you can combine deep NNets with GPs, e.g. here https://arxiv.org/abs/1511.02222 https://arxiv.org/abs/1511.02222 So it isn't a matter of which is better. If yo

you can combine deep NNets with GPs, e.g. here https://arxiv.org/abs/1511.02222 https://arxiv.org/abs/1511.02222 So it isn't a matter of which is better. If you ever need to imbue your deep nets with good confidence estimates, it is definitely worth checking out.