We propose a scalable stochastic variational approach to GP classification
building on Polya-Gamma data augmentation and inducing points. Unlike former
approaches, we obtain closed-form updates based on natural gradients that lead
to efficient optimization. We evaluate the algorithm on real-world datasets
containing up to 11 million data points and demonstrate that it is up to two
orders of magnitude faster than the state-of-the-art while being competitive in
terms of prediction performance.

提出了一种可扩展的基于 Polya-Gamma 数据增强和诱导点的随机变分方法，通过自然梯度得到闭合式更新以实现高效优化，对真实世界数据集进行了评估并展示了其具有与最先进技术竞争的预测性能，可以比同类算法快两个数量级。

利用泊松 - 伽马数据增强实现高效高斯过程分类

Efficient Gaussian Process Classification Using Polya-Gamma Data  Augmentation

Variational Bayes (VB) is a common strategy for approximate Bayesian
inference, but simple methods are only available for specific classes of models
including, in particular, representations having conditionally conjugate
constructions within an exponential family. Models with logit components are an
apparently notable exception to this class, due to the absence of conjugacy
between the logistic likelihood and the Gaussian priors for the coefficients in
the linear predictor. To facilitate approximate inference within this widely
used class of models, Jaakkola and Jordan (2000) proposed a simple variational
approach which relies on a family of tangent quadratic lower bounds of logistic
log-likelihoods, thus restoring conjugacy between these approximate bounds and
the Gaussian priors. This strategy is still implemented successfully, but less
attempts have been made to formally understand the reasons underlying its
excellent performance. To cover this key gap, we provide a formal connection
between the above bound and a recent P\'olya-gamma data augmentation for
logistic regression. Such a result places the computational methods associated
with the aforementioned bounds within the framework of variational inference
for conditionally conjugate exponential family models, thereby allowing recent
advances for this class to be inherited also by the methods relying on Jaakkola
and Jordan (2000).

该论文介绍了病态模型中使用简单的 VB 策略进行贝叶斯推断的方法，其中特别探讨了在具有 logit 组件的模型中，logistic likelihood 和 linear predictor 系数的 Gaussian prior 之间的缺乏互补关系，并提供了一种新的方法进行有效的推断。