Deep Probabilistic Kernels for Sample-Efficient Learning
Gaussian Processes (GPs) with an appropriate kernel are known to provide accurate predictions and uncertainty estimates even with very small amounts of labeled data. However, GPs are generally unable to learn a good representation that can encode intricate structures in high dimensional data. The representation power of GPs depends heavily on kernel functions used to quantify the similarity between data points. Traditional GP kernels are not very effective at capturing similarity between high dimensional data points, while methods that use deep neural networks to learn a kernel are not sample-efficient. To overcome these drawbacks, we propose deep probabilistic kernels which use a probabilistic neural network to map high-dimensional data to a probability distribution in a low dimensional subspace, and leverage the rich work on kernels between distributions to capture the similarity between these distributions. Experiments on a variety of datasets show that building a GP using this covariance kernel solves the conflicting problems of representation learning and sample efficiency. Our model can be extended beyond GPs to other small-data paradigms such as few-shot classification where we show competitive performance with state-of-the-art models on the mini-Imagenet dataset.
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