Gaussian Processes for Ordinal Regression

Abstract

We present a probabilistic kernel approach to ordinal regression based on Gaussian processes. A threshold model that generalizes the probit function is used as the likelihood function for ordinal variables. Two inference techniques, based on the Laplace approximation and the expectation propagation algorithm respectively, are derived for hyperparameter learning and model selection. We compare these two Gaussian process approaches with a previous ordinal regression method based on support vector machines on some benchmark and real-world data sets, including applications of ordinal regression to collaborative filtering and gene expression analysis. Experimental results on these data sets verify the usefulness of our approach.