We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure exploiting algebra. The key idea of our method is to use Tensor Train decomposition for variational parameters, which allows us to train GPs with billions of inducing inputs and achieve state-of-the-art results on several benchmarks. Further, our approach allows for training kernels based on deep neural networks without any modifications to the underlying GP model. A neural network learns a multidimensional embedding for the data, which is used by the GP to make the final prediction. We train GP and neural network parameters end-to-end without pretraining, through maximization of GP marginal likelihood. We show the efficiency of the proposed approach on several regression and classification benchmark datasets including MNIST, CIFAR-10, and Airline.

利用张量列车分解为变分参数的高斯过程建模方法，实现具有数十亿个输入点培训和端到端训练的深度神经网络和高斯过程回归/分类器的最新结果优化。

使用张量列车分解实现数十亿个诱导输入的可扩展高斯过程