mlsanityData to 7 Oct 2026

Multi-Class Gaussian Process Classification Made Conjugate: Efficient Inference via Data Augmentation

arXiv 1905.09670 ↗First posted 23 May 2019stat.ML cs.LGcited by 16

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Abstract (arXiv)

We propose a new scalable multi-class Gaussian process classification approach building on a novel modified softmax likelihood function. The new likelihood has two benefits: it leads to well-calibrated uncertainty estimates and allows for an efficient latent variable augmentation. The augmented model has the advantage that it is conditionally conjugate leading to a fast variational inference method via block coordinate ascent updates. Previous approaches suffered from a trade-off between uncertainty calibration and speed. Our experiments show that our method leads to well-calibrated uncertainty estimates and competitive predictive performance while being up to two orders faster than the state of the art.

Key facts. Cited by 16 papers in the map (data through 7 Oct 2026). First posted on arXiv 23 May 2019.

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Citing papers per year: 2021: 4; 2022: 4; 2023: 3; 2024: 2; 2025: 2; 2026: 1.

16 papers.

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