Alpha divergence minimization in multi-class Gaussian process classification
This paper analyzes the minimization of α-divergences in the context of multi-class Gaussian process classification. For this task, several methods are explored, including memory and computationally effi cient variants of the Power Expectation Propagation algorithm, which allow for efficient trainin...
| Autores: | , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 2020 |
| País: | España |
| Institución: | Universidad Autónoma de Madrid |
| Repositorio: | Biblos-e Archivo. Repositorio Institucional de la UAM |
| Idioma: | inglés |
| OAI Identifier: | oai:repositorio.uam.es:10486/709938 |
| Acceso en línea: | http://hdl.handle.net/10486/709938 https://dx.doi.org/10.1016/j.neucom.2019.09.090 |
| Access Level: | acceso abierto |
| Palabra clave: | Gaussian processes Expectation propagation α-divergences Approximate inference Variational inference Informática |
| Sumario: | This paper analyzes the minimization of α-divergences in the context of multi-class Gaussian process classification. For this task, several methods are explored, including memory and computationally effi cient variants of the Power Expectation Propagation algorithm, which allow for efficient training using stochastic gradients and mini-batches. When these methods are used for training, very large datasets (several millions of instances) can be considered. The proposed methods are also very general as they can interpolate between other popular approaches for approximate inference based on Expectation Prop agation (EP) (α →1) and Variational Bayes (VB) (α →0) simply by varying the α parameter. An exhaustive empirical evaluation analyzes the generalization properties of each of the proposed methods for differ ent values of the α parameter. The results obtained show that one can do better than EP and VB by considering intermediate values of α. |
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