Variational Gaussian Processes: A Functional Analysis View
Published in International Conference on Artificial Intelligence and Statistics, 2022
Recommended citation: Veit D. Wild and George Wynne (2022). "Variational Gaussian Processes: A Functional Analysis View." International Conference on Artificial Intelligence and Statistics.
Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are disparate and lacking generality. We propose to view the GP as lying in a Banach space which then facilitates a unified perspective. This is used to understand the relationship between existing features and to draw a connection between kernel ridge regression and variational GP approximations.