اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدExact Gaussian Processes on a Million Data Points
317
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about ten thousand training points, necessitating approximations for larger datasets. In this paper, we develop a scalable approach for exact GPs that leverages multi-GPU parallelization and methods like linear conjugate gradients, accessing the kernel matrix only through matrix multiplication. By partitioning and distributing kernel matrix multiplies, we demonstrate that an exact GP can be trained on over a million points, a task previously thought to be impossible with current computing hardware, in less than 2 hours. Moreover, our approach is generally applicable, without constraints to grid data or specific kernel classes. Enabled by this scalability, we perform the first-ever comparison of exact GPs against scalable GP approximations on datasets with $10^4 !-! 10^6$ data points, showing dramatic performance improvements.
قيم البحث
اقرأ أيضاً
We propose a similarity measure for sparsely sampled time course data in the form of a log-likelihood ratio of Gaussian processes (GP). The proposed GP similarity is similar to a Bayes factor and provides enhanced robustness to noise in sparse time s
eries, such as those found in various biological settings, e.g., gene transcriptomics. We show that the GP measure is equivalent to the Euclidean distance when the noise variance in the GP is negligible compared to the noise variance of the signal. Our numerical experiments on both synthetic and real data show improved performance of the GP similarity when used in conjunction with two distance-based clustering methods.
Earth observation (EO) by airborne and satellite remote sensing and in-situ observations play a fundamental role in monitoring our planet. In the last decade, machine learning and Gaussian processes (GPs) in particular has attained outstanding result
s in the estimation of bio-geo-physical variables from the acquired images at local and global scales in a time-resolved manner. GPs provide not only accurate estimates but also principled uncertainty estimates for the predictions, can easily accommodate multimodal data coming from different sensors and from multitemporal acquisitions, allow the introduction of physical knowledge, and a formal treatment of uncertainty quantification and error propagation. Despite great advances in forward and inverse modelling, GP models still have to face important challenges that are revised in this perspective paper. GP models should evolve towards data-driven physics-aware models that respect signal characteristics, be consistent with elementary laws of physics, and move from pure regression to observational causal inference.
We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input observatio
ns are functions with domains on general graphs. The structure of these models allows for high dimensional inputs while retaining expressibility, as is the case with convolutional neural networks. We present applications of graph convolutional Gaussian processes to images and triangular meshes, demonstrating their versatility and effectiveness, comparing favorably to existing methods, despite being relatively simple models.
Gaussian Processes (textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting. cite{bui2017s
treaming} developed an efficient variational approach to train online GPs by using sparsity techniques: The whole set of observations is approximated by a smaller set of inducing points (textbf{IPs}) and moved around with new data. Both the number and the locations of the IPs will affect greatly the performance of the algorithm. In addition to optimizing their locations, we propose to adaptively add new points, based on the properties of the GP and the structure of the data.
Since edge device failures (i.e., anomalies) seriously affect the production of industrial products in Industrial IoT (IIoT), accurately and timely detecting anomalies is becoming increasingly important. Furthermore, data collected by the edge device
may contain the users private data, which is challenging the current detection approaches as user privacy is calling for the public concern in recent years. With this focus, this paper proposes a new communication-efficient on-device federated learning (FL)-based deep anomaly detection framework for sensing time-series data in IIoT. Specifically, we first introduce a FL framework to enable decentralized edge devices to collaboratively train an anomaly detection model, which can improve its generalization ability. Second, we propose an Attention Mechanism-based Convolutional Neural Network-Long Short Term Memory (AMCNN-LSTM) model to accurately detect anomalies. The AMCNN-LSTM model uses attention mechanism-based CNN units to capture important fine-grained features, thereby preventing memory loss and gradient dispersion problems. Furthermore, this model retains the advantages of LSTM unit in predicting time series data. Third, to adapt the proposed framework to the timeliness of industrial anomaly detection, we propose a gradient compression mechanism based on Top-textit{k} selection to improve communication efficiency. Extensive experiment studies on four real-world datasets demonstrate that the proposed framework can accurately and timely detect anomalies and also reduce the communication overhead by 50% compared to the federated learning framework that does not use a gradient compression scheme.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
