Proceedings

Scalable Gaussian Process Regression Using Deep Neural Networks

Wen-bing Huang, Deli Zhao, Fuchun Sun, Huaping Liu, Edward Y. Chang

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Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence. Special Track on Machine Learning. Pages 3576-3581.

Abstract

We propose a scalable Gaussian process model for regression by applying a deep neural network as the feature-mapping function. We first pretrain the deep neural network with a stacked denoising auto-encoder in an unsupervised way. Then, we perform a Bayesian linear regression on the top layer of the pre-trained deep network. The resulting model, Deep-Neural-Network-based Gaussian Process (DNN-GP), can learn much more meaningful representation of the data by the finite-dimensional but deep-layered feature-mapping function. Unlike standard Gaussian processes, our model scales well with the size of the training set due to the avoidance of kernel matrix inversion. Moreover, we present a mixture of DNN-GPs to further improve the regression performance. For the experiments on three representative large datasets, our proposed models significantly outperform the state-of-the-art algorithms of Gaussian process regression.

Wen-bing Huang, Deli Zhao, Fuchun Sun, Huaping Liu, and Edward Y. Chang. 2015. Scalable Gaussian Process Regression Using Deep Neural Networks. In Proceedings of the Twenty-Fourth International Joint Conference on Artificial Intelligence, IJCAI-15. IJCAI, 3576–3581. https://ijcai.org/proceedings/2015/503
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