Deep neural networks (DNNs) with the flexibility to learn good top-layer representations have eclipsed shallow kernel methods without that flexibility. Here, we take inspiration from deep neural networks to develop a new family of deep kernel method. In a deep kernel method, there is a kernel at every layer, and the kernels are jointly optimized to improve performance (with strong regularisation). We establish the representational power of deep kernel methods, by showing that they perform exact inference in an infinitely wide Bayesian neural network or deep Gaussian process. Next, we conjecture that the deep kernel machine objective is unimodal, and give a proof of unimodality for linear kernels. Finally, we exploit the simplicity of the deep kernel machine loss to develop a new family of optimizers, based on a matrix equation from control theory, that converges in around 10 steps.

Poor air quality in cities is a significant threat to health and life expectancy, with over 80% of people living in urban areas exposed to air quality levels that exceed World Health Organisation limits. In this session, I present a multi-resolution multi-task framework that handles evidence integration under varying spatio-temporal sampling resolution and noise levels. We have developed both shallow Gaussian Process (GP) mixture models and deep GP constructions that naturally handle this evidence integration, as well as biases in the mean. These models underpin our work at the Alan Turing Institute towards providing spatio-temporal forecasts of air pollution across London. We demonstrate the effectiveness of our framework on both synthetic examples and applications on London air quality. For further information go to: https://www.turing.ac.uk/research/research-projects/london-air-quality. Collaborators: Oliver Hamelijnck, Theodoros Damoulas, Kangrui Wang and Mark Girolami.