Conference paper
Pseudo inputs for pairwise learning with Gaussian processes
We consider learning and prediction of pairwise comparisons between instances. The problem is motivated from a perceptual view point, where pairwise comparisons serve as an effective and extensively used paradigm. A state-of-the-art method for modeling pairwise data in high dimensional domains is based on a classical pairwise probit likelihood imposed with a Gaussian process prior.
While extremely flexible, this non-parametric method struggles with an inconvenient O(n3) scaling in terms of the n input instances which limits the method only to smaller problems. To overcome this, we derive a specific sparse extension of the classical pairwise likelihood using the pseudo-input formulation.
The behavior of the proposed extension is demonstrated on a toy example and on two real-world data sets which outlines the potential gain and pitfalls of the approach. Finally, we discuss the relation to other similar approximations that have been applied in standard Gaussian process regression and classification problems such as FI(T)C and PI(T)C.
Language: | English |
---|---|
Publisher: | IEEE |
Year: | 2012 |
Pages: | 1-6 |
Proceedings: | 2012 IEEE International Workshop on Machine Learning for Signal Processing |
Series: | Machine Learning for Signal Processing |
ISBN: | 1467310247 , 1467310255 , 1467310263 , 9781467310246 , 9781467310253 and 9781467310260 |
ISSN: | 21610363 and 15512541 |
Types: | Conference paper |
DOI: | 10.1109/MLSP.2012.6349812 |
ORCIDs: | Jensen, Bjørn Sand and Larsen, Jan |
Approximation methods Data models Error analysis Gaussian process regression Gaussian processes Optimization Predictive models Standards approximation theory classical pairwise likelihood classification problem learning (artificial intelligence) nonparametric method nonparametric statistics pairwise learning pattern classification perceptual view point pseudo input formulation regression analysis