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We show that the gradient estimates used in training Deep Gaussian Processes (DGPs) with importance-weighted variational inference are susceptible to signal-to-noise ratio (SNR) issues.
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Salimbeni, H., Dutordoir, V., Hensman, J., and Deisenroth, M. P · 2019
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Tucker, G., Lawson, D., Gu, S., and Maddison, C. J · 2019
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Mnih, A. and Rezende, D · 2016
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On nesting Monte Carlo estimators
Rainforth, T., Cornish, R., Yang, H., Warrington, A., and Wood, F
Cited in the paper.
Tighter variational bounds are not necessarily better
Rainforth, T., Kosiorek, A. R., Le, T. A., Maddison, C. J., Igl, M., Wood, F., and Teh, Y. W
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