Tutorial
The Art of Gaussian Processes: Classical and Contemporary
César Lincoln Mattos · Felipe Tobar
Moderator s: Fariba Yousefi · ST John
Virtual
Gaussian processes (GP) are Bayesian nonparametric models for continuous functions which allow for uncertainty quantification, interpretability, and the incorporation of expert knowledge. The theory and practice of GPs have flourished in the last decade, where researchers have looked into the expressiveness and efficiency of GP-based models and practitioners have applied them to a plethora of disciplines. This tutorial presents both the foundational theory and modern developments of data modelling using GPs, following step by step intuitions, illustrations and real-world examples. The tutorial will start with emphasis on the building blocks of the GP model, to then move onto the choice of the kernel function, cost-effective training strategies and non-Gaussian extensions. The second part of the tutorial will showcase more recent advances, such as latent variable models, deep GPs, current trends on kernel design and connections between GPs and deep neural networks. We hope that this exhibition, featuring classic and contemporary GP works, inspires attendees to incorporate GPs into their applications and motivates them to continue learning and contributing to the current developments in the field.
Schedule
Mon 9:00 a.m. - 9:05 a.m.
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Live Intro
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Intro
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SlidesLive Video |
Felipe Tobar · César Lincoln Mattos 🔗 |
Mon 9:05 a.m. - 9:20 a.m.
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Fundamentals of Bayesian Inference
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Talk
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SlidesLive Video |
Felipe Tobar 🔗 |
Mon 9:20 a.m. - 9:35 a.m.
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From One to Finitely-Many Gaussian RVs
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Talk
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SlidesLive Video |
Felipe Tobar 🔗 |
Mon 9:35 a.m. - 9:50 a.m.
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Q&A
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Q&A
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SlidesLive Video |
🔗 |
Mon 9:50 a.m. - 10:10 a.m.
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Infinitely-many Gaussian RVs: The Gaussian process
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Talk
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SlidesLive Video |
Felipe Tobar 🔗 |
Mon 10:10 a.m. - 10:25 a.m.
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Choosing the Kernel and Learning its Parameters
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Talk
)
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SlidesLive Video |
Felipe Tobar 🔗 |
Mon 10:25 a.m. - 10:35 a.m.
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Implementation of a GP
(
Talk
)
>
SlidesLive Video |
Felipe Tobar 🔗 |
Mon 10:35 a.m. - 10:50 a.m.
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Q&A
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Q&A
)
>
SlidesLive Video |
🔗 |
Mon 10:50 a.m. - 11:00 a.m.
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Break
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🔗 |
Mon 11:00 a.m. - 11:15 a.m.
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Beyond Gaussian Likelihood
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Talk
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SlidesLive Video |
César Lincoln Mattos 🔗 |
Mon 11:15 a.m. - 11:37 a.m.
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Sparse Approximations
(
Talk
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SlidesLive Video |
César Lincoln Mattos 🔗 |
Mon 11:37 a.m. - 11:52 a.m.
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Q&A
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Q&A
)
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SlidesLive Video |
🔗 |
Mon 11:52 a.m. - 12:05 p.m.
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Current Trends on Kernel Design
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Talk
)
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SlidesLive Video |
César Lincoln Mattos 🔗 |
Mon 12:05 p.m. - 12:27 p.m.
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From GPLVM to Deep GPs
(
Talk
)
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SlidesLive Video |
César Lincoln Mattos 🔗 |
Mon 12:27 p.m. - 12:42 p.m.
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Multioutput GPs
(
Talk
)
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SlidesLive Video |
Felipe Tobar 🔗 |
Mon 12:42 p.m. - 12:47 p.m.
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Concluding Remarks
(
Talk
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SlidesLive Video |
Felipe Tobar · César Lincoln Mattos 🔗 |
Mon 12:47 p.m. - 1:00 p.m.
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Q&A
(
Q&A
)
>
SlidesLive Video |
🔗 |