Gaussian Process Winter School

Shefeld, 1316th of January 2014

Agenda
Monday 13 January
8:009:00 9:0010:30 10:3011:00 11:0012:30 12:3013:15 13:1515:30 15:3016:00 16:0017:00 arrivals Neil Lawrence, Univ. of Shefeld coffee break Philipp Hennig, MPI Tuebingen lunch break lab session 1 tea break Nicolas Durrande, cole de Mines de St Etienne Kernel design Gaussian Process Models with GPy Introduction to Gaussian Processes II Introduction to Gaussian Processes

Tuesday 14 January
9:0010:30 10:3011:00 11:0012:00 Neil Lawrence, Univ. of Shefeld coffee break James Hensman, Univ. of Shefeld Sparse Gaussian Processes and Expectation Propagation 12:0012:45 12:4513:30 13:3015:30 15:3016:00 16:0017:30 Ricardo Andrade, Univ. of Shefeld lunch break lab session 2 tea break Jeremy Oakley, Univ. of Shefeld 1 Gaussian Processes for Computer Experiments GPs for Classication and Sparse GPs Expectation propagation Multi-output Gaussian Processes

Wednesday 15 January
9:0010:30 10:3011:00 11:0012:30 12:3013:15 13:1515:30 15:3016:00 16:0017:00 Philipp Hennig, MPI Tuebingen coffee break Neil Lawrence, Univ. of Shefeld lunch break lab session 3 tea break Richard Wilkinson, Univ. of Nottingham Statistical Applications of Gaussian Processes Latent Variable Models and Bring Your Own Data Latent Variable Models with Gaussian Processes Gaussian Processes for Probabilistic Numerics

Thursday 16 January: Workshop on Spatiotemporal Modelling with GPs

9:00-10:00 10:0010:30 TBA, TBA Ricardo Andrade Pacheco, Univ. Shefeld 10:3011:00 11:0012:15 coffee break Peter Diggle, Univ of Liverpool and Univ of Lancaster 12:1513:15 13:1514:00 14:0014:45 lunch break James Hensman, Univ. of Shefeld Hans Wackernagel, MINES ParisTech Gaussian Processes for big data Geostatistics and data assimilation for space-time analysis 14:4515:15 15:1516:15 16:1516:30 16:3017:00 coffee break Simo Srkk, Univ. of Aalto tea break Discussion State Space Representation of Gaussian Processes Analyse Problems, Not Data: De-classifying Spatial Statistical Methods of TBA Illustrative applications

Lab Sessions
The rst three days will include a two hour lab session aiming to illustrate the concepts discussed during the lectures. The tutorials will be in Python, featuring the GPy package that is developed by the ML group in Shefeld, though you are not required to have Python programming skills. We kindly ask the attendees who plan to participate in the lab sessions to bring their own laptops. If you are a Linux user, please follow the instructions below for installation of Python 2.7 with the following packages: numpy, scipy, matplotlib and GPy, if these are not already installed on your machine. These instructions may work on OSX if a C compiler is already installed. For Windows users and people experiencing trouble in the installation, we will provide an online access to a working Python distribution. Once again, in all cases, we do rely on all attendees bringing a laptop for the labs so please let us know if you are not able to do so. Installing Python 2.7 One easy cross platform way to get a Python distribution with the required packages is to use the Anaconda environment from Continuum Analytics. 1. Download and install the free version of Anaconda according to your operating system from https://store.continuum.io 2. Open a (new) terminal window
Linux: Ctrl+Alt+T Mac: Navigate to /Applications/Utilities and double-click on Terminal Windows: Navigate to Applications/Accessories/cmd

3. In the prompt type

conda install mkl

You should now be able to launch a Python interpreter by typing "ipython" in the terminal. In the ipython prompt, you can check your installation by importing the libraries we will need later:
import numpy import pylab

Installing GPy In order to install GPy, type in a terminal

pip install GPy

You should now be able to use GPy. To make sure the installation is successful, enter the following in the ipython prompt:

pylab import GPy GPy.examples.regression.toy_rbf_1d() GPy.tests()

Optional prior preparation You can check the lab notebooks from the Gaussian process road show 2013. Although the material to be covered in the forthcoming winter school will be different and more advanced, the above will give you a rst glimpse at the kind of software/methods to be taught. To have a look at the ipython notebooks you just need to type ipython notebook in a terminal and load the supplied .ipyb les in the ipython notebook server that appears on your browser.

Location
The main location is the Shefeld Institute for Translational Neuroscience (SITraN) which is located 385a Glossop Road, Shefeld S10 2HQ (opposite the Royal Hallamshire Hospital). Lectures and lab sessions will take place in seminar rooms 2 and 3. Coffee breaks as well as lunch buffets will be in the library room. The only exception to the above is on 16th of January where the lunch and sessions between 12:15 to 14:45 will be held in Barber House Annexe which is right next to SITraN.

Loch Fyne

SITraN

Social event: tour at the Kelham island brewery

The social event consists of a tour at the Kelham island brewery, which will be followed by a meal and a beer tasting session. The meal to be served is peas and pie, but please also let us know about any dietary constraints you have. There is no extra fee for this event, as it is included in your registration fee. Because the brewery cannot accommodate more than 30 people at a time, we will organise two identical tours, one in the afternoon of Jan. 14th (after the sessions) and one on Jan. 15th. We ask you to ll in a form and tell us which of the two days you prefer (we will send an email with the link to the form). The deadline to ll in this form is 6th of January, but please do not wait until the very last moment and let us know as soon as possible, as this will greatly help us organise it better.

Design I Print I www.shef eld.ac.uk/cics/uniprint