arXiv subjects

Theo Galy-Fajou

Publications and source records attributed to Theo Galy-Fajou.

2 recordsLinked to original sources

arXiv2018

Efficient Gaussian Process Classification Using Polya-Gamma Data Augmentation

We propose a scalable stochastic variational approach to GP classification building on Polya-Gamma data augmentation and inducing points. Unlike former approaches, we obtain closed-form updates based on natural gradients that lead to efficient optimization. We evaluate the algorithm on real-world datasets containing up to 11 million data points and demonstrate that it is up to two orders of magnitude faster than the state-of-the-art while being competitive in terms of prediction performance.

stat.ML↗

arXiv2017

Bayesian Nonlinear Support Vector Machines for Big Data

We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian approaches and scales easily to millions of data points. It provides additional features over frequentist competitors such as accurate predictive uncertainty estimates and automatic hyperparameter search.

stat.ML↗