Automatic construction and natural-language description of nonparametric regression models
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Tenenbaum_Automatic Construction.pdf
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1.48 MB
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Adobe PDF
Checksum (MD5)
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Author(s)
Lloyd, James Robert
Duvenaud, David
Grosse, Roger Baker
Tenenbaum, Joshua B.
Ghahramani, Zoubin
Date Issued
January 14, 2015
Citation
Lloyd, James Robert, David Duenaud, Roger Grosse, Joshua B. Tenenbaum, and Zoubin Ghahramani. "Automatic Construction and Natural-language Description of Nonparametric Regression Models." pp.1-5.
Version
Original manuscript
Abstract
This paper presents the beginnings of an automatic statistician, focusing on regression problems. Our system explores an open-ended space of statistical mod els to discover a good explanation of a data set, and then produces a detailed report with figures and natural-language text. Our approach treats unknown regression functions non- parametrically using Gaussian processes, which has two important consequences. First, Gaussian processes can model functions in terms of high-level properties (e.g. smoothness, trends, periodicity, changepoints). Taken together with the compositional structure of our language of models this allows us to automatically describe functions in simple terms. Second, the use of flexible nonparametric models and a rich language for composing them in an open-ended manner also results in state-of-the-art extrapolation performance evaluated over 13 real time series data sets from various domains
MIT Department
Massachusetts Institute of Technology. Department of Brain and Cognitive Sciences
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Creative Commons Attribution-Noncommercial-Share Alike
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