow for massively distributed computation, their predictions can suffer from erratic behaviour of the mean or unrealistic uncertainty quantification. In this paper, we provide a solution to these problems for multiple expert models, including the generalised product of experts and the robust Bayesian committee machine. Furthermore, we leverage the optimal transport literature and propose a new expert model that averages predictions of local experts by computing their Wasserstein barycenter, which can be applied to both regression and classification settings.

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About ICML 2020

The International Conference on Machine Learning (ICML) is the premier gathering of professionals dedicated to the advancement of the branch of artificial intelligence known as machine learning. ICML is globally renowned for presenting and publishing cutting-edge research on all aspects of machine learning used in closely related areas like artificial intelligence, statistics and data science, as well as important application areas such as machine vision, computational biology, speech recognition, and robotics. ICML is one of the fastest growing artificial intelligence conferences in the world. Participants at ICML span a wide range of backgrounds, from academic and industrial researchers, to entrepreneurs and engineers, to graduate students and postdocs.

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