Pseudo inputs for pairwise learning with Gaussian processes

Nielsen, J. B., Sand Jensen, B. and Larsen, J. (2012) Pseudo inputs for pairwise learning with Gaussian processes. In: 2012 IEEE International Workshop on Machine Learning for Signal Processing, Santander, Spain, 23-26 Sep 2012, pp. 1-6. ISBN 9781467310246 (doi:10.1109/MLSP.2012.6349812)

Nielsen, J. B., Sand Jensen, B. and Larsen, J. (2012) Pseudo inputs for pairwise learning with Gaussian processes. In: 2012 IEEE International Workshop on Machine Learning for Signal Processing, Santander, Spain, 23-26 Sep 2012, pp. 1-6. ISBN 9781467310246 (doi:10.1109/MLSP.2012.6349812)

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Abstract

We consider learning and prediction of pairwise comparisons between instances. The problem is motivated from a perceptual view point, where pairwise comparisons serve as an effective and extensively used paradigm. A state-of-the-art method for modeling pairwise data in high dimensional domains is based on a classical pairwise probit likelihood imposed with a Gaussian process prior. While extremely flexible, this non-parametric method struggles with an inconvenient O(n3) scaling in terms of the n input instances which limits the method only to smaller problems. To overcome this, we derive a specific sparse extension of the classical pairwise likelihood using the pseudo-input formulation. The behavior of the proposed extension is demonstrated on a toy example and on two real-world data sets which outlines the potential gain and pitfalls of the approach. Finally, we discuss the relation to other similar approximations that have been applied in standard Gaussian process regression and classification problems such as FI(T)C and PI(T)C.

Item Type:Conference Proceedings
Status:Published
Refereed:Yes
Glasgow Author(s) Enlighten ID:Jensen, Dr Bjorn Sand
Authors: Nielsen, J. B., Sand Jensen, B., and Larsen, J.
College/School:College of Science and Engineering > School of Computing Science
ISSN:1551-2541
ISBN:9781467310246
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