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arXiv 1410.7827cs.LGcs.AIstat.ML
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高斯过程预报自动原则融合的广义专家积

Generalized Product of Experts for Automatic and Principled Fusion of Gaussian Process Predictions

University of Toronto(多伦多大学)

Yanshuai Cao, David J. Fleet

摘要:

在这项工作中,我们提出了一个广义产品的专家(GPoE)框架相结合的多个概率模型的预测。我们确定了四个理想的属性是重要的可扩展性,表现力和鲁棒性,学习和推断与多个模型的组合时。通过分析和实验,我们证明了高斯过程(GP)的gPoE具有这些品质,而没有其他现有的组合方案同时满足所有这些品质。由此产生的GP-gPoE是高度可扩展的,因为单个GP专家可以独立地并行学习;非常有表现力,因为专家组合的方式取决于输入而不是固定的;组合预测仍然是具有自然解释的有效概率模型;并且最终对来自单个专家的不可靠预测具有鲁棒性。

英文摘要:

In this work, we propose a generalized product of experts (gPoE) framework for combining the predictions of multiple probabilistic models. We identify four desirable properties that are important for scalability, expressiveness and robustness, when learning and inferring with a combination of multiple models. Through analysis and experiments, we show that gPoE of Gaussian processes (GP) have these qualities, while no other existing combination schemes satisfy all of them at the same time. The resulting GP-gPoE is highly scalable as individual GP experts can be independently learned in parallel; very expressive as the way experts are combined depends on the input rather than fixed; the combined prediction is still a valid probabilistic model with natural interpretation; and finally robust to unreliable predictions from individual experts.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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