The use of Gaussian process models is typically limited to datasets with a few tens of thousands of observations due to their complexity and memory footprint.The two most commonly used methods to overcome this limitation are 1) the variational sparse approximation which relies on inducing points and 2) the state-space equivalent formulation of Gaussian processes which can be seen as exploiting some sparsity in the precision matrix.In this work, we propose to take the best of both worlds: we show that the inducing point framework is still valid for state space models and that it can bring further computational and memory savings. Furthermore, we provide the natural gradient formulation for the proposed variational parameterisation.Finally, this work makes it possible to use the state-space formulation inside deep Gaussian process models as illustrated in one of the experiments.

Banded matrices can be used as precision matrices in several models including linear state-space models, some Gaussian processes, and Gaussian Markov random fields. The aim of the paper is to make modern inference methods (such as variational inference or gradient-based sampling) available for Gaussian models with banded precision. We show that this can efficiently be achieved by equipping an automatic differentiation framework, such as TensorFlow or PyTorch, with some linear algebra operators dedicated to banded matrices. This paper studies the algorithmic aspects of the required operators, details their reverse-mode derivatives, and show that their complexity is linear in the number of observations.

The natural gradient method has been used effectively in conjugate Gaussian process models, but the non-conjugate case has been largely unexplored. We examine how natural gradients can be used in non-conjugate stochastic settings, together with hyperparameter learning. We conclude that the natural gradient can significantly improve performance in terms of wall-clock time. For ill-conditioned posteriors the benefit of the natural gradient method is especially pronounced, and we demonstrate a practical setting where ordinary gradients are unusable. We show how natural gradients can be computed efficiently and automatically in any parameterization, using automatic differentiation.

Human face exhibits an inherent hierarchy in its representations (i.e., holistic facial expressions can be encoded via a set of facial action units (AUs) and their intensity). Variational (deep) auto-encoders (VAE) have shown great results in unsupervised extraction of hierarchical latent representations from large amounts of image data, while being robust to noise and other undesired artifacts. Potentially, this makes VAEs a suitable approach for learning facial features for AU intensity estimation. Yet, most existing VAE-based methods apply classifiers learned separately from the encoded features. By contrast, the non-parametric. (probabilistic) approaches, such as Gaussian Processes (GPs), typically outperform their parametric counterparts, but cannot deal easily with large amounts of data. To this end, we propose a novel VAE semi-parametric modeling framework, named DeepCoder, which combines the modeling power of parametric (convolutional) and non-parametric. (ordinal GPs) VAEs, for joint learning of(l) latent representations at multiple levels in a task hierarchy1, and (2) classification of multiple ordinal outputs. We show on benchmark datasets for AU intensity estimation that the proposed DeepCoder outperforms the state-of-the-art approaches, and related VAEs and deep learning models.

The Gaussian process state space model (GPSSM) is a non-linear dynamical system, where unknown transition and/or measurement mappings are described by GPs. Most research in GPSSMs has focussed on the state estimation problem, i.e., computing a posterior of the latent state given the model. However, the key challenge in GPSSMs has not been satisfactorily addressed yet: system identification, i.e., learning the model. To address this challenge, we impose a structured Gaussian variational posterior distribution over the latent states, which is parameterised by a recognition model in the form of a bi-directional recurrent neural network. Inference with this structure allows us to recover a posterior smoothed over sequences of data. We provide a practical algorithm for efficiently computing a lower bound on the marginal likelihood using the reparameterisation trick. This further allows for the use of arbitrary kernels within the GPSSM. We demonstrate that the learnt GPSSM can efficiently generate plausible future trajectories of the identified system after only observing a small number of episodes from the true system.

Most of existing models for facial behavior analysis rely on generic classifiers, which fail to generalize well to previously unseen data. This is because of inherent differences in source (training) and target (test) data, mainly caused by variation in subjects' facial morphology, camera views, and so on. All of these account for different contexts in which target and source data are recorded, and thus, may adversely affect the performance of the models learned solely from source data. In this paper, we exploit the notion of domain adaptation and propose a data efficient approach to adapt already learned classifiers to new unseen contexts. Specifically, we build upon the probabilistic framework of Gaussian processes (GPs), and introduce domain-specific GP experts (e.g., for each subject). The model adaptation is facilitated in a probabilistic fashion, by conditioning the target expert on the predictions from multiple source experts. We further exploit the predictive variance of each expert to define an optimal weighting during inference. We evaluate the proposed model on three publicly available data sets for multi-class (MultiPIE) and multi-label (DISFA, FERA2015) facial expression analysis by performing adaptation of two contextual factors: "where" (view) and "who" (subject). In our experiments, the proposed approach consistently outperforms: 1) both source and target classifiers, while using a small number of target examples during the adaptation and 2) related state-of-the-art approaches for supervised domain adaptation.

Automated analysis of facial expressions can benefit many domains, from marketing to clinical diagnosis of neurodevelopmental disorders. Facial expressions are typically encoded as a combination of facial muscle activations, i.e., action units. Depending on context, these action units co-occur in specific patterns, and rarely in isolation. Yet, most existing methods for automatic action unit detection fail to exploit dependencies among them, and the corresponding facial features. To address this, we propose a novel multi-conditional latent variable model for simultaneous fusion of facial features and joint action unit detection. Specifically, the proposed model performs feature fusion in a generative fashion via a low-dimensional shared subspace, while simultaneously performing action unit detection using a discriminative classification approach. We show that by combining the merits of both approaches, the proposed methodology outperforms existing purely discriminative/generative methods for the target task. To reduce the number of parameters, and avoid overfitting, a novel Bayesian learning approach based on Monte Carlo sampling is proposed, to integrate out the shared subspace. We validate the proposed method on posed and spontaneous data from three publicly available datasets (CK+, DISFA and Shoulder-pain), and show that both feature fusion and joint learning of action units leads to improved performance compared to the state-of-the-art methods for the task.

We propose a novel multi-conditional latent variable model for simultaneous facial feature fusion and detection of facial action units. In our approach we exploit the structure-discovery capabilities of generative models such as Gaussian processes, and the discriminative power of classifiers such as logistic function. This leads to superior performance compared to existing classifiers for the target task that exploit either the discriminative or generative property, but not both. The model learning is performed via an efficient, newly proposed Bayesian learning strategy based on Monte Carlo sampling. Consequently, the learned model is robust to data overfitting, regardless of the number of both input features and jointly estimated facial action units. Extensive qualitative and quantitative experimental evaluations are performed on three publicly available datasets (CK+, Shoulder-pain and DISFA). We show that the proposed model outperforms the state-of-the-art methods for the target task on (i) feature fusion, and (ii) multiple facial action unit detection.

Images of facial expressions are often captured from various views as a result of either head movements or variable camera position. Existing methods for multiview and/or view-invariant facial expression recognition typically perform classification of the observed expression using either classifiers learned separately for each view or a single classifier learned for all views. However, these approaches ignore the fact that different views of a facial expression are just different manifestations of the same facial expression. By accounting for this redundancy, we can design more effective classifiers for the target task. To this end, we propose a discriminative shared Gaussian process latent variable model (DS-GPLVM) for multiview and view-invariant classification of facial expressions from multiple views. In this model, we first learn a discriminative manifold shared by multiple views of a facial expression. Subsequently, we perform facial expression classification in the expression manifold. Finally, classification of an observed facial expression is carried out either in the view-invariant manner (using only a single view of the expression) or in the multiview manner (using multiple views of the expression). The proposed model can also be used to perform fusion of different facial features in a principled manner. We validate the proposed DS-GPLVM on both posed and spontaneously displayed facial expressions from three publicly available datasets (MultiPIE, labeled face parts in the wild, and static facial expressions in the wild). We show that this model outperforms the state-of-the-art methods for multiview and view-invariant facial expression classification, and several state-of-the-art methods for multiview learning and feature fusion.