Shelton, JA;
Gasthaus, J;
Dai, Z;
Lücke, J;
Gretton, A;
(2017)
GP-Select: Accelerating EM using adaptive subspace preselection.
Neural Computation
, 29
(8)
pp. 2177-2202.
10.1162/NECO_a_00982.
Preview |
Text
Gretton_neco_a_00982.pdf - Published Version Download (811kB) | Preview |
Abstract
We propose a nonparametric procedure to achieve fast inference in generative graphical models when the number of latent states is very large. The approach is based on iterative latent variable preselection, where we alternate between learning a selection function to reveal the relevant latent variables and using this to obtain a compact approximation of the posterior distribution for EM. This can make inference possible where the number of possible latent states is, for example, exponential in the number of latent variables, whereas an exact approach would be computationally infeasible.We learn the selection function entirely from the observed data and current expectation-maximization state via gaussian process regression. This is in contrast to earlier approaches, where selection functions were manually designed for each problem setting. We show that our approach performs as well as these bespoke selection functions on a wide variety of inference problems. In particular, for the challenging case of a hierarchical model for object localization with occlusion, we achieve results that match a customized state-of-the-art selection method at a far lower computational cost.
| Type: | Article |
|---|---|
| Title: | GP-Select: Accelerating EM using adaptive subspace preselection |
| Open access status: | An open access version is available from UCL Discovery |
| DOI: | 10.1162/NECO_a_00982 |
| Publisher version: | https://doi.org/10.1162/neco_a_00982 |
| Language: | English |
| Additional information: | This is the published version of record. For information on re-use, please refer to the publisher’s terms and conditions. |
| UCL classification: | UCL UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences UCL > Provost and Vice Provost Offices > School of Life and Medical Sciences > Faculty of Life Sciences > Gatsby Computational Neurosci Unit |
| URI: | https://discovery.ucl.ac.uk/id/eprint/10050724 |
Loading...
Loading...Loading...Loading...Archive Staff Only
 |
View Item |
