Scalable Nonparametric Bayes Learning
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Capturing high dimensional complex ensembles of data is becoming commonplace in a variety of application areas. Some examples include
biological studies exploring relationships between genetic mutations and diseases, atmospheric and spatial data, and internet usage and online behavioral data. These large complex data present many challenges in their modeling and statistical analysis. Motivated by high dimensional data applications, in this thesis, we focus on building scalable Bayesian nonparametric regression algorithms and on developing models for joint distributions of complex object ensembles.
We begin with a scalable method for Gaussian process regression, a commonly used tool for nonparametric regression, prediction and spatial modeling. A very common bottleneck for large data sets is the need for repeated inversions of a big covariance matrix, which is required for likelihood evaluation and inference. Such inversion can be practically infeasible and even if implemented, highly numerically unstable. We propose an algorithm utilizing random projection ideas to construct flexible, computationally efficient and easy to implement approaches for generic scenarios. We then further improve the algorithm incorporating some structure and blocking ideas in our random projections and demonstrate their applicability in other contexts requiring inversion of large covariance matrices. We show theoretical guarantees for performance as well as substantial improvements over existing methods with simulated and real data. A by product of the work is that we discover hitherto unknown equivalences between approaches in machine learning, random linear algebra and Bayesian statistics. We finally connect random projection methods for large dimensional predictors and large sample size under a unifying theoretical framework.
The other focus of this thesis is joint modeling of complex ensembles of data from different domains. This goes beyond traditional relational modeling of ensembles of one type of data and relies on probability mixing measures over tensors. These models have added flexibility over some existing product mixture model approaches in letting each component of the ensemble have its own dependent cluster structure. We further investigate the question of measuring dependence between variables of different types and propose a very general novel scaled measure based on divergences between the joint and marginal distributions of the objects. Once again, we show excellent performance in both simulated and real data scenarios.
Banerjee, Anjishnu (2013). Scalable Nonparametric Bayes Learning. Dissertation, Duke University. Retrieved from https://hdl.handle.net/10161/7177.
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