论文标题
高斯流程专家的快速深层混合物
Fast Deep Mixtures of Gaussian Process Experts
论文作者
论文摘要
专家的混合物已成为在监督学习环境中灵活建模的必不可少的工具,不仅允许平均功能,而且允许输出的整个密度随输入而变化。稀疏的高斯工艺(GP)已显示出作为此类模型专家的领先候选人的希望,在本文中,我们建议使用使用深神经网络(DNN)从稀疏GPS中选择专家的门控网络。此外,将一种称为群集分类为Regress(CCR)的快速通过算法非常快速地近似于后验(MAP)估计量。这种强大的模型和算法结合在一起提供了一种新颖的方法,该方法灵活,稳健且极其有效。特别是,该方法能够在准确性和不确定性量化方面胜过竞争方法。成本在低维和小型数据集上具有竞争力,但对于高维和大数据集的成本显着降低。迭代地最大化给定专家分配和分配的专家的分布并不能提供显着改进,这表明该算法非常快速地达到了近似值的近似值。在其他专家模型混合的背景下,这种见解也可以很有用。
Mixtures of experts have become an indispensable tool for flexible modelling in a supervised learning context, allowing not only the mean function but the entire density of the output to change with the inputs. Sparse Gaussian processes (GP) have shown promise as a leading candidate for the experts in such models, and in this article, we propose to design the gating network for selecting the experts from such mixtures of sparse GPs using a deep neural network (DNN). Furthermore, a fast one pass algorithm called Cluster-Classify-Regress (CCR) is leveraged to approximate the maximum a posteriori (MAP) estimator extremely quickly. This powerful combination of model and algorithm together delivers a novel method which is flexible, robust, and extremely efficient. In particular, the method is able to outperform competing methods in terms of accuracy and uncertainty quantification. The cost is competitive on low-dimensional and small data sets, but is significantly lower for higher-dimensional and big data sets. Iteratively maximizing the distribution of experts given allocations and allocations given experts does not provide significant improvement, which indicates that the algorithm achieves a good approximation to the local MAP estimator very fast. This insight can be useful also in the context of other mixture of experts models.