Deep kernel learning combines the non-parametric flexibility of kernel methods with the inductive biases of deep learning architectures. We propose a novel deep kernel learning model and stochastic variational inference procedure which generalizes deep kernel learning approaches to enable classification, multi-task learning, additive covariance structures, and stochastic gradient training. Specifically, we apply additive base kernels to subsets of output features from deep neural architectures, and jointly learn the parameters of the base kernels and deep network through a Gaussian process marginal likelihood objective. Within this framework, we derive an efficient form of stochastic variational inference which leverages local kernel interpolation, inducing points, and structure exploiting algebra. We show improved performance over stand alone deep networks, SVMs, and state of the art scalable Gaussian processes on several classification benchmarks, including an airline delay dataset containing 6 million training points, CIFAR, and ImageNet.

本研究提出一种新的深度内核学习方法和随机变分推断程序，利用加性基础内核方法将子集的输出特征整合入深度神经网络以提高分类性能，并比较了该方法与深度神经网络、SVM和基于高斯过程的方法在多个分类基准测试中的性能。

随机变分深层核学习