Corpus ID: 211146740

# The Renyi Gaussian Process: Towards Improved Generalization.

@article{Yue2020TheRG,
title={The Renyi Gaussian Process: Towards Improved Generalization.},
author={Xubo Yue and Raed Kontar},
journal={arXiv: Machine Learning},
year={2020}
}
• Published 2020
• Mathematics, Computer Science
• arXiv: Machine Learning
• We introduce an alternative closed form lower bound on the Gaussian process ($\mathcal{GP}$) likelihood based on the R\'enyi $\alpha$-divergence. This new lower bound can be viewed as a convex combination of the Nystr\"om approximation and the exact $\mathcal{GP}$. The key advantage of this bound, is its capability to control and tune the enforced regularization on the model and thus is a generalization of the traditional variational $\mathcal{GP}$ regression. From a theoretical perspective, we… CONTINUE READING