gaussian process

Neural Tangent Kernel(NTK) “In short, NTK represent the changes of the weights before and after the gradient descent update” Let’s start the journey of revealing the black-box neural networks. Setup a Neural Network First of all, we need to define a simple neural network with 2 hidden layers $$ y(x, w)$$ where $y$ is the neural network with weights $w \in \mathbb{R}^m$ and, ${ x, \bar{y} }_N$ is the dataset which is a set of the input data and the output data with $N$ data points....

Gaussian Process Big Picture and Background Intuitively, Gaussian distribution define the state space, while Gaussian Process define the function space Before we introduce Gaussian process, we should understand Gaussian distriution at first. For a RV(random variable) $X$ that follow Gaussian Distribution $\mathcal{N}(0, 1)$ should be following image: The P.D.F should be $$x \sim \mathcal{N}(\mu, \sigma) = \frac{1}{\sigma \sqrt{2 \pi}} e^{- \frac{1}{2} (\frac{- \mu}{\sigma})^2}$$ As for Multivariate Gaussian Distribution, given 2 RV $x$, $y$ both 2 RV follow Gaussian Distribution $\mathcal{N}(0, 1)$ we can illustrate it as...

Neural Network Gaussian Process(NNGP) Model the neural network as GP, aka neural network Gaussian Process(NNGP). Intuitively, the kernel of NNGP compute the distance between the output vectors of 2 input data points. We define the following functions as neural networks with fully-conntected layers: $$z_{i}^{1}(x) = b_i^{1} + \sum_{j=1}^{N_1} \ W_{ij}^{1}x_j^1(x), \ \ x_{j}^{1}(x) = \phi(b_i^{0} + \sum_{k=1}^{d_{in}} \ W_{ik}^{0}x_k(x))$$ where $b_i^{1}$ is the $i$th-bias of the second layer(the same as first hidden layer), $W_{ij}^{1}$ is the $i$th-weights of the first layer(the same as input layer) , function $\phi$ is the activation function, and $x$ is the input data of the neural network....