Bayesian Nonlinear Support Vector Machines for Big Data

Code

• github.com/theogf/BayesianSVM
  OfficialIn papertf★ 0
• github.com/UnofficialJuliaMirrorSnapshots/AugmentedGaussianProcesses.jl-38eea1fd-7d7d-5162-9d08-f89d0f2e271e
  none★ 0
• github.com/UnofficialJuliaMirror/AugmentedGaussianProcesses.jl-38eea1fd-7d7d-5162-9d08-f89d0f2e271e
  none★ 0

Abstract

We propose a fast inference method for Bayesian nonlinear support vector machines that leverages stochastic variational inference and inducing points. Our experiments show that the proposed method is faster than competing Bayesian approaches and scales easily to millions of data points. It provides additional features over frequentist competitors such as accurate predictive uncertainty estimates and automatic hyperparameter search.

Tasks

Reproductions