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Shift-Invariant Grouped Multi-task Learning for Gaussian Processes

  • Yuyang Wang
  • Roni Khardon
  • Pavlos Protopapas
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6323)

Abstract

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we develop a novel Bayesian nonparametric model capturing a mixture of Gaussian processes where each task is a sum of a group-specific function and a component capturing individual variation, in addition to each task being phase shifted. We develop an efficient em algorithm to learn the parameters of the model. As a special case we obtain the Gaussian mixture model and em algorithm for phased-shifted periodic time series. Experiments in regression, classification and class discovery demonstrate the performance of the proposed model using both synthetic data and real-world time series data from astrophysics. Our methods are particularly useful when the time series are sparsely and non-synchronously sampled.

Keywords

Root Mean Square Error Gaussian Process Gaussian Mixture Model Single Task Reproduce Kernel Hilbert Space 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  • Yuyang Wang
    • 1
  • Roni Khardon
    • 1
  • Pavlos Protopapas
    • 2
  1. 1.Tufts UniversityMedfordUSA
  2. 2.Harvard-Smithsonian Center for AstrophysicsCambridgeUSA

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