Sparse variational GP: do we need to provide entire dataset at initialization?

Hi, I’m new to this forum. While trying to use Sparse variational GP (and later on Deep GP) with Pyro, I had some questions. Would appreciate if somebody can help!

I’m working with large datasets that cannot be loaded into memory, so I am using the mini-batch training by following examples from here Inferences for Deep Gaussian Process models in Pyro | fehiepsi's blog. However, the GP API in Pyro still requires X and y for model initialization, where X and y are the feature and label of the entire dataset. I looked into the code, it seems X and y are being used for “conditional” — Pyro documentation.

I was wondering if the initial X and y we provide matter? Can we simply provide some dummy X and y and just later set data in each mini-batch training epoch? What are the recommended practices? Thank you in advance.

It is unnecessary to provide the entire dataset. You can use some dummy input like in deep kernel learning example.

1 Like

i don’t think you need to provide them so long as you provide num_data

in practice it’s usually a good idea to initialize the inducing point locations Xu using k-means on the training data X (or in your case likely a random subset of X)

1 Like