Representations offered by deep generative models are fundamentally tied to their inference method from data. Variational inference methods require a rich family of approximating distributions. We construct the variational Gaussian process (VGP), a Bayesian nonparametric model which adapts its shape to match complex posterior distributions. The VGP generates approximate posterior samples by generating latent inputs and warping them through random non-linear mappings; the distribution over random mappings is learned during inference, enabling the transformed outputs to adapt to varying complexity. We prove a universal approximation theorem for the VGP, demonstrating its representative power for learning any model. For inference we present a variational objective inspired by autoencoders and perform black box inference over a wide class of models. The VGP achieves new state-of-the-art results for unsupervised learning, inferring models such as the deep latent Gaussian model and the recently proposed DRAW.

本文提出了一种变分高斯过程(VGP)方法，该方法是一种贝叶斯非参数变分方法，利用随机非线性映射生成近似后验样本，适应于复杂的后验分布，且通过学习随机映射的分布来使之适应于不同的复杂度，该方法在无监督学习中实现了最新的最佳结果。