Identifiable Mixtures of Sparse Variational Gaussian Process Experts

Abstract

Mixture models are inherently unidentifiable as different combinations of component distributions and mixture weights can generate the same distributions over the observations. We propose a scalable Mixture of Experts model where both the experts and gating functions are modelled using Gaussian processes. Importantly, this balanced treatment of the experts and the gating network introduces an interplay between the different parts of the model. This can be used to constrain the set of admissible functions reducing the identifiability issues normally associated with mixture models. The model resembles the original Mixture of Gaussian Process Experts method with a GP-based gating network. However, we derive a variational inference scheme that allows for stochastic updates enabling the model to be used in a more scalable fashion.

Publication
UK Robotics and Autonomous Systems CDT Conference 2021
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