8 accepted papers
Tuning scientific and probabilistic machine learning models - for example, partial differential equations, Gaussian processes, or Bayesian neural networks - often relies on evaluating functions of matrices whose size grows with the data set or the number of parameters. While the state-of-the-art for…
Masked pre-training removes random input dimensions and learns a model that can predict the missing values. Empirical results indicate that this intuitive form of self-supervised learning yields models that generalize very well to new domains. A theoretical understanding is, however, lacking. This p…
Bayesian neural networks often approximate the weight-posterior with a Gaussian distribution. However, practical posteriors are often, even locally, highly non-Gaussian, and empirical performance deteriorates. We propose a simple parametric approximate posterior that adapts to the shape of the true…
Established methods for unsupervised representation learning such as variational autoencoders produce none or poorly calibrated uncertainty estimates making it difficult to evaluate if learned representations are stable and reliable. In this work, we present a Bayesian autoencoder for unsupervised r…
Decoders built on Gaussian processes (GPs) are enticing due to the marginalisation over the non-linear function space. Such models (also known as GP-LVMs) are often expensive and notoriously difficult to train in practice, but can be scaled using variational inference and inducing points. In this pa…
We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, each model being characterised by its hyperparameters, pseudo-inputs and their corresponding posterior densities, one could…
Change-point detection (CPD) aims to locate abrupt transitions in the generative model of a sequence of observations. When Bayesian methods are considered, the standard practice is to infer the posterior distribution of the change-point locations. However, for complex models (high-dimensional or het…
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in all likelihoods as latent functions. Our multi-output Gauss…