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Poster
Doubly Stochastic Variational Inference for Neural Processes with Hierarchical Latent Variables
Qi Wang · Herke van Hoof

Wed Jul 15 12:00 PM -- 12:45 PM & Thu Jul 16 01:00 AM -- 01:45 AM (PDT) @ Virtual #None

Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent variable inputs to induce a predictive distribution. However, the expressiveness of vanilla NPs is limited as they only use a global latent variable, while target-specific local variation may be crucial sometimes. To address this challenge, we investigate NPs systematically and present a new variant of NP model that we call Doubly Stochastic Variational Neural Process (DSVNP). This model combines the global latent variable and local latent variables for prediction. We evaluate this model in several experiments, and our results demonstrate competitive prediction performance in multi-output regression and uncertainty estimation in classification.

Author Information

Q. Wang (AMLab, University of Amsterdam)

Currently, I am a Ph.D. student in AMLab, directed by Prof. Max Welling. And my research interest is at the intersection of Bayesian statistics and reinforcement learning.

Herke van Hoof (University of Amsterdam)

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