Memory-Based Dual Gaussian Processes for Sequential Learning
Abstract
The method using dual sparse variational Gaussian processes maintains accurate inference and learning by constructing and updating a memory of past data.
Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior, hyperparameters, and inducing points, making accurate learning challenging. Here, we present a method to keep all such errors in check using the recently proposed dual sparse variational GP. Our method enables accurate inference for generic likelihoods and improves learning by actively building and updating a memory of past data. We demonstrate its effectiveness in several applications involving Bayesian optimization, active learning, and continual learning.
Models citing this paper 0
No model linking this paper
Datasets citing this paper 0
No dataset linking this paper
Spaces citing this paper 0
No Space linking this paper
Collections including this paper 0
No Collection including this paper