Gaussian process latent variable models (GPLVM) are a flexible and non-linear approach to dimensionality reduction, extending classical Gaussian processes to an unsupervised learning context. The Bayesian incarnation of the GPLVM Titsias and Lawrence, 2010] uses a variational framework, where the posterior over latent variables is approximated by a well-behaved variational family, a factorized Gaussian yielding a tractable lower bound. However, the non-factories ability of the lower bound prevents truly scalable inference. In this work, we study the doubly stochastic formulation of the Bayesian GPLVM model amenable with minibatch training. We show how this framework is compatible with different latent variable formulations and perform experiments to compare a suite of models. Further, we demonstrate how we can train in the presence of massively missing data and obtain high-fidelity reconstructions. We demonstrate the model's performance by benchmarking against the canonical sparse GPLVM for high-dimensional data examples.
Multi-View Oriented GPLVM: Expressiveness and Efficiency
School of Computing and Data Science University of Hong Kong（计算与数据科学学院 香港大学）；Department of Signal Theory and Communications Universidad Carlos III de Madrid（信号理论与通信系 马德里卡洛斯三世大学）
Gaussian Process Latent Variable Model (GPLVM) is a flexible framework to handle uncertain inputs in Gaussian Processes (GPs) and incorporate GPs as components of larger graphical models. Nonetheless, the standard GPLVM variational inference approach is tractable only for a narrow family of kernel functions. The most popular implementations of GPLVM circumvent this limitation using quadrature methods, which may become a computational bottleneck even for relatively low dimensions. For instance, the widely employed Gauss-Hermite quadrature has exponential complexity on the number of dimensions. …
University of Cambridge（剑桥大学）；MRC Laboratory of Molecular Biology（医学研究委员会分子生物学实验室）
A common problem in neuroscience is to elucidate the collective neural representations of behaviorally important variables such as head direction, spatial location, upcoming movements, or mental spatial transformations. Often, these latent variables are internal constructs not directly accessible to the experimenter. Here, we propose a new probabilistic latent variable model to simultaneously identify the latent state and the way each neuron contributes to its representation in an unsupervised way. In contrast to previous models which assume Euclidean latent spaces, we embrace the fact that la…
University of Chinese Academy of Sciences（中国科学院大学）；Institute of Computing Technology, Chinese Academy of Sciences（中国科学院计算技术研究所）；Noah’s Ark Lab（诺亚方舟实验室）；The University of Texas at San Antonio（德克萨斯大学圣安东尼奥分校）
Multimodal learning aims to discover the relationship between multiple modalities. It has become an important research topic due to extensive multimodal applications such as cross-modal retrieval. This paper attempts to address the modality heterogeneity problem based on Gaussian process latent variable models (GPLVMs) to represent multimodal data in a common space. Previous multimodal GPLVM extensions generally adopt individual learning schemes on latent representations and kernel hyperparameters, which ignore their intrinsic relationship. To exploit strong complementarity among different mod…
Density modeling is notoriously difficult for high dimensional data. One approach to the problem is to search for a lower dimensional manifold which captures the main characteristics of the data. Recently, the Gaussian Process Latent Variable Model (GPLVM) has successfully been used to find low dimensional manifolds in a variety of complex data. The GPLVM consists of a set of points in a low dimensional latent space, and a stochastic map to the observed space. We show how it can be interpreted as a density model in the observed space. However, the GPLVM is not trained as a density model and th…
Max Planck Institute for Biological Cybernetics（马克斯·普朗克生物控制论研究所）
In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related to causal discovery in the presence of nonlinear confounders, which is a challenging problem. However, generally in such models the observation noise is assumed to be independent across data dimensions, and consequently the noise dependencies are ignored. In this paper we focus on the Gaussian process latent variable model (GPLVM), from which we develop an ex…
University of Cambridge（剑桥大学）；Wellcome Sanger Institute（威康桑格研究所）
Single-cell RNA-seq datasets are growing in size and complexity, enabling the study of cellular composition changes in various biological/clinical contexts. Scalable dimensionality reduction techniques are in need to disentangle biological variation in them, while accounting for technical and biological confounders. In this work, we extend a popular approach for probabilistic non-linear dimensionality reduction, the Gaussian process latent variable model, to scale to massive single-cell datasets while explicitly accounting for technical and biological confounders. The key idea is to use an aug…
Aalto University（阿尔托大学）；HUS Helsinki University Hospital（赫尔辛基大学医院）；University of Helsinki（赫尔辛基大学）
Clinical patient records are an example of high-dimensional data that is typically collected from disparate sources and comprises of multiple likelihoods with noisy as well as missing values. In this work, we propose an unsupervised generative model that can learn a low-dimensional representation among the observations in a latent space, while making use of all available data in a heterogeneous data setting with missing values. We improve upon the existing Gaussian process latent variable model (GPLVM) by incorporating multiple likelihoods and deep neural network parameterised back-constraints…
University of Oxford（牛津大学）；University of British Columbia（不列颠哥伦比亚大学）；BC Cancer Agency（不列颠哥伦比亚癌症机构）；UBC Data Science Institute（不列颠哥伦比亚大学数据科学研究所）；The Alan Turing Institute（艾伦·图灵研究所）；University of Birmingham（伯明翰大学）
The interpretation of complex high-dimensional data typically requires the use of dimensionality reduction techniques to extract explanatory low-dimensional representations. However, in many real-world problems these representations may not be sufficient to aid interpretation on their own, and it would be desirable to interpret the model in terms of the original features themselves. Our goal is to characterise how feature-level variation depends on latent low-dimensional representations, external covariates, and non-linear interactions between the two. In this paper, we propose to achieve this…
Context-aware recommender systems (CARS) have gained increasing attention due to their ability to utilize contextual information. Compared to traditional recommender systems, CARS are, in general, able to generate more accurate recommendations. Latent factors approach accounts for a large proportion of CARS. Recently, a non-linear Gaussian Process (GP) based factorization method was proven to outperform the state-of-the-art methods in CARS. Despite its effectiveness, GP model-based methods can suffer from over-fitting and may not be able to determine the impact of each context automatically. I…
In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias & Lawrence (2010) is brief, hence getting a full picture of it requires collecting results from several different sources and a substantial amount of algebra to fill-in the gaps. Our main goal is thus to collect all the results and full derivations into one place to help speed up understanding this work. In doing so we present a re-parametrisation of the inference t…
We present Turbo-Sim, a generalised autoencoder framework derived from principles of information theory that can be used as a generative model. By maximising the mutual information between the input and the output of both the encoder and the decoder, we are able to rediscover the loss terms usually found in adversarial autoencoders and generative adversarial networks, as well as various more sophisticated related models. Our generalised framework makes these models mathematically interpretable and allows for a diversity of new ones by setting the weight of each loss term separately. The framew…
University of Bristol（布里斯托大学）；Heilbronn Institute for Mathematical Research（海尔布隆数学研究所）；University of Pittsburgh（匹兹堡大学）；North Carolina State University（北卡罗来纳州立大学）；Johns Hopkins University（约翰斯·霍普金斯大学）
Spectral embedding is a procedure which can be used to obtain vector representations of the nodes of a graph. This paper proposes a generalisation of the latent position network model known as the random dot product graph, to allow interpretation of those vector representations as latent position estimates. The generalisation is needed to model heterophilic connectivity (e.g., `opposites attract') and to cope with negative eigenvalues more generally. We show that, whether the adjacency or normalised Laplacian matrix is used, spectral embedding produces uniformly consistent latent position esti…
The analysis of high dimensional survival data is challenging, primarily due to the problem of overfitting which occurs when spurious relationships are inferred from data that subsequently fail to exist in test data. Here we propose a novel method of extracting a low dimensional representation of covariates in survival data by combining the popular Gaussian Process Latent Variable Model (GPLVM) with a Weibull Proportional Hazards Model (WPHM). The combined model offers a flexible non-linear probabilistic method of detecting and extracting any intrinsic low dimensional structure from high dimen…
We describe a procedure to introduce general dependence structures on a set of Dirichlet processes. Dependence can be in one direction to define a time series or in two directions to define spatial dependencies. More directions can also be considered. Dependence is induced via a set of latent processes and exploit the conjugacy property between the Dirichlet and the multinomial processes to ensure that the marginal law for each element of the set is a Dirichlet process. Dependence is characterised through the correlation between any two elements. Posterior distributions are obtained when we us…
The purpose of this paper is to outline a generalised model for representing hybrids of relational-categorical, symbolic, perceptual-sensory and perceptual-latent data, so as to embody, in the same architectural data layer, representations for the input, output and latent tensors. This variety of representation is currently used by various machine-learning models in computer vision, NLP/NLU, reinforcement learning which allows for direct application of cross-domain queries and functions. This is achieved by endowing a directed Tensor-Typed Multi-Graph with at least some edge attributes which r…
The Fisher Information Matrix formalism is extended to cases where the data is divided into two parts (X,Y), where the expectation value of Y depends on X according to some theoretical model, and X and Y both have errors with arbitrary covariance. In the simplest case, (X,Y) represent data pairs of abscissa and ordinate, in which case the analysis deals with the case of data pairs with errors in both coordinates, but X can be any measured quantities on which Y depends. The analysis applies for arbitrary covariance, provided all errors are gaussian, and provided the errors in X are small, both …
Although the expectation maximisation (EM) algorithm was introduced in 1970, it remains somewhat inaccessible to machine learning practitioners due to its obscure notation, terse proofs and lack of concrete links to modern machine learning techniques like autoencoded variational Bayes. This has resulted in gaps in the AI literature concerning the meaning of such concepts like "latent variables" and "variational lower bound," which are frequently used but often not clearly explained. The roots of these ideas lie in the EM algorithm. We first give a tutorial presentation of the EM algorithm for …
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data. Sparsity in the kernel weights is obtained by adopting a hierarchical Bayesian approach: Gaussian process priors are imposed over the latent functions and generalised inverse Gaussians on their associated weights. This construction is equivalent to imposing a product of heavy-tailed process priors over function space. A variational inference algorithm is derived …
We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent Dirichlet allocation (sLDA) model. We evaluate our method on two real-world classification problems and two real-world regression problems. Bayesian nonparametric regression models based on the Dirichlet process, such as the Dirichlet process-generalised linear models (DP-GLM) h…
Seeing Below the Limit of Detection: A Censored-Poisson Bayesian Latent-Growth Change-Point Detector (the Span Detector) for Serial ctDNA in HR+/HER2- Metastatic Breast Cancer
Deep generative models are universal tools for learning data distributions on high dimensional data spaces via a mapping to lower dimensional latent spaces. We provide a study of latent space geometries and extend and build upon previous results on Riemannian metrics. We show how a class of heuristic measures gives more flexibility in finding meaningful, problem-specific distances, and how it can be applied to diverse generator types such as autoregressive generators commonly used in e.g. language and other sequence modeling. We further demonstrate how a diffusion-inspired transformation previ…
Scalable Bayesian structure learning of directed acyclic graphs via Laplace approximation, with an application to breast cancer gene expression networks
Ferdowsi University of Mashhad（马什哈德 Ferdowsi 大学）；North Carolina Agricultural and Technical State University（北卡罗来纳农业与州立大学）
Imperial College London（帝国理工学院）；University College London（伦敦大学学院）
Reduced-order modelling and low-dimensional surrogate models generated using machine learning algorithms have been widely applied in high-dimensional dynamical systems to improve the algorithmic efficiency. In this paper, we develop a system which combines reduced-order surrogate models with a novel data assimilation (DA) technique used to incorporate real-time observations from different physical spaces. We make use of local smooth surrogate functions which link the space of encoded system variables and the one of current observations to perform variational DA with a low computational cost. T…
Compartmental Disease Models with Time-Varying Transmission Rates: A Bayesian Generalized Hamiltonian Monte Carlo framework with Applications to COVID-19
Basque Center for Applied Mathematics (BCAM)（巴斯克应用数学中心）；Universidad Autonoma de Madrid（马德里自治大学）；Universidade de Vigo（维戈大学）；Galician Center for Mathematical Research and Technology (CITMAga)（加利西亚数学研究与技术中心）；Euskal Herriko Unibertsitatea (EHU)（巴斯克地区大学）；Basque Foundation for Science (IKERBASQUE)（巴斯克科学基金会）
School of Electronic Engineering and Computer Science（电子工程与计算机科学学院）；Queen Mary University of London（伦敦玛丽女王大学）；School of Mathematical Sciences（数学科学学院）
This research project investigates the application of deep learning to timbre transfer, where the timbre of a source audio can be converted to the timbre of a target audio with minimal loss in quality. The adopted approach combines Variational Autoencoders with Generative Adversarial Networks to construct meaningful representations of the source audio and produce realistic generations of the target audio and is applied to the Flickr 8k Audio dataset for transferring the vocal timbre between speakers and the URMP dataset for transferring the musical timbre between instruments. Furthermore, vari…
Data61, CSIRO（联邦科学与工业研究组织数据61研究所）；Australian National University（澳大利亚国立大学）
Principal Component Analysis (PCA) and its exponential family extensions have three components: observations, latents and parameters of a linear transformation. We consider a generalised setting where the canonical parameters of the exponential family are a nonlinear transformation of the latents. We show explicit relationships between particular neural network architectures and the corresponding statistical models. We find that deep equilibrium models -- a recently introduced class of implicit neural networks -- solve maximum a-posteriori (MAP) estimates for the latents and parameters of the …
This paper deals with differentiable dynamical models congruent with neural process theories that cast brain function as the hierarchical refinement of an internal generative model explaining observations. Our work extends existing implementations of gradient-based predictive coding with automatic differentiation and allows to integrate deep neural networks for non-linear state parameterization. Gradient-based predictive coding optimises inferred states and weights locally in for each layer by optimising precision-weighted prediction errors that propagate from stimuli towards latent states. Pr…
