{"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/direct-loss-minimization-for-sparse-gaussian","title":"Direct loss minimization algorithms for sparse Gaussian processes","arxiv_id":"2004.03083","date":"2020-04-07","proceeding":null,"authors":["Yadi Wei","Rishit Sheth","Roni Khardon"],"abstract":"The paper provides a thorough investigation of Direct loss minimization (DLM), which optimizes the posterior to minimize predictive loss, in sparse Gaussian processes. For the conjugate case, we consider DLM for log-loss and DLM for square loss showing a significant performance improvement in both cases. The application of DLM in non-conjugate cases is more complex because the logarithm of expectation in the log-loss DLM objective is often intractable and simple sampling leads to biased estimates of gradients. The paper makes two technical contributions to address this. First, a new method using product sampling is proposed, which gives unbiased estimates of gradients (uPS) for the objective function. Second, a theoretical analysis of biased Monte Carlo estimates (bMC) shows that stochastic gradient descent converges despite the biased gradients. Experiments demonstrate empirical success of DLM. A comparison of the sampling methods shows that, while uPS is potentially more sample-efficient, bMC provides a better tradeoff in terms of convergence time and computational efficiency.","url_abs":"https://arxiv.org/abs/2004.03083v3","url_pdf":"https://arxiv.org/pdf/2004.03083v3.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":"direct-loss-minimization-for-sparse-gaussian","repo_url":"https://github.com/weiyadi/dlm_sgp","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok"}}],"tasks":[{"task_slug":"computational-efficiency","task_name":"Computational Efficiency"},{"task_slug":"gaussian-processes","task_name":"Gaussian Processes"},{"task_slug":"hyperparameter-optimization","task_name":"Hyperparameter Optimization"},{"task_slug":"stochastic-optimization","task_name":"Stochastic Optimization"},{"task_slug":"variational-inference","task_name":"Variational Inference"}],"methods":[{"method_slug":"gaussian-process","method_name":"Gaussian Process"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":"https://app.syntology.ai/?focus=2004.03083","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}