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Memory-Based Dual Gaussian Processes for Sequential Learning

The method using dual sparse variational Gaussian processes maintains accurate inference and learning by constructing and updating a memory of past data.

Year
2023
Venue
arXiv 2023
Authors
5
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arxiv.org/abs/2306.03566ARXIV-DEFAULT
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Abstract

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior, hyperparameters, and inducing points, making accurate learning challenging. Here, we present a method to keep all such errors in check using the recently proposed dual sparse variational GP. Our method enables accurate inference for generic likelihoods and improves learning by actively building and updating a memory of past data. We demonstrate its effectiveness in several applications involving Bayesian optimization, active learning, and continual learning.

Authors

5