Probabilistic Non-linear Principal Component Analysis with Gaussian Process Latent Variable Models

Neil D. Lawrence
, 2004.

Abstract

Summarising a high dimensional data-set with a low dimensional embedding is a standard approach for exploring its structure. In this paper we provide an overview of some existing techniques for discovering such embeddings. We then introduce a novel probabilistic interpretation of principal component analysis (PCA) that we term dual probabilistic PCA (DPPCA). The DPPCA model has the additional advantage that the linear mappings from the embedded space can easily be non-linearised through Gaussian processes. We refer to this model as a Gaussian process latent variable model (GPLVM). We develop a practical algorithm for GPLVMs which allow for non-linear mappings from the embedded space giving a non-linear probabilistic version of PCA. We develop the new algorithm to provide a principled approach to handling discrete valued data and missing attributes. We demonstrate the algorithm on a range of real-world and artificially generated data-sets and finally, through analysis of the GPLVM objective function, we relate the algorithm to popular spectral techniques such as kernel PCA and multidimensional scaling.

Cite this Paper


BibTeX
@InProceedings{pmlr-v-lawrence-gplvmtech04, title = {Probabilistic Non-linear Principal Component Analysis with Gaussian Process Latent Variable Models}, author = {Neil D. Lawrence}, year = {}, editor = {}, number = {CS-04-08}, url = {http://inverseprobability.com/publications/lawrence-gplvmtech04.html}, abstract = {Summarising a high dimensional data-set with a low dimensional embedding is a standard approach for exploring its structure. In this paper we provide an overview of some existing techniques for discovering such embeddings. We then introduce a novel probabilistic interpretation of principal component analysis (PCA) that we term dual probabilistic PCA (DPPCA). The DPPCA model has the additional advantage that the linear mappings from the embedded space can easily be non-linearised through Gaussian processes. We refer to this model as a Gaussian process latent variable model (GPLVM). We develop a practical algorithm for GPLVMs which allow for non-linear mappings from the embedded space giving a non-linear probabilistic version of PCA. We develop the new algorithm to provide a principled approach to handling discrete valued data and missing attributes. We demonstrate the algorithm on a range of real-world and artificially generated data-sets and finally, through analysis of the GPLVM objective function, we relate the algorithm to popular spectral techniques such as kernel PCA and multidimensional scaling.} }
Endnote
%0 Conference Paper %T Probabilistic Non-linear Principal Component Analysis with Gaussian Process Latent Variable Models %A Neil D. Lawrence %B %C Proceedings of Machine Learning Research %D %E %F pmlr-v-lawrence-gplvmtech04 %I PMLR %J Proceedings of Machine Learning Research %P -- %U http://inverseprobability.com %V %N CS-04-08 %W PMLR %X Summarising a high dimensional data-set with a low dimensional embedding is a standard approach for exploring its structure. In this paper we provide an overview of some existing techniques for discovering such embeddings. We then introduce a novel probabilistic interpretation of principal component analysis (PCA) that we term dual probabilistic PCA (DPPCA). The DPPCA model has the additional advantage that the linear mappings from the embedded space can easily be non-linearised through Gaussian processes. We refer to this model as a Gaussian process latent variable model (GPLVM). We develop a practical algorithm for GPLVMs which allow for non-linear mappings from the embedded space giving a non-linear probabilistic version of PCA. We develop the new algorithm to provide a principled approach to handling discrete valued data and missing attributes. We demonstrate the algorithm on a range of real-world and artificially generated data-sets and finally, through analysis of the GPLVM objective function, we relate the algorithm to popular spectral techniques such as kernel PCA and multidimensional scaling.
RIS
TY - CPAPER TI - Probabilistic Non-linear Principal Component Analysis with Gaussian Process Latent Variable Models AU - Neil D. Lawrence BT - PY - DA - ED - ID - pmlr-v-lawrence-gplvmtech04 PB - PMLR SP - DP - PMLR EP - L1 - UR - http://inverseprobability.com/publications/lawrence-gplvmtech04.html AB - Summarising a high dimensional data-set with a low dimensional embedding is a standard approach for exploring its structure. In this paper we provide an overview of some existing techniques for discovering such embeddings. We then introduce a novel probabilistic interpretation of principal component analysis (PCA) that we term dual probabilistic PCA (DPPCA). The DPPCA model has the additional advantage that the linear mappings from the embedded space can easily be non-linearised through Gaussian processes. We refer to this model as a Gaussian process latent variable model (GPLVM). We develop a practical algorithm for GPLVMs which allow for non-linear mappings from the embedded space giving a non-linear probabilistic version of PCA. We develop the new algorithm to provide a principled approach to handling discrete valued data and missing attributes. We demonstrate the algorithm on a range of real-world and artificially generated data-sets and finally, through analysis of the GPLVM objective function, we relate the algorithm to popular spectral techniques such as kernel PCA and multidimensional scaling. ER -
APA
Lawrence, N.D.. (). Probabilistic Non-linear Principal Component Analysis with Gaussian Process Latent Variable Models. , in PMLR (CS-04-08):-

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