An Analysis of Posterior Collapse, Parameterization and Initialization in Variational Deep Gaussian Processes

arXiv:2606.25882v1 Announce Type: new Abstract: DGPs are probabilistic models with remarkable prediction performance that concatenate GPs across several layers. Exact inference in DGPs is intractable, and variational inference is often used to approximate the posterior with a parametric distribution tuned by minimizing the Kullback-Leibler divergence. Moreover, finding a good VI approximation is challenging. In particular, a problem of VI is posterior collapse, where VI converges to a variational posterior that matches the prior. In variational DGPs, this implies explaining the data as noise.

Source: arXiv cs.LG — read the full report at the original publisher.

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