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Title: Fast variational methods for non-Gaussian likelihoods
Author: King, Nathaniel John
ISNI:       0000 0001 3599 8286
Awarding Body: University of Sheffield
Current Institution: University of Sheffield
Date of Award: 2008
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In this thesis we present a modular algorithm for supervised learning which we refer to as probabilistic point assimilation (PPA). Three interpretations of the PPA framework are develop.ed: a linear, a regularized linear and Gaussian process model. Learning tasks are performed by 'plugging' in different noise models. These noise models can be included easily with out recalculation of the model as a whole by just the calculation of three simple forms found from a univariate Gaussian integral involving that noise model. Experiments show comparable comparisons for PPA against other state of the art algorithms for both binomial and ordinal classification problems. In the second part we introduce our speed up approach for variational methods which we call KL correction. KL correction produces a tighter bound and allows the parameters of interest to interact directly during optimisation. The consideration of multiple KL correction allows us to develop multiple KL corrected bounds which can be switched in and out to cater for parameters that didn't fall under the previous KL corrected bound. We show that KL correction dramatically improves the speed of convergence for the PPA model over its original formalism. For the case of multiple KL correction not only improves convergence for PPA but also produces a fully tractable and modular algorithm.
Supervisor: Not available Sponsor: Not available
Qualification Name: Thesis (Ph.D.) Qualification Level: Doctoral
EThOS ID:  DOI: Not available