Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference is frequently employed, where a prominent class of approximation techniques is based on local GP experts. However, the local-expert techniques proposed so far are either not well-principled, come with limited approximation guarantees, or lead to intractable models. In this paper, we introduce deep structured mixtures of GP experts, a stochastic process model which i) allows exact posterior inference, ii) has attractive computational and memory costs, and iii), when used as GP approximation, captures predictive uncertainties consistently better than previous approximations. In a variety of experiments, we show that deep structured mixtures have a low approximation error and outperform existing expert-based approaches.

本文提出了一种称为深层结构高斯过程混合专家的随机过程模型，该模型不仅可以进行确切的后验推断，而且具有吸引人的计算和内存成本，并且在作为高斯过程近似时可以比以前的近似方法更一致地捕捉预测不确定性。在各种实验中，我们展示了这种方法的低近似误差和竞争优势。

深度结构高斯过程混合模型