Multi-view Representation Learning with Deep Gaussian Processes

Multi-view representation learning is a promising and challenging research topic, which aims to integrate multiple data information from different views to improve the learning performance. The recent deep Gaussian processes (DGPs) have the advantages of better uncertainty estimates, powerful non-linear mapping ability and greater generalization capability, which can be used as an excellent data representation learning method. However, DGPs only focus on single view data and are rarely applied to the multi-view scenario. In this paper, we propose a multi-view representation learning algorithm with deep Gaussian processes (named MvDGPs), which inherits the advantages of deep Gaussian processes and multi-view representation learning, and can learn more effective representation of multi-view data. The MvDGPs consist of two stages. The first stage is multi-view data representation learning, which is mainly used to learn more comprehensive representations of multi-view data. The second stage is classifier design. In contrast with DGPs, MvDGPs support asymmetrical modeling depths for different views of data, resulting in better characterizations of the discrepancies among different views. Experimental results on real-world multi-view data sets verify the effectiveness of the proposed algorithm, which indicates that MvDGPs can integrate the complementary information in multiple views to discover a good representation of the data.