{"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/improving-the-gaussian-process-sparse","title":"Improving the Gaussian Process Sparse Spectrum Approximation by Representing Uncertainty in Frequency Inputs","arxiv_id":"1503.02424","date":"2015-03-09","proceeding":null,"authors":["Yarin Gal","Richard Turner"],"abstract":"Standard sparse pseudo-input approximations to the Gaussian process (GP)\ncannot handle complex functions well. Sparse spectrum alternatives attempt to\nanswer this but are known to over-fit. We suggest the use of variational\ninference for the sparse spectrum approximation to avoid both issues. We model\nthe covariance function with a finite Fourier series approximation and treat it\nas a random variable. The random covariance function has a posterior, on which\na variational distribution is placed. The variational distribution transforms\nthe random covariance function to fit the data. We study the properties of our\napproximate inference, compare it to alternative ones, and extend it to the\ndistributed and stochastic domains. Our approximation captures complex\nfunctions better than standard approaches and avoids over-fitting.","url_abs":"http://arxiv.org/abs/1503.02424v2","url_pdf":"http://arxiv.org/pdf/1503.02424v2.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":"improving-the-gaussian-process-sparse","repo_url":"https://github.com/yaringal/VSSGP","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":{"status":"ok"}}],"tasks":[{"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=1503.02424","mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}