Gaussian Process Latent Variable Models

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• Marc Deisenroth (University of Cambridge)
• Thursday 13 November 2008, 14:00-15:30
• Engineering Department, CBL Room 438.

If you have a question about this talk, please contact Shakir Mohamed.

Summarizing a high dimensional data set with a low dimensional embedding is a standard approach for exploring its structure. In this paper we provide an overview of some existing techniques for discovering such embeddings. We then introduce a novel probabilistic interpretation of principal component analysis (PCA) that we term dual probabilistic PCA (DPPCA). The DPPCA model has the additional advantage that the linear mappings from the embedded space can easily be non-linearized through Gaussian processes. We refer to this model as a Gaussian process latent variable model (GP-LVM). Through analysis of the GP-LVM objective function, we relate the model to popular spectral techniques such as kernel PCA and multidimensional scaling. We then review a practical algorithm for GP-LVMs in the context of large data sets and develop it to also handle discrete valued data and missing attributes. We demonstrate the model on a range of real-world and artificially generated data sets.

parts from these papers will be discussed:

http://www.jmlr.org/papers/volume6/lawrence05a/lawrence05a.pdf

ftp://ftp.dcs.shef.ac.uk/home/neil/gplvmTutorial.pdf

This talk is part of the Machine Learning Reading Group @ CUED series.

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