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Papers › Differentiable Compositional Kernel Learning for Gaussian Processes

Differentiable Compositional Kernel Learning for Gaussian Processes

12 Jun 2018ICML 2018 7arXiv:1806.04326archive 2025-07-28

Shengyang Sun, Guodong Zhang, Chaoqi Wang, Wenyuan Zeng, Jiaman Li, Roger Grosse

The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The NKN architecture is based on the composition rules for kernels, so that each unit of the network corresponds to a valid kernel. It can compactly approximate compositional kernel structures such as those used by the Automatic Statistician (Lloyd et al., 2014), but because the architecture is differentiable, it is end-to-end trainable with gradient-based optimization. We show that the NKN is universal for the class of stationary kernels. Empirically we demonstrate pattern discovery and extrapolation abilities of NKN on several tasks that depend crucially on identifying the underlying structure, including time series and texture extrapolation, as well as Bayesian optimization.

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organize_symbol ssydasheng/Neural-Kernel-Network/exp/time-series.py community (archive-listed) ran · our draft was wrong MIT (permissive) · report
NKNInfo ssydasheng/Neural-Kernel-Network/exp/regression.py community (archive-listed) unverified MIT (permissive) · report
NKNInfo ssydasheng/Neural-Kernel-Network/exp/bayes-opt.py community (archive-listed) unverified MIT (permissive) · report
average_gradients thjashin/spectral-stein-grad/utils/multi_gpu.py community (archive-listed) unverified MIT (permissive) · report
average_losses thjashin/spectral-stein-grad/utils/multi_gpu.py community (archive-listed) unverified MIT (permissive) · report
calculate_activation_statistics thjashin/spectral-stein-grad/utils/fid.py community (archive-listed) unverified MIT (permissive) · report
calculate_frechet_distance thjashin/spectral-stein-grad/utils/fid.py community (archive-listed) unverified MIT (permissive) · report
create_session thjashin/spectral-stein-grad/utils/utils.py community (archive-listed) unverified MIT (permissive) · report
entropy_gradients thjashin/spectral-stein-grad/estimator/entropy.py community (archive-listed) unverified MIT (permissive) · report
entropy_surrogate thjashin/spectral-stein-grad/estimator/entropy.py community (archive-listed) unverified MIT (permissive) · report
get_activations thjashin/spectral-stein-grad/utils/fid.py community (archive-listed) unverified MIT (permissive) · report
load_mnist_realval thjashin/spectral-stein-grad/utils/dataset.py community (archive-listed) unverified MIT (permissive) · report
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standardize thjashin/spectral-stein-grad/utils/dataset.py community (archive-listed) unverified MIT (permissive) · report
to_one_hot thjashin/spectral-stein-grad/utils/dataset.py community (archive-listed) unverified MIT (permissive) · report

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Bayesian OptimizationGaussian ProcessesTime SeriesTime Series Analysis

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