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@@ -3,9 +3,7 @@ Automatic Model Construction with Gaussian Processes | |
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<img src="https://raw.githubusercontent.com/duvenaud/phd-thesis/master/figures/topology/mobius.png" width="200"> <img src="https://raw.githubusercontent.com/duvenaud/phd-thesis/master/figures/additive/3d-kernel/3d_add_kernel_321.png" width="200"> <img src="https://raw.githubusercontent.com/duvenaud/phd-thesis/master/figures/deep-limits/map_connected/latent_coord_map_layer_39.png" width="200"> | ||
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I'm about 10 days from submitting my thesis. In the spirit of radical openness, I've made the entire repo public. Think I'm missing something? Want me to cite you? <a href="mailto: [email protected]">Let me know!</a> Any feedback would be much appreciated. | ||
Defended on June 26th, 2014. | ||
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Individual chapters: | ||
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5. [Deep Gaussian Processes](deeplimits.pdf) | ||
6. [Additive Gaussian Processes](additive.pdf) | ||
7. [Warped Mixture Models](warped.pdf) | ||
7. [Discussion](discussion.pdf) | ||
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Or get the whole thing in [one big PDF](thesis.pdf) | ||
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Abstract: | ||
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This thesis shows how to automatically construct and describe a large class of models useful for forecasting and finding structure in domains such as time series, geological formations, and physical dynamics. | ||
This thesis develops a method for automatically constructing, visualizing and describing a large class of models, useful for forecasting and finding structure in domains such as time series, geological formations, and physical dynamics. | ||
These models, based on Gaussian processes, can capture many types of statistical structure, such as periodicity, changepoints, additivity, and symmetries. | ||
Such structure can be encoded through a *kernel*, which has historically been chosen by hand by experts. | ||
We show how to automate this task, creating a system which explores a large space of models and reports the structures discovered. | ||
Such structure can be encoded through *kernels*, which have historically been hand-chosen by experts. | ||
We show how to automate this task, creating a system that explores an open-ended space of models and reports the structures discovered. | ||
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The introductory chapters show how to express many types of structure through kernels, and how combining together different kernels combines their properties. | ||
Among several examples, we show how composite kernels can produce priors over topological manifolds such as cylinders, toruses, and Mobius strips, as well as their higher-dimensional analogues. | ||
To automatically construct Gaussian process models, we search over sums and products of kernels, maximizing the approximate marginal likelihood. | ||
We show how any model in this class can be automatically decomposed into qualitatively different parts, and how each component can be visualized and described through text. | ||
We combine these results into a procedure that, given a dataset, automatically constructs a model along with a detailed report containing plots and generated text that illustrate the structure discovered in the data. | ||
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To automatically search over an open-ended space of models, we define a simple grammar over kernels, a search criterion (marginal likelihood), and a breadth-first search procedure. | ||
Combining these, we present a procedure which takes in a dataset and outputs an automatically-constructed model, along with a detailed report with graphs and automatically generated text illustrating the qualitatively different, and sometimes novel, types of structure discovered in that dataset. | ||
This system automates parts of the model-building and analysis currently performed by expert statisticians. | ||
The introductory chapters contain a tutorial showing how to express many types of structure through kernels, and how adding and multiplying different kernels combines their properties. | ||
Examples also show how symmetric kernels can produce priors over topological manifolds such as cylinders, toruses, and Mobius strips, as well as their higher-dimensional generalizations. | ||
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This thesis also explores several extensions to Gaussian process models. | ||
First, building on earlier work relating Gaussian processes and neural nets, we explore the natural extensions of these models to *deep kernels* and *deep Gaussian processes*. | ||
Second, we examine the model class consisting of the sum of functions of all possible combinations of input variables. | ||
We show a close connection between this model class and the recently-developed regularization method of *dropout*. | ||
Third, we combine Gaussian processes with the Dirichlet process to produce the *warped mixture model* -- a Bayesian clustering model with nonparametric cluster shapes, and a corresponding latent space in which each cluster has an interpretable parametric form. | ||
First, building on existing work that relates Gaussian processes and neural nets, we analyze natural extensions of these models to *deep kernels* and *deep Gaussian processes*. | ||
Second, we examine *additive Gaussian processes*, showing their relation to the regularization method of *dropout*. | ||
Third, we combine Gaussian processes with the Dirichlet process to produce the *warped mixture model*: a Bayesian clustering model having nonparametric cluster shapes, and a corresponding latent space in which each cluster has an interpretable parametric form. | ||
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Source Code for Experiments | ||
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