Abstract for Neural Processes:
A neural network (NN) is a parameterised function that can be tuned via gradient descent to approximate a labelled collection of data with high precision. A Gaussian process (GP), on the other hand, is a probabilistic model that defines a distribution over possible functions, and is updated in light of data via the rules of probabilistic inference. GPs are probabilistic, data-efficient and flexible, however they are also computationally intensive and thus limited in their applicability. We introduce a class of neural latent variable models which we call Neural Processes (NPs), combining the best of both worlds. Like GPs, NPs define distributions over functions, are capable of rapid adaptation to new observations, and can estimate the uncertainty in their predictions. Like NNs, NPs are computationally efficient during training and evaluation but also learn to adapt their priors to data. We demonstrate the performance of NPs on a range of learning tasks, including regression and optimisation, and compare and contrast with related models in the literature.
Abstract for Conditional Neural Processes
Deep neural networks excel at function approximation, yet they are typically trained from scratch for each new function. On the other hand, Bayesian methods, such as Gaussian Processes (GPs), exploit prior knowledge to quickly infer the shape of a new function at test time. Yet GPs are computationally expensive, and it can be hard to design appropriate priors. In this paper we propose a family of neural models, Conditional Neural Processes (CNPs), that combine the benefits of both. CNPs are inspired by the flexibility of stochastic processes such as GPs, but are structured as neural networks and trained via gradient descent. CNPs make accurate predictions after observing only a handful of training data points, yet scale to complex functions and large datasets. We demonstrate the performance and versatility of the approach on a range of canonical machine learning tasks, including regression, classification and image completion.