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Search Results: 1 - 10 of 20588 matches for " James Hensman "
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Nested Variational Compression in Deep Gaussian Processes
James Hensman,Neil D. Lawrence
Statistics , 2014,
Abstract: Deep Gaussian processes provide a flexible approach to probabilistic modelling of data using either supervised or unsupervised learning. For tractable inference approximations to the marginal likelihood of the model must be made. The original approach to approximate inference in these models used variational compression to allow for approximate variational marginalization of the hidden variables leading to a lower bound on the marginal likelihood of the model [Damianou and Lawrence, 2013]. In this paper we extend this idea with a nested variational compression. The resulting lower bound on the likelihood can be easily parallelized or adapted for stochastic variational inference.
Fast Variational Inference in the Conjugate Exponential Family
James Hensman,Magnus Rattray,Neil D. Lawrence
Computer Science , 2012,
Abstract: We present a general method for deriving collapsed variational inference algo- rithms for probabilistic models in the conjugate exponential family. Our method unifies many existing approaches to collapsed variational inference. Our collapsed variational inference leads to a new lower bound on the marginal likelihood. We exploit the information geometry of the bound to derive much faster optimization methods based on conjugate gradients for these models. Our approach is very general and is easily applied to any model where the mean field update equations have been derived. Empirically we show significant speed-ups for probabilistic models optimized using our bound.
Spike and Slab Gaussian Process Latent Variable Models
Zhenwen Dai,James Hensman,Neil Lawrence
Computer Science , 2015,
Abstract: The Gaussian process latent variable model (GP-LVM) is a popular approach to non-linear probabilistic dimensionality reduction. One design choice for the model is the number of latent variables. We present a spike and slab prior for the GP-LVM and propose an efficient variational inference procedure that gives a lower bound of the log marginal likelihood. The new model provides a more principled approach for selecting latent dimensions than the standard way of thresholding the length-scale parameters. The effectiveness of our approach is demonstrated through experiments on real and simulated data. Further, we extend multi-view Gaussian processes that rely on sharing latent dimensions (known as manifold relevance determination) with spike and slab priors. This allows a more principled approach for selecting a subset of the latent space for each view of data. The extended model outperforms the previous state-of-the-art when applied to a cross-modal multimedia retrieval task.
Gaussian Processes for Big Data
James Hensman,Nicolo Fusi,Neil D. Lawrence
Computer Science , 2013,
Abstract: We introduce stochastic variational inference for Gaussian process models. This enables the application of Gaussian process (GP) models to data sets containing millions of data points. We show how GPs can be vari- ationally decomposed to depend on a set of globally relevant inducing variables which factorize the model in the necessary manner to perform variational inference. Our ap- proach is readily extended to models with non-Gaussian likelihoods and latent variable models based around Gaussian processes. We demonstrate the approach on a simple toy problem and two real world data sets.
Fast nonparametric clustering of structured time-series
James Hensman,Magnus Rattray,Neil D. Lawrence
Computer Science , 2014,
Abstract: In this publication, we combine two Bayesian non-parametric models: the Gaussian Process (GP) and the Dirichlet Process (DP). Our innovation in the GP model is to introduce a variation on the GP prior which enables us to model structured time-series data, i.e. data containing groups where we wish to model inter- and intra-group variability. Our innovation in the DP model is an implementation of a new fast collapsed variational inference procedure which enables us to optimize our variationala pproximation significantly faster than standard VB approaches. In a biological time series application we show how our model better captures salient features of the data, leading to better consistency with existing biological classifications, while the associated inference algorithm provides a twofold speed-up over EM-based variational inference.
Scalable Variational Gaussian Process Classification
James Hensman,Alex Matthews,Zoubin Ghahramani
Statistics , 2014,
Abstract: Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly, the variational formulation can be exploited to allow classification in problems with millions of data points, as we demonstrate in experiments.
Gaussian Process Models with Parallelization and GPU acceleration
Zhenwen Dai,Andreas Damianou,James Hensman,Neil Lawrence
Computer Science , 2014,
Abstract: In this work, we present an extension of Gaussian process (GP) models with sophisticated parallelization and GPU acceleration. The parallelization scheme arises naturally from the modular computational structure w.r.t. datapoints in the sparse Gaussian process formulation. Additionally, the computational bottleneck is implemented with GPU acceleration for further speed up. Combining both techniques allows applying Gaussian process models to millions of datapoints. The efficiency of our algorithm is demonstrated with a synthetic dataset. Its source code has been integrated into our popular software library GPy.
Fast and accurate approximate inference of transcript expression from RNA-seq data
James Hensman,Panagiotis Papastamoulis,Peter Glaus,Antti Honkela,Magnus Rattray
Quantitative Biology , 2014,
Abstract: Motivation: Assigning RNA-seq reads to their transcript of origin is a fundamental task in transcript expression estimation. Where ambiguities in assignments exist due to transcripts sharing sequence, e.g. alternative isoforms or alleles, the problem can be solved through probabilistic inference. Bayesian methods have been shown to provide accurate transcript abundance estimates compared to competing methods. However, exact Bayesian inference is intractable and approximate methods such as Markov chain Monte Carlo (MCMC) and Variational Bayes (VB) are typically used. While providing a high degree of accuracy and modelling flexibility, standard implementations can be prohibitively slow for large datasets and complex transcriptome annotations. Results: We propose a novel approximate inference scheme based on VB and apply it to an existing model of transcript expression inference from RNA-seq data. Recent advances in VB algorithmics are used to improve the convergence of the algorithm beyond the standard Variational Bayes Expectation Maximisation (VBEM) algorithm. We apply our algorithm to simulated and biological datasets, demonstrating a significant increase in speed with only very small loss in accuracy of expression level estimation. We carry out a comparative study against seven popular alternative methods and demonstrate that our new algorithm provides excellent accuracy and inter-replicate consistency while remaining competitive in computation time. Availability: The methods were implemented in R and C++, and are available as part of the BitSeq project at \url{https://github.com/BitSeq}. The method is also available through the BitSeq Bioconductor package. The source code to reproduce all simulation results can be accessed via \url{https://github.com/BitSeq/BitSeqVB_benchmarking}.
Fast Approximate Inference of Transcript Expression Levels from RNA-seq Data
James Hensman,Peter Glaus,Antti Honkela,Magnus Rattray
Quantitative Biology , 2013,
Abstract: Motivation: The mapping of RNA-seq reads to their transcripts of origin is a fundamental task in transcript expression estimation and differential expression scoring. Where ambiguities in mapping exist due to transcripts sharing sequence, e.g. alternative isoforms or alleles, the problem becomes an instance of non-trivial probabilistic inference. Bayesian inference in such a problem is intractable and approximate methods must be used such as Markov chain Monte Carlo (MCMC) and Variational Bayes. Standard implementations of these methods can be prohibitively slow for large datasets and complex gene models. Results: We propose an approximate inference scheme based on Variational Bayes applied to an existing model of transcript expression inference from RNA-seq data. We apply recent advances in Variational Bayes algorithmics to improve the convergence of the algorithm beyond the standard variational expectation-maximisation approach. We apply our algorithm to simulated and biological datasets, demonstrating that the increase in speed requires only a small trade-off in accuracy of expression level estimation. Availability: The methods were implemented in R and C++, and are available as part of the BitSeq project at https://code.google.com/p/bitseq/. The methods will be made available through the BitSeq Bioconductor package at the next stable release.
Gaussian process models for periodicity detection
Nicolas Durrande,James Hensman,Magnus Rattray,Neil D. Lawrence
Statistics , 2013,
Abstract: We consider the problem of detecting the periodic part of a function given the observations of some input/output tuples (xi,yi). As they are known for being powerful tools for dealing with such data, our approach is based on Gaussian process regression models which are closely related to reproducing kernel Hilbert spaces (RKHS). The latter offer a powerful framework for decomposing covariance functions as the sum of periodic and aperiodic kernels. This decomposition allows for the creation of sub-models which capture the periodic nature of the signal and its complement. To quantify the periodicity of the signal, we derive a periodicity ratio which reflects the uncertainty in the fitted sub-models. Although the method can be applied to many kernels, we give a special emphasis to the Mat\'ern family, from the expression of the RKHS inner product to the implementation of the associated periodic kernels in a Gaussian process toolkit. The efficiency of the proposed method is finally illustrated on a biological case study where we detect periodically expressed genes.
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