We present a new family of exchangeable stochastic processes suitable for deep learning. Our nonparametric Bayesian method models distributions over functions by learning a graph of dependencies on top of latent representations of the points in the given dataset. In doing so, they define a Bayesian model without explicitly positing a prior distribution over latent global parameters; they instead adopt priors over the relational structure of the given dataset, a task that is much simpler. We show how we can learn such models from data, demonstrate that they are scalable to large datasets through mini-batch optimization and describe how we can make predictions for new points via their posterior predictive distribution. We experimentally evaluate FNPs on the tasks of toy regression and image classification and show that, when compared to baselines that employ global latent parameters, they offer both competitive predictions as well as more robust uncertainty estimates.
Prof. Dr. Max Welling is a research chair in Machine Learning at the University of Amsterdam and a VP Technologies at Qualcomm. He has a secondary appointment as a senior fellow at the Canadian Institute for Advanced Research (CIFAR). He is co-founder of “Scyfer BV” a university spin-off in deep learning which got acquired by Qualcomm in summer 2017. In the past he held postdoctoral positions at Caltech (’98-’00), UCL (’00-’01) and the U. Toronto (’01-’03). He received his PhD in ’98 under supervision of Nobel laureate Prof. G. ‘t Hooft. Max Welling has served as associate editor in chief of IEEE TPAMI from 2011-2015 (impact factor 4.8). He serves on the board of the NIPS foundation since 2015 (the largest conference in machine learning) and has been program chair and general chair of NIPS in 2013 and 2014 respectively. He was also program chair of AISTATS in 2009 and ECCV in 2016 and general chair of MIDL 2018. He has served on the editorial boards of JMLR and JML and was an associate editor for Neurocomputing, JCGS and TPAMI. He received multiple grants from Google, Facebook, Yahoo, NSF, NIH, NWO and ONR-MURI among which an NSF career grant in 2005. He is recipient of the ECCV Koenderink Prize in 2010. Welling is in the board of the Data Science Research Center in Amsterdam, he directs the Amsterdam Machine Learning Lab (AMLAB), and co-directs the Qualcomm-UvA deep learning lab (QUVA) and the Bosch-UvA Deep Learning lab (DELTA). Max Welling has over 250 scientific publications in machine learning, computer vision, statistics and physics and an h-index of 59.