Abstract

Zero-inflated datasets, which have an excess of zero outputs, are commonly encountered in problems such as climate or rare event modelling. Conventional machine learning approaches tend to overestimate the non-zeros leading to poor performance. We propose a novel model family of zero-inflated Gaussian processes (ZiGP) for such zero-inflated datasets, produced by sparse kernels through learning a latent probit Gaussian process that can zero out kernel rows and columns whenever the signal is absent. The ZiGPs are particularly useful for making the powerful Gaussian process networks more interpretable. We introduce sparse GP networks where variable-order latent modelling is achieved through sparse mixing signals. We derive the non-trivial stochastic variational inference tractably for scalable learning of the sparse kernels in both models. The novel output-sparse approach improves both prediction of zero-inflated data and inter-pretability of latent mixing models.
Original languageEnglish
Title of host publication34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018
PublisherAUAI Press
Pages361-371
Volume1
ISBN (Electronic)9781510871601
Publication statusPublished - 2018
MoE publication typeA4 Article in a conference publication
EventConference on Uncertainty in Artificial Intelligence - Monterey, United States
Duration: 6 Aug 201810 Aug 2018

Conference

ConferenceConference on Uncertainty in Artificial Intelligence
Abbreviated titleUAI
CountryUnited States
CityMonterey
Period06/08/201810/08/2018

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    Science-IT

    Mikko Hakala (Manager)

    School of Science

    Facility/equipment: Facility

  • Cite this

    Hegde, P., Heinonen, M., & Kaski, S. (2018). Variational zero-inflated Gaussian processes with sparse kernels. In 34th Conference on Uncertainty in Artificial Intelligence 2018, UAI 2018 (Vol. 1, pp. 361-371). [148] AUAI Press. https://arxiv.org/abs/1803.05036