Transductive Log Opinion Pool of Gaussian Process Experts

Abstract: We introduce a framework for analyzing transductive combination of Gaussian process (GP) experts, where independently trained GP experts are combined in a way that depends on test point location, in order to scale GPs to big data. The framework provides some theoretical justification for the generalized product of GP experts (gPoE-GP) which was previously shown to work well in practice but lacks theoretical basis. Based on the proposed framework, an improvement over gPoE-GP is introduced and empirically validated.