Bayesian Inference with Kernels

Add to your list(s) Download to your calendar using vCal

• Arthur Gretton, UCL
• Wednesday 10 November 2010, 14:00-15:00
• Small public lecture room, Microsoft Research Ltd, 7 J J Thomson Avenue (Off Madingley Road), Cambridge.

If you have a question about this talk, please contact Dr. Pushmeet Kohli.

An embedding of probability distributions into a reproducing kernel Hilbert space (RKHS) has been introduced: like the characteristic function, this provides a unique representation of a probability distribution in a high dimensional feature space. This representation forms the basis of an inference procedure on graphical models, where the likelihoods are represented as RKHS functions. The resulting algorithm is completely nonparametric: all aspects of the model are represented implicitly, and learned from a training sample. Both exact inference on trees and loopy BP on pairwise Markov random fields are demonstrated.

Kernel message passing can be applied to general domains where kernels are defined, handling challenging cases such as discrete variables with huge domains, or very complex, non-Gaussian continuous distributions. In experiments, the approach outperforms state-of-the-art techniques in a cross-lingual document retrieval task and in the prediction of depth from 2-D images. Finally, time permitting, a more general kernelized Bayes` law will be described, in which a prior distribution embedding is updated to provide a posterior distribution embedding. This last approach makes weaker assumptions on the underlying distributions, but is somewhat more complex to implement.

Joint work with Danny Bickson, Kenji Fukumizu, Carlos Guestrin, Yucheng Low, Le Song

This talk is part of the Microsoft Research Machine Learning and Perception Seminars series.

This talk is included in these lists:

• All Talks (aka the CURE list)
• Cambridge Centre for Data-Driven Discovery (C2D3)
• Cambridge talks
• Chris Davis' list
• Guy Emerson's list
• Interested Talks
• ML
• Machine Learning Summary
• Microsoft Research Cambridge, public talks
• Microsoft Research Machine Learning and Perception Seminars
• Optics for the Cloud
• PMRFPS's
• School of Technology
• Small public lecture room, Microsoft Research Ltd, 7 J J Thomson Avenue (Off Madingley Road), Cambridge
• Trust & Technology Initiative - interesting events
• bld31
• ndk22's list
• ob366-ai4er
• personal list
• rp587
• yk373's list

Note that ex-directory lists are not shown.