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Poster
Function-Space Distributions over Kernels
Gregory Benton · Wesley Maddox · Jayson Salkey · Julio Albinati · Andrew Gordon Wilson
Wed Dec 11 05:00 PM -- 07:00 PM (PST) @ East Exhibition Hall B + C #170
Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop functional kernel learning (FKL) to directly infer functional posteriors over kernels. In particular, we place a transformed Gaussian process over a spectral density, to induce a non-parametric distribution over kernel functions. The resulting approach enables learning of rich representations, with support for any stationary kernel, uncertainty over the values of the kernel, and an interpretable specification of a prior directly over kernels, without requiring sophisticated initialization or manual intervention. We perform inference through elliptical slice sampling, which is especially well suited to marginalizing posteriors with the strongly correlated priors typical to function space modeling. We develop our approach for non-uniform, large-scale, multi-task, and multidimensional data, and show promising performance in a wide range of settings, including interpolation, extrapolation, and kernel recovery experiments.
Author Information
Gregory Benton (New York University)
Wesley Maddox (New York University)
Jayson Salkey (New York University)
Julio Albinati (Microsoft)
Andrew Gordon Wilson (New York University)
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