Work

Hierarchical Gaussian Processes with Wasserstein-2 Kernels

Year: 2020
Type: preprint
Abstract: Stacking Gaussian Processes severely diminishes the model's ability to detect outliers, which when combined with non-zero mean functions, further extrapolates low non-parametric variance to low training data density regions. We propose a hybrid kernel inspired from Varifold theory, operating in both Euclidean and Wasserstein space. We posit that directly taking into account the variance in the computation of Wasserstein-2 distances is of key importance towards maintaining outlier status throughout the hierarchy. We show improved performance on medium and large scale datasets and enhanced out-of-distribution detection on both toy and real data.
Authors: Popescu, Sebastian, Sharp, David, Cole, James, Glocker, Ben
Language: English
Open Access status: green
OpenAlex ID: W3096647276
Cites: 7
Cited by: 1
Related to: 10