Day 3 Advances in Gaussian process models |
Room: Engineering Building 2B025
8:30-9:00 Arrivals
9:00-9:10 Welcome
9:10-10:10 TBC
10:10-10:40 Coffee Break
10:40-11:40 TBC
11:40-12:40 TBC
12:40-14:00 Lunch
14:00-15:00 TBC
15:00-15:30 Tea Break
15:30-16:30 Transformed Latent Variable MultiOutput Gaussian Processes
Abstracts
TBC
Transformed Latent Variable MultiOutput Gaussian Processes
MultiOutput Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high dimensional output spaces. To maintain tractability, existing methods typically resort to restrictive assumptions, such as employing low rank or sum of separable kernels, which can limit expressiveness. We propose the Transformed Latent Variable MOGP (TLVMOGP), a novel framework that scales MOGPs to a massive number of outputs while preserving the capacity to capture meaningful interoutput dependencies. TLVMOGP constructs a flexible multioutput deep kernel by mapping inputs and output specific latent variables into an embedding space using a Lipschitz regularised neural network. Combined with stochastic variational inference, our model effectively scales to high dimensional output settings. Across diverse benchmarks, including climate modelling with over 10000 outputs and zero inflated spatial transcriptomics data, TLVMOGP outperforms baselines in both predictive accuracy and computational efficiency.