Abstract

Since the celebrated book by Rasmussen and Williams, there have been a considerable amount of novel contributions that are allowing the applicability of Gaussian processes (GPs) to problems at an unprecedented scale and to new areas where uncertainty quantification is of fundamental importance. This tutorial will expose attendees to recent advances in GP research; describe the current challenges in modeling and inference with GPs; their relationship to neural networks and deep neural networks and stimulate the debate about the role of GP models in solving complex machine-learning tasks.

Table of Content

• Presenters
• Link to Slides
• Notebooks
• Acknowledgements
• References

Presenters

Edwin V. Bonilla

Edwin V. Bonilla received a Master's degree in Artificial Intelligence and a PhD in Informatics at the University of Edinburgh (UK) in 2004 and 2008, respectively.

He worked at the University of Edinburgh as a Research Associate from 2008 to 2009. He then moved to National ICT Australia as a machine-learning researcher, while also being an adjunct research fellow at the Australian National University (2010-2014). He worked as a Senior Lecturer at UNSW Sydney from 2014 to 2018. He now works as a principal research scientist at CSIRO's Data61 (Australia).

Edwin's more recent work and interests are in the areas of generic and efficient inference for models with Gaussian process priors and general likelihoods; deep Gaussian processes; probabilistic methods for network-structure discovery; doubly stochastic Poisson process models; graph neural networks; and inference in implicit probabilistic models.

Maurizio Filippone

Maurizio Filippone received a Master's degree in Physics and a Ph.D. in Computer Science from the University of Genova, Italy, in 2004 and 2008, respectively.

In 2007, he was a Research Scholar with George Mason University, Fairfax, VA. From 2008 to 2011, he was a Research Associate with the University of Sheffield, U.K. (2008-2009), with the University of Glasgow, U.K. (2010), and with University College London, U.K (2011). From 2011 to 2015 he was a Lecturer at the University of Glasgow, U.K, and he is currently AXA Chair of Computational Statistics and Associate Professor at EURECOM, Sophia Antipolis, France.

His current research interests include the development of tractable and scalable Bayesian inference techniques for nonparametric statistical models with applications in environmental and life sciences.

Link to Slides

• Introduction{:target="_blank"}
• Definition of Gaussian Processes{:target="_blank"}
• Model Approximations{:target="_blank"}
• Inference{:target="_blank"}
• Challenges{:target="_blank"}
• Theory and Code{:target="_blank"}

Notebooks

Notebook Sampling from GP prior{:target="_blank"}

Notebook on GP Regression{:target="_blank"}

Acknowledgements

We would like to thank Simone Rossi and Jonas Wacker for their help in preparing the jupyter notebooks.

References

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• Inference for Deep Gaussian Processes

• Convolutional Nets and Gaussian Processes

• Bayesian Convolutional Nets

• Calibration of Bayesian Convolutional Nets

• Random Feature Expansions for Shallow and Deep Gaussian Processes

• Variational Inference

• Variational Inference for Gaussian Process Models

• Unsupervised learning with Deep Gaussian Processes

• Multi-task Learning with Gaussian Processes

• Bayesian Optimization

• Other GP and DGP Models

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