Publications
A Kernel Approach to Tractable Bayesian Nonparametrics
Ferenc Huszár, Simon Lacoste-Julien, 2011. University of Cambridge,
Abstract▼ URL
Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick to inference in a parametric Bayesian model. For example, Gaussian process regression can be derived this way from Bayesian linear regression. Despite the success of the Gaussian process framework, the kernel trick is rarely explicitly considered in the Bayesian literature. In this paper, we aim to fill this gap and demonstrate the potential of applying the kernel trick to tractable Bayesian parametric models in a wider context than just regression. As an example, we present an intuitive Bayesian kernel machine for density estimation that is obtained by applying the kernel trick to a Gaussian generative model in feature space.
Comment: arXiv:1103.1761
Approximate Inference for the Loss-Calibrated Bayesian
Simon Lacoste-Julien, Ferenc Huszár, Zoubin Ghahramani, April 2011. (In 14th International Conference on Artificial Intelligence and Statistics). Edited by Geoff Gordon, David Dunson. Fort Lauderdale, FL, USA. Journal of Machine Learning Research.
Abstract▼ URL
We consider the problem of approximate inference in the context of Bayesian decision theory. Traditional approaches focus on approximating general properties of the posterior, ignoring the decision task – and associated losses – for which the posterior could be used. We argue that this can be suboptimal and propose instead to loss-calibrate the approximate inference methods with respect to the decision task at hand. We present a general framework rooted in Bayesian decision theory to analyze approximate inference from the perspective of losses, opening up several research directions. As a first loss-calibrated approximate inference attempt, we propose an EM-like algorithm on the Bayesian posterior risk and show how it can improve a standard approach to Gaussian process classification when losses are asymmetric.
SIGMa: simple greedy matching for aligning large knowledge bases
Simon Lacoste-Julien, Konstantina Palla, Alex Davies, Gjergji Kasneci, Thore Graepel, Zoubin Ghahramani, 2013. (In KDD). Association for Computing Machinery. ISBN: 978-1-4503-2174-7.
Abstract▼ URL
The Internet has enabled the creation of a growing number of large-scale knowledge bases in a variety of domains containing complementary information. Tools for automatically aligning these knowledge bases would make it possible to unify many sources of structured knowledge and answer complex queries. However, the efficient alignment of large-scale knowledge bases still poses a considerable challenge. Here, we present Simple Greedy Matching (SiGMa), a simple algorithm for aligning knowledge bases with millions of entities and facts. SiGMa is an iterative propagation algorithm which leverages both the structural information from the relationship graph as well as flexible similarity measures between entity properties in a greedy local search, thus making it scalable. Despite its greedy nature, our experiments indicate that SiGMa can efficiently match some of the world’s largest knowledge bases with high precision. We provide additional experiments on benchmark datasets which demonstrate that SiGMa can outperform state-of-the-art approaches both in accuracy and efficiency.