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arXiv 1503.02551stat.MLcs.LG
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基于核的传递期望传播消息的即时学习

Kernel-Based Just-In-Time Learning for Passing Expectation Propagation Messages

University of Oxford(牛津大学)

Wittawat Jitkrittum, Arthur Gretton, Nicolas Heess, S. M. Ali Eslami, Balaji Lakshminarayanan, Dino Sejdinovic, Zoltán Szabó

摘要:

我们提出了一个有效的非参数策略学习的预期传播(EP),它需要作为输入的一组传入的消息到一个因素节点的消息运算符,并产生一个传出的消息作为输出。这个学习的算子取代了经典EP中所需的多元积分,后者可能没有解析表达式。我们使用基于内核的回归,它是在一组代表传入消息和相关传出消息的概率分布上训练的。核方法有两个主要优点:第一,它是快速的,因为它是使用输入消息分布的一种新的双层随机特征表示来实现的;第二,它具有原则性的不确定性估计,并且可以廉价地在线更新,这意味着当它遇到不确定的输入时,它可以请求并合并新的训练数据。在实验中,我们的方法是能够解决学习问题,需要一个单一的消息运营商的多个,基本上不同的数据集(逻辑斯谛回归的各种分类问题),它是必不可少的,以准确地评估不确定性,并有效地和鲁棒地更新的消息运营商。

英文摘要:

We propose an efficient nonparametric strategy for learning a message operator in expectation propagation (EP), which takes as input the set of incoming messages to a factor node, and produces an outgoing message as output. This learned operator replaces the multivariate integral required in classical EP, which may not have an analytic expression. We use kernel-based regression, which is trained on a set of probability distributions representing the incoming messages, and the associated outgoing messages. The kernel approach has two main advantages: first, it is fast, as it is implemented using a novel two-layer random feature representation of the input message distributions; second, it has principled uncertainty estimates, and can be cheaply updated online, meaning it can request and incorporate new training data when it encounters inputs on which it is uncertain. In experiments, our approach is able to solve learning problems where a single message operator is required for multiple, substantially different data sets (logistic regression for a variety of classification problems), where it is essential to accurately assess uncertainty and to efficiently and robustly update the message operator.

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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