Efficient Gaussian Process Classification Using Polya-Gamma Data Augmentation

3 code implementations • 18 Feb 2018 • Florian Wenzel, Theo Galy-Fajou, Christan Donner, Marius Kloft, Manfred Opper

We propose a scalable stochastic variational approach to GP classification building on Polya-Gamma data augmentation and inducing points.

Classification Data Augmentation +1