Correspondence of NNGP Kernel and the Matérn Kernel
Kernels representing limiting cases of neural network architectures have recently gained popularity. However, the application and performance of these new kernels compared to existing options, such as the Matérn kernel, is not well studied. We take a practical approach to explore the neural network Gaussian process (NNGP) kernel and its application to data in Gaussian process regression. We first demonstrate the necessity of normalization to produce valid NNGP kernels and explore related numerical challenges. We further demonstrate that the predictions from this model are quite inflexible, and therefore do not vary much over the valid hyperparameter sets. We then demonstrate a surprising result that the predictions given from the NNGP kernel correspond closely to those given by the Matérn kernel under specific circumstances, which suggests a deep similarity between overparameterized deep neural networks and the Matérn kernel. Finally, we demonstrate the performance of the NNGP kernel as compared to the Matérn kernel on three benchmark data cases, and we conclude that for its flexibility and practical performance, the Matérn kernel is preferred to the novel NNGP in practical applications.