Scalable Deep Gaussian Processes

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• James Hensman (University of Sheffield)
• Tuesday 01 July 2014, 11:00-12:00
• Engineering Department, CBL Room BE-438..

If you have a question about this talk, please contact Dr Jes Frellsen.

Gaussian process (GP) models are useful machine learning tools, but are fundamentally shallow models, and the ability to learn features is restricted to adaptations of the covariance function. To achieve deep learning with Gaussian processes, they need to be stacked such that the output of the first GP becomes the input for the next [Damianou and Lawrence 2012]. This leads to a massive latent variable model, where we need to infer the hidden values corresponding to the outputs (inputs) of each GP layer. In this work, I’ll show present a novel variational technique that collapses these latent variables by maintaining some of the prior model structure. The result is a variational bound on the model’s marginal likelihood, which can be optimized with respect to a series of inducing inputs and inducing outputs for each GP layer. The form of this variational bound corresponds to a regularized neural network, where the Gaussian messages are fed-forward and backpropagated. This new variational bound can be optimised in a scalable fashion by parallelisation or stochastic methods. I’ll present an investigation of this bound and some preliminary results.

Damianou A. and Lawrence N.D. , “Deep Gaussian Processes.”Proceedings of the Sixteenth International Conference on Artificial Intelligence and Statistics. 2013.

This talk is part of the Machine Learning @ CUED series.

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