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arXiv · 2311.01409

Accurate and Scalable Stochastic Gaussian Process Regression via Learnable Coreset-based Variational Inference

Mert Ketenci·Adler Perotte·Noémie Elhadad·Iñigo Urteaga
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Abstract

We introduce a novel stochastic variational inference method for Gaussian process ($\mathcal{GP}$) regression, by deriving a posterior over a learnable set of coresets: i.e., over pseudo-input/output, weighted pairs. Unlike former free-form variational families for stochastic inference, our coreset-based variational $\mathcal{GP}$ (CVGP) is defined in terms of the $\mathcal{GP}$ prior and the (weighted) data likelihood. This formulation naturally incorporates inductive biases of the prior, and ensures its kernel and likelihood dependencies are shared with the posterior. We derive a variational lower-bound on the log-marginal likelihood by marginalizing over the latent $\mathcal{GP}$ coreset variables, and show that CVGP's lower-bound is amenable to stochastic optimization. CVGP reduces the dimensionality of the variational parameter search space to linear $\mathcal{O}(M)$ complexity, while ensuring numerical stability at $\mathcal{O}(M^3)$ time complexity and $\mathcal{O}(M^2)$ space complexity.

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Mert Ketenci, Adler Perotte, Noémie Elhadad, Iñigo Urteaga. 2025-03-04. Accurate and Scalable Stochastic Gaussian Process Regression via Learnable Coreset-based Variational Inference. https://arxiv.org/abs/2311.01409

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