aalto1 untyped-item.component.html

State space Gaussian processes with non-Gaussian likelihood

Loading...
Thumbnail Image

Access rights

openAccess
acceptedVersion

URL

Journal Title

Journal ISSN

Volume Title

A4 Artikkeli konferenssijulkaisussa

Date

Major/Subject

Mcode

Degree programme

Language

en

Pages

Series

35th International Conference on Machine Learning, ICML 2018, pp. 3789-3798, Proceedings of Machine Learning Research ; Volume 80

Abstract

We provide a comprehensive overview and tooling for GP modelling with non-Gaussian likelihoods using state space methods. The state space formulation allows for solving one-dimensonal GP models in O(n) time and memory complexity. While existing literature has focused on the connection between GP regression and state space methods, the computational primitives allowing for inference using general likelihoods in combination with the Laplace approximation (LA), variational Bayes (VB), and assumed density filtering (ADF) / expectation propagation (EP) schemes has been largely overlooked. We present means of combining the efficient O(n) state space methodology with existing inference methods. We also furher extend existing methods, and provide unifying code implementing all approaches.

Description

Keywords

Other note

Citation

Nickisch, H, Solin, A & Grigorevskiy, A 2018, State space Gaussian processes with non-Gaussian likelihood. in J Dy & A Krause (eds), 35th International Conference on Machine Learning, ICML 2018. Proceedings of Machine Learning Research, vol. 80, JMLR, pp. 3789-3798, International Conference on Machine Learning, Stockholm, Sweden, 10/07/2018. < http://proceedings.mlr.press/v80/nickisch18a.html >

Endorsement

Review

Supplemented By

Referenced By