Fast Bayesian Inference for Non-Conjugate Gaussian Process Regression
Mohammad Emtiyaz Khan · Shakir Mohamed · Kevin P Murphy

Tue Dec 4th 07:00 PM -- 12:00 AM @ Harrah’s Special Events Center 2nd Floor #None

We present a new variational inference algorithm for Gaussian processes with non-conjugate likelihood functions. This includes binary and multi-class classification, as well as ordinal regression. Our method constructs a convex lower bound, which can be optimized by using an efficient fixed point update method. We then show empirically that our new approach is much faster than existing methods without any degradation in performance.

Author Information

Emtiyaz Khan (RIKEN)

Emtiyaz Khan (also known as Emti) is a team leader at the RIKEN center for Advanced Intelligence Project (AIP) in Tokyo where he leads the Approximate Bayesian Inference Team. He is also a visiting professor at the Tokyo University of Agriculture and Technology (TUAT). Previously, he was a postdoc and then a scientist at Ecole Polytechnique Fédérale de Lausanne (EPFL), where he also taught two large machine learning courses and received a teaching award. He finished his PhD in machine learning from University of British Columbia in 2012. The main goal of Emti’s research is to understand the principles of learning from data and use them to develop algorithms that can learn like living beings. For the past 10 years, his work has focused on developing Bayesian methods that could lead to such fundamental principles. The approximate Bayesian inference team now continues to use these principles, as well as derive new ones, to solve real-world problems.

Shakir Mohamed (DeepMind)

Shakir Mohamed is a senior staff scientist at DeepMind in London. Shakir's main interests lie at the intersection of approximate Bayesian inference, deep learning and reinforcement learning, and the role that machine learning systems at this intersection have in the development of more intelligent and general-purpose learning systems. Before moving to London, Shakir held a Junior Research Fellowship from the Canadian Institute for Advanced Research (CIFAR), based in Vancouver at the University of British Columbia with Nando de Freitas. Shakir completed his PhD with Zoubin Ghahramani at the University of Cambridge, where he was a Commonwealth Scholar to the United Kingdom. Shakir is from South Africa and completed his previous degrees in Electrical and Information Engineering at the University of the Witwatersrand, Johannesburg.

Kevin P Murphy (Google)

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