Approximate Inference Turns Deep Networks into Gaussian Processes

06/05/2019
by   Mohammad Emtiyaz Khan, et al.
0

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that certain Gaussian posterior approximations for Bayesian DNNs are equivalent to GP posteriors. As a result, we can obtain a GP kernel and a nonlinear feature map simply by training the DNN. Surprisingly, the resulting kernel is the neural tangent kernel which has desirable theoretical properties for infinitely-wide DNNs. We show feature maps obtained on real datasets and demonstrate the use of the GP marginal likelihood to tune hyperparameters of DNNs. Our work aims to facilitate further research on combining DNNs and GPs in practical settings.

READ FULL TEXT
research
02/15/2021

GP-Tree: A Gaussian Process Classifier for Few-Shot Incremental Learning

Gaussian processes (GPs) are non-parametric, flexible, models that work ...
research
05/10/2021

Deep Neural Networks as Point Estimates for Deep Gaussian Processes

Deep Gaussian processes (DGPs) have struggled for relevance in applicati...
research
06/25/2012

Bayesian Modeling with Gaussian Processes using the GPstuff Toolbox

Gaussian processes (GP) are powerful tools for probabilistic modeling pu...
research
09/20/2021

Trust Your Robots! Predictive Uncertainty Estimation of Neural Networks with Sparse Gaussian Processes

This paper presents a probabilistic framework to obtain both reliable an...
research
10/01/2021

Conditional Deep Gaussian Processes: empirical Bayes hyperdata learning

It is desirable to combine the expressive power of deep learning with Ga...
research
09/17/2022

Interrelation of equivariant Gaussian processes and convolutional neural networks

Currently there exists rather promising new trend in machine leaning (ML...
research
12/12/2019

On the relationship between multitask neural networks and multitask Gaussian Processes

Despite the effectiveness of multitask deep neural network (MTDNN), ther...

Please sign up or login with your details

Forgot password? Click here to reset