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Convolutional Gaussian Processes
Mark van der Wilk · Carl Edward Rasmussen · James Hensman

Wed Dec 06 06:30 PM -- 10:30 PM (PST) @ Pacific Ballroom #196 #None

We present a practical way of introducing convolutional structure into Gaussian processes, making them more suited to high-dimensional inputs like images. The main contribution of our work is the construction of an inter-domain inducing point approximation that is well-tailored to the convolutional kernel. This allows us to gain the generalisation benefit of a convolutional kernel, together with fast but accurate posterior inference. We investigate several variations of the convolutional kernel, and apply it to MNIST and CIFAR-10, where we obtain significant improvements over existing Gaussian process models. We also show how the marginal likelihood can be used to find an optimal weighting between convolutional and RBF kernels to further improve performance. This illustration of the usefulness of the marginal likelihood may help automate discovering architectures in larger models.

Author Information

Mark van der Wilk (University of Cambridge)
Carl Edward Rasmussen (University of Cambridge)
James Hensman (PROWLER.io)

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