Scalable variational Gaussian process classification
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Article
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Abstract
Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly, the variational formulation can be exploited to allow classification in problems with millions of data points, as we demonstrate in experiments.
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Keywords
stat.ML, stat.ML
Journal Title
Journal of Machine Learning Research
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Journal ISSN
1532-4435
1533-7928
1533-7928
Volume Title
38
Publisher
JMLR.org
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Sponsorship
JH was supported by a MRC fellowship, AM and ZG by EPSRC grant EP/I036575/1, and a Google Focussed Research award.