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Efficient Gaussian Neural Processes for Regression

Accepted version
Peer-reviewed

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Conference Object

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Authors

Markou, Stratis 
Requeima, James 
Turner, Richard 

Abstract

Conditional Neural Processes (CNP; Garnelo et al., 2018) are an attractive family of meta-learning models which produce well-calibrated predictions, enable fast inference at test time, and are trainable via a simple maximum likelihood procedure. A limitation of CNPs is their inability to model dependencies in the outputs. This significantly hurts predictive performance and renders it impossible to draw coherent function samples, which limits the applicability of CNPs in down-stream applications and decision making. Neural Processes (NPs; Garnelo et al., 2018) attempt to alleviate this issue by using latent variables, relying on these to model output dependencies, but introduces difficulties stemming from approximate inference. One recent alternative (Bruinsma et al., 2021), which we refer to as the FullConvGNP, models dependencies in the predictions while still being trainable via exact maximum-likelihood. Unfortunately, the FullConvGNP relies on expensive 2D-dimensional convolutions, which limit its applicability to only one-dimensional data. In this work, we present an alternative way to model output dependencies which also lends itself maximum likelihood training but, unlike the FullConvGNP, can be scaled to two- and three-dimensional data. The proposed models exhibit good performance in synthetic experiments.

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Keywords

cs.LG, cs.LG, stat.ML

Journal Title

Conference Name

ICML 2021 Workshop on Uncertainty & Robustness in Deep Learning

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