186,085 research outputs found
Deep Gaussian Processes
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a
deep belief network based on Gaussian process mappings. The data is modeled as
the output of a multivariate GP. The inputs to that Gaussian process are then
governed by another GP. A single layer model is equivalent to a standard GP or
the GP latent variable model (GP-LVM). We perform inference in the model by
approximate variational marginalization. This results in a strict lower bound
on the marginal likelihood of the model which we use for model selection
(number of layers and nodes per layer). Deep belief networks are typically
applied to relatively large data sets using stochastic gradient descent for
optimization. Our fully Bayesian treatment allows for the application of deep
models even when data is scarce. Model selection by our variational bound shows
that a five layer hierarchy is justified even when modelling a digit data set
containing only 150 examples.Comment: 9 pages, 8 figures. Appearing in Proceedings of the 16th
International Conference on Artificial Intelligence and Statistics (AISTATS)
201
Deep Gaussian Processes
In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then governed by another GP. A single layer model is equivalent to a standard GP or the GP latent variable model (GP-LVM). We perform inference in the model by approximate variational marginalization. This results in a strict lower bound on the marginal likelihood of the model which we use for model selection (number of layers and nodes per layer). Deep belief networks are typically applied to relatively large data sets using stochastic gradient descent for optimization. Our fully Bayesian treatment allows for the application of deep models even when data is scarce. Model selection by our variational bound shows that a five layer hierarchy is justified even when modelling a digit data set containing only 150 examples
Doubly Stochastic Variational Inference for Deep Gaussian Processes
Gaussian processes (GPs) are a good choice for function approximation as they
are flexible, robust to over-fitting, and provide well-calibrated predictive
uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of
GPs, but inference in these models has proved challenging. Existing approaches
to inference in DGP models assume approximate posteriors that force
independence between the layers, and do not work well in practice. We present a
doubly stochastic variational inference algorithm, which does not force
independence between layers. With our method of inference we demonstrate that a
DGP model can be used effectively on data ranging in size from hundreds to a
billion points. We provide strong empirical evidence that our inference scheme
for DGPs works well in practice in both classification and regression.Comment: NIPS 201
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