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

Overcoming mean-field approximations in recurrent Gaussian process models

We identify a new variational inference scheme for dynamical systems whose transition function is modelled by a Gaussian process. Inference in this setting has either employed computationally intensive MCMC methods, or relied on factorisations of the variational posterior. As we demonstrate in our experiments, the factorisation between latent system states and transition function can lead to a miscalibrated posterior and to learning unnecessarily large noise terms. We eliminate this factorisation by explicitly modelling the dependence between state trajectories and the Gaussian process posterior. Samples of the latent states can then be tractably generated by conditioning on this representation. The method we obtain (VCDT: variationally coupled dynamics and trajectories) gives better predictive performance and more calibrated estimates of the transition function, yet maintains the same time and space complexities as mean-field methods. Code is available at: g i t h u b . c o m / i a l o n g / G P t

Parameter estimation and inference for stochastic reaction-diffusion systems: application to morphogenesis in D. melanogaster

Background: Reaction-diffusion systems are frequently used in systems biology to model developmental and signalling processes. In many applications, count numbers of the diffusing molecular species are very low, leading to the need to explicitly model the inherent variability using stochastic methods. Despite their importance and frequent use, parameter estimation for both deterministic and stochastic reaction-diffusion systems is still a challenging problem. Results: We present a Bayesian inference approach to solve both the parameter and state estimation problem for stochastic reaction-diffusion systems. This allows a determination of the full posterior distribution of the parameters (expected values and uncertainty). We benchmark the method by illustrating it on a simple synthetic experiment. We then test the method on real data about the diffusion of the morphogen Bicoid in Drosophila melanogaster. The results show how the precision with which parameters can be inferred varies dramatically, indicating that the ability to infer full posterior distributions on the parameters can have important experimental design consequences. Conclusions: The results obtained demonstrate the feasibility and potential advantages of applying a Bayesian approach to parameter estimation in stochastic reaction-diffusion systems. In particular, the ability to estimate credibility intervals associated with parameter estimates can be precious for experimental design. Further work, however, will be needed to ensure the method can scale up to larger problems

Modules or mean-fields?

The segregation of neural processing into distinct streams has been interpreted by some as evidence in favour of a modular view of brain function. This implies a set of specialised 'modules', each of which performs a specific kind of computation in isolation of other brain systems, before sharing the result of this operation with other modules. In light of a modern understanding of stochastic non-equilibrium systems, like the brain, a simpler and more parsimonious explanation presents itself. Formulating the evolution of a non-equilibrium steady state system in terms of its density dynamics reveals that such systems appear on average to perform a gradient ascent on their steady state density. If this steady state implies a sufficiently sparse conditional independency structure, this endorses a mean-field dynamical formulation. This decomposes the density over all states in a system into the product of marginal probabilities for those states. This factorisation lends the system a modular appearance, in the sense that we can interpret the dynamics of each factor independently. However, the argument here is that it is factorisation, as opposed to modularisation, that gives rise to the functional anatomy of the brain or, indeed, any sentient system. In the following, we briefly overview mean-field theory and its applications to stochastic dynamical systems. We then unpack the consequences of this factorisation through simple numerical simulations and highlight the implications for neuronal message passing and the computational architecture of sentience

Variational inference for latent variables and uncertain inputs in Gaussian processes

The Gaussian process latent variable model (GP-LVM) provides a flexible approach for non-linear dimensionality reduction that has been widely applied. However, the current approach for training GP-LVMs is based on maximum likelihood, where the latent projection variables are maximised over rather than integrated out. In this paper we present a Bayesian method for training GP-LVMs by introducing a non-standard variational inference framework that allows to approximately integrate out the latent variables and subsequently train a GP-LVM by maximising an analytic lower bound on the exact marginal likelihood. We apply this method for learning a GP-LVM from i.i.d. observations and for learning non-linear dynamical systems where the observations are temporally correlated. We show that a benefit of the variational Bayesian procedure is its robustness to overfitting and its ability to automatically select the dimensionality of the non-linear latent space. The resulting framework is generic, flexible and easy to extend for other purposes, such as Gaussian process regression with uncertain or partially missing inputs. We demonstrate our method on synthetic data and standard machine learning benchmarks, as well as challenging real world datasets, including high resolution video data.This research was partially funded by the European research project EU FP7-ICT (Project Ref 612139 \WYSIWYD"), the Greek State Scholarships Foundation (IKY) and the University of She eld Moody endowment fund. We also thank Colin Litster and \Fit Fur Life" for allowing us to use their video les as datasets