Barely Biased Learning for Gaussian Process Regression

• URL: http://arxiv.org/abs/2109.09417v1
• Date: Mon, 20 Sep 2021 10:35:59 GMT
• Title: Barely Biased Learning for Gaussian Process Regression
• Authors: David R. Burt, Artem Artemev, Mark van der Wilk
• Abstract summary: We suggest a method that adaptively selects the amount of computation to use when estimating the log marginal likelihood. While simple in principle, our current implementation of the method is not competitive with existing approximations.
• Score: 19.772149500352945
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Recent work in scalable approximate Gaussian process regression has discussed a bias-variance-computation trade-off when estimating the log marginal likelihood. We suggest a method that adaptively selects the amount of computation to use when estimating the log marginal likelihood so that the bias of the objective function is guaranteed to be small. While simple in principle, our current implementation of the method is not competitive computationally with existing approximations.

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