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Empirical Inference Conference Paper 2006

Assessing Approximations for Gaussian Process Classification

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Empirical Inference
Malte Kuss

Gaussian processes are attractive models for probabilistic classification but unfortunately exact inference is analytically intractable. We compare Laplace‘s method and Expectation Propagation (EP) focusing on marginal likelihood estimates and predictive performance. We explain theoretically and corroborate empirically that EP is superior to Laplace. We also compare to a sophisticated MCMC scheme and show that EP is surprisingly accurate.

Author(s): Kuss, M. and Rasmussen, CE.
Book Title: Advances in neural information processing systems 18
Journal: Advances in Neural Information Processing Systems 18: Proceedings of the 2005 Conference
Pages: 699-706
Year: 2006
Month: May
Day: 0
Editors: Weiss, Y. , B. Sch{\"o}lkopf, J. Platt
Publisher: MIT Press
Bibtex Type: Conference Paper (inproceedings)
Address: Cambridge, MA, USA
Event Name: Nineteenth Annual Conference on Neural Information Processing Systems (NIPS 2005)
Event Place: Whistler, BC, Canada
Digital: 0
Electronic Archiving: grant_archive
ISBN: 0-262-23253-7
Language: en
Organization: Max-Planck-Gesellschaft
School: Biologische Kybernetik
Links:

BibTex 

@inproceedings{3530,
  title = {Assessing Approximations for Gaussian Process Classification},
  journal = {Advances in Neural Information Processing Systems 18: Proceedings of the 2005 Conference},
  booktitle = {Advances in neural information processing systems 18},
  abstract = {Gaussian processes are attractive models for probabilistic classification but unfortunately exact inference is analytically intractable. We compare Laplace‘s method and Expectation Propagation (EP) focusing on marginal   likelihood estimates and predictive performance. We explain theoretically and corroborate empirically that EP is superior to Laplace. We also compare to a sophisticated MCMC scheme and show that EP is surprisingly accurate.},
  pages = {699-706},
  editors = {Weiss, Y. , B. Sch{\"o}lkopf, J. Platt},
  publisher = {MIT Press},
  organization = {Max-Planck-Gesellschaft},
  school = {Biologische Kybernetik},
  address = {Cambridge, MA, USA},
  month = may,
  year = {2006},
  slug = {3530},
  author = {Kuss, M. and Rasmussen, CE.},
  month_numeric = {5}
}