Bayesian Classification With Gaussian Processes

Bayesian Classification With Gaussian Processes

DECEMBER 1998 | Christopher K.I. Williams, Member, IEEE Computer Society, and David Barber
This paper presents a Bayesian approach to Gaussian process (GP) classification, extending the GP framework from regression to classification tasks. The method involves placing a GP prior on the input to the logistic function, which allows for probabilistic classification by predicting $ P(c|x) $ for $ c = 1, \ldots, m $. The approach integrates over uncertainty in both the function values and the parameters of the GP prior, using Laplace's approximation for the necessary integration over the function values. The method is generalized to multiclass problems using the softmax function. For regression, a GP prior is placed on the function $ y(x) $, and the predictive distribution for a new input $ x_* $ is derived by marginalizing over the prior and noise model. The covariance function is parameterized to allow for different length scales on each input dimension, enabling Automatic Relevance Determination (ARD). The method uses a Bayesian treatment of the parameters, allowing for uncertainty in both the function values and the parameters of the GP prior. In classification, the GP is applied to the input to the logistic function, transforming the classification problem into a regression problem. The method uses a Bayesian treatment of the parameters, integrating over the posterior distribution of the parameters to obtain predictions. The method is extended to multiclass problems using the softmax function, and the predictive distribution is obtained by averaging over the posterior distribution of the function values. The paper discusses the use of Markov chain Monte Carlo (MCMC) methods, including the Hybrid Monte Carlo (HMC) method, for parameter estimation and prediction. The method is tested on various datasets, including the Leptograpsus crabs and Pima Indian diabetes datasets, demonstrating its effectiveness in classification tasks. The results show that the GP method performs well, with error rates comparable to other state-of-the-art methods. The paper also discusses the computational challenges of using GPs for large datasets and explores ways to improve the method through different covariance functions and approximation techniques.This paper presents a Bayesian approach to Gaussian process (GP) classification, extending the GP framework from regression to classification tasks. The method involves placing a GP prior on the input to the logistic function, which allows for probabilistic classification by predicting $ P(c|x) $ for $ c = 1, \ldots, m $. The approach integrates over uncertainty in both the function values and the parameters of the GP prior, using Laplace's approximation for the necessary integration over the function values. The method is generalized to multiclass problems using the softmax function. For regression, a GP prior is placed on the function $ y(x) $, and the predictive distribution for a new input $ x_* $ is derived by marginalizing over the prior and noise model. The covariance function is parameterized to allow for different length scales on each input dimension, enabling Automatic Relevance Determination (ARD). The method uses a Bayesian treatment of the parameters, allowing for uncertainty in both the function values and the parameters of the GP prior. In classification, the GP is applied to the input to the logistic function, transforming the classification problem into a regression problem. The method uses a Bayesian treatment of the parameters, integrating over the posterior distribution of the parameters to obtain predictions. The method is extended to multiclass problems using the softmax function, and the predictive distribution is obtained by averaging over the posterior distribution of the function values. The paper discusses the use of Markov chain Monte Carlo (MCMC) methods, including the Hybrid Monte Carlo (HMC) method, for parameter estimation and prediction. The method is tested on various datasets, including the Leptograpsus crabs and Pima Indian diabetes datasets, demonstrating its effectiveness in classification tasks. The results show that the GP method performs well, with error rates comparable to other state-of-the-art methods. The paper also discusses the computational challenges of using GPs for large datasets and explores ways to improve the method through different covariance functions and approximation techniques.
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