AISTATS 2016poster39 citations

Scalable Gaussian Processes for Characterizing Multidimensional Change Surfaces

William Herlands, Andrew Wilson, Hannes Nickisch, Seth Flaxman, Daniel Neill, Wilbert Van Panhuis, Eric Xing

Abstract

We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to flexibly define a change surface in combination with expressive spectral mixture kernels to capture the complex statistical structure. Finally, through the use of novel methods for additive non-separable kernels, we can scale the model to large datasets. We demonstrate the model on numerical and real world data, including a large spatio-temporal disease dataset where we identify previously unknown heterogeneous changes in space and time.

BibTeX
@InProceedings{pmlr-v51-herlands16,
  title = 	 {Scalable Gaussian Processes for Characterizing Multidimensional Change Surfaces},
  author = 	 {Herlands, William and Wilson, Andrew and Nickisch, Hannes and Flaxman, Seth and Neill, Daniel and Van Panhuis, Wilbert and Xing, Eric},
  booktitle = 	 {Proceedings of the 19th International Conference on Artificial Intelligence and Statistics},
  pages = 	 {1013--1021},
  year = 	 {2016},
  editor = 	 {Gretton, Arthur and Robert, Christian C.},
  volume = 	 {51},
  series = 	 {Proceedings of Machine Learning Research},
  address = 	 {Cadiz, Spain},
  month = 	 {09--11 May},
  publisher =    {PMLR},
  pdf = 	 {http://proceedings.mlr.press/v51/herlands16.pdf},
  url = 	 {https://proceedings.mlr.press/v51/herlands16.html},
  abstract = 	 {We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to flexibly define a change surface in combination with expressive spectral mixture kernels to capture the complex statistical structure.  Finally, through the use of novel methods for additive non-separable kernels, we can scale the model to large datasets. We demonstrate the model on numerical and real world data, including a large spatio-temporal disease dataset where we identify previously unknown heterogeneous changes in space and time.}
}
Scalable Gaussian Processes for Characterizing Multidimensional Change Surfaces · AISTATS 2016