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Marginalising over stationary kernels with Bayesian quadrature

Abstract:

Marginalising over families of Gaussian Process kernels produces flexible model classes with well-calibrated uncertainty estimates. Existing approaches require likelihood evaluations of many kernels, rendering them prohibitively expensive for larger datasets. We propose a Bayesian Quadrature scheme to make this marginalisation more efficient and thereby more practical. Through use of maximum mean discrepancies between distributions, we define a kernel over kernels that captures invariances be...

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Publication status:
Published
Peer review status:
Peer reviewed

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Publication website:
https://proceedings.mlr.press/v151/hamid22a.html

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Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0003-1959-012X
More by this author
Institution:
University of Oxford
Division:
MPLS
Department:
Engineering Science
Role:
Author
ORCID:
0000-0002-9305-9268
Publisher:
Journal of Machine Learning Research Publisher's website
Series:
Proceedings of Machine Learning Research
Series number:
151
Pages:
9776-9792
Publication date:
2022-05-03
Acceptance date:
2022-01-29
Event title:
International Conference on Artificial Intelligence and Statistics (AISTATS 2022)
Event location:
Virtual event
Event website:
https://aistats.org/aistats2022/
Event start date:
2022-03-28
Event end date:
2022-03-30
ISSN:
2640-3498
Language:
English
Keywords:
Pubs id:
1288051
Local pid:
pubs:1288051
Deposit date:
2023-01-20

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