{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-piece-wise-constant-approximation-for-non","title":"A piece-wise constant approximation for non-conjugate Gaussian Process models","arxiv_id":"2204.10575","date":"2022-04-22","proceeding":null,"authors":["Sarem Seitz"],"abstract":"Gaussian Processes (GPs) are a versatile and popular method in Bayesian Machine Learning. A common modification are Sparse Variational Gaussian Processes (SVGPs) which are well suited to deal with large datasets. While GPs allow to elegantly deal with Gaussian-distributed target variables in closed form, their applicability can be extended to non-Gaussian data as well. These extensions are usually impossible to treat in closed form and hence require approximate solutions. This paper proposes to approximate the inverse-link function, which is necessary when working with non-Gaussian likelihoods, by a piece-wise constant function. It will be shown that this yields a closed form solution for the corresponding SVGP lower bound. In addition, it is demonstrated how the piece-wise constant function itself can be optimized, resulting in an inverse-link function that can be learnt from the data at hand.","url_abs":"https://arxiv.org/abs/2204.10575v1","url_pdf":"https://arxiv.org/pdf/2204.10575v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-piece-wise-constant-approximation-for-non","repo_url":"https://github.com/sarems/piecewisegp","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"form","task_name":"Form"},{"task_slug":"gaussian-processes","task_name":"Gaussian Processes"}],"methods":[{"method_slug":"gps","method_name":"GPS"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}