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Large Scale Multi-Label Learning using Gaussian Processes

Panos, A; Dellaportas, P; Titsias, M; (2021) Large Scale Multi-Label Learning using Gaussian Processes. Machine Learning 10.1007/s10994-021-05952-5. (In press). Green open access

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Abstract

We introduce a Gaussian process latent factor model for multi-label classification that can capture correlations among class labels by using a small set of latent Gaussian process functions. To address computational challenges, when the number of training instances is very large, we introduce several techniques based on variational sparse Gaussian process approximations and stochastic optimization. Specifically, we apply doubly stochastic variational inference that sub-samples data instances and classes which allows us to cope with Big Data. Furthermore, we show it is possible and beneficial to optimize over inducing points, using gradient-based methods, even in very high dimensional input spaces involving up to hundreds of thousands of dimensions. We demonstrate the usefulness of our approach on several real-world large-scale multi-label learning problems.

Type: Article
Title: Large Scale Multi-Label Learning using Gaussian Processes
Open access status: An open access version is available from UCL Discovery
DOI: 10.1007/s10994-021-05952-5
Publisher version: https://doi.org/10.1007/s10994-021-05952-5
Language: English
Additional information: This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made.
UCL classification: UCL
UCL > Provost and Vice Provost Offices > UCL BEAMS
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences
UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Maths and Physical Sciences > Dept of Statistical Science
URI: https://discovery-pp.ucl.ac.uk/id/eprint/10121372
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