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A Gaussian Process View on Observation Noise and Initialization in Wide Neural Networks

Performing gradient descent in a wide neural network is equivalent to computing the posterior mean of a Gaussian Process with the Neural Tangent Kernel (NTK-GP), for a specific prior mean and with zero observation noise. However, existing formulations have two limitations: (i) the NTK-GP assumes noiseless targets, leading to misspecification on noisy data; (ii) the equivalence does not extend to arbitrary prior means, which are essential for well-specified models. To address (i), we introduce a regularizer into the training objective, showing its correspondence to incorporating observation noise in the NTK-GP. To address (ii), we propose a \textit{shifted network} that enables arbitrary prior means and allows obtaining the posterior mean with gradient descent on a single network, without ensembling or kernel inversion. We validate our results with experiments across datasets and architectures, showing that this approach removes key obstacles to the practical use of NTK-GP equivalence in applied Gaussian process modeling.


Sergio Calvo Ordoñez, Jonathan Plenk, Richard Bergna, Álvaro Cartea, Jose Miguel Hernández-Lobato, Konstantina Palla, Kamil Ciosek
arxiv
[paper]

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