Fast transfer Gaussian process regression with large-scale sources

In transfer learning, we aim to improve the predictive modeling of a target output by using the knowledge from some related source outputs. In real-world applications, the data from the target domain is often precious and hard to obtain, while the data from source domains is plentiful. Thus, since t...

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Main Authors: Da, Bingshui, Ong, Yew-Soon, Gupta, Abhishek, Feng, Liang, Liu, Haitao
Other Authors: School of Computer Science and Engineering
Format: Journal Article
Language:English
Published: 2020
Subjects:
Online Access:https://hdl.handle.net/10356/142637
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author Da, Bingshui
Ong, Yew-Soon
Gupta, Abhishek
Feng, Liang
Liu, Haitao
author2 School of Computer Science and Engineering
author_facet School of Computer Science and Engineering
Da, Bingshui
Ong, Yew-Soon
Gupta, Abhishek
Feng, Liang
Liu, Haitao
author_sort Da, Bingshui
collection NTU
description In transfer learning, we aim to improve the predictive modeling of a target output by using the knowledge from some related source outputs. In real-world applications, the data from the target domain is often precious and hard to obtain, while the data from source domains is plentiful. Thus, since the complexity of Gaussian process based multi-task/transfer learning approaches grows cubically with the total number of source+ target observations, the method becomes increasingly impractical for large () source data inputs even with a small amount of target data. In order to scale known transfer Gaussian processes to large-scale source datasets, we propose an efficient aggregation model in this paper, which combines the predictions from distributed (small-scale) local experts in a principled manner. The proposed model inherits the advantages of single-task aggregation schemes, including efficient computation, analytically tractable inference, and straightforward parallelization during training and prediction. Further, a salient feature of the proposed method is the enhanced expressiveness in transfer learning — as a byproduct of flexible inter-task relationship modelings across different experts. When deploying such models in real-world applications, each local expert corresponds to a lightweight predictor that can be embedded in edge devices, thus catering to cases of online on-mote processing in fog computing settings.
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spelling ntu-10356/1426372020-06-26T01:46:07Z Fast transfer Gaussian process regression with large-scale sources Da, Bingshui Ong, Yew-Soon Gupta, Abhishek Feng, Liang Liu, Haitao School of Computer Science and Engineering Rolls-Royce@NTU Corporate Lab Engineering::Computer science and engineering Transfer Learning Large-scale In transfer learning, we aim to improve the predictive modeling of a target output by using the knowledge from some related source outputs. In real-world applications, the data from the target domain is often precious and hard to obtain, while the data from source domains is plentiful. Thus, since the complexity of Gaussian process based multi-task/transfer learning approaches grows cubically with the total number of source+ target observations, the method becomes increasingly impractical for large () source data inputs even with a small amount of target data. In order to scale known transfer Gaussian processes to large-scale source datasets, we propose an efficient aggregation model in this paper, which combines the predictions from distributed (small-scale) local experts in a principled manner. The proposed model inherits the advantages of single-task aggregation schemes, including efficient computation, analytically tractable inference, and straightforward parallelization during training and prediction. Further, a salient feature of the proposed method is the enhanced expressiveness in transfer learning — as a byproduct of flexible inter-task relationship modelings across different experts. When deploying such models in real-world applications, each local expert corresponds to a lightweight predictor that can be embedded in edge devices, thus catering to cases of online on-mote processing in fog computing settings. NRF (Natl Research Foundation, S’pore) Accepted version 2020-06-26T01:46:07Z 2020-06-26T01:46:07Z 2018 Journal Article Da, B., Ong, Y.-S., Gupta, A., Feng, L., & Liu, H. (2019). Fast transfer Gaussian process regression with large-scale sources. Knowledge-Based Systems, 165, 208-218. doi:10.1016/j.knosys.2018.11.029 0950-7051 https://hdl.handle.net/10356/142637 10.1016/j.knosys.2018.11.029 2-s2.0-85059035742 165 208 218 en Knowledge-Based Systems © 2018 Elsevier B.V. All rights reserved. This paper was published in Knowledge-Based Systems and is made available with permission of Elsevier B.V. application/pdf
spellingShingle Engineering::Computer science and engineering
Transfer Learning
Large-scale
Da, Bingshui
Ong, Yew-Soon
Gupta, Abhishek
Feng, Liang
Liu, Haitao
Fast transfer Gaussian process regression with large-scale sources
title Fast transfer Gaussian process regression with large-scale sources
title_full Fast transfer Gaussian process regression with large-scale sources
title_fullStr Fast transfer Gaussian process regression with large-scale sources
title_full_unstemmed Fast transfer Gaussian process regression with large-scale sources
title_short Fast transfer Gaussian process regression with large-scale sources
title_sort fast transfer gaussian process regression with large scale sources
topic Engineering::Computer science and engineering
Transfer Learning
Large-scale
url https://hdl.handle.net/10356/142637
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