Reviews: Dirichlet-based Gaussian Processes for Large-scale Calibrated Classification

Neural Information Processing Systems 

The authors of this paper introduce a novel approach to GP classification, called GPD. The authors use a GP to produce the parameters of a Dirichlet distribution, and use a categorical likelihood for multi-class classification problems. After applying a log-normal approximation to the Dirichlet distribution, inference for GPD is the same as exact-GP inference (i.e. The authors show that GPD has competitive accuracy, is well calibrated, and offers a speedup over existing GP-classificaiton methods. Quality: The method introduced by this paper is a clever probabilistic formulation of Bayesian classification.