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Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

Fisher's linear discriminant analysis is a classical method for classification, yet it is limited to capturing linear features only. Kernel discriminant analysis as an extension is known to successfully alleviate the limitation through a…

Machine Learning · Statistics 2022-07-29 Jiae Kim , Yoonkyung Lee , Zhiyu Liang

Designing categorical kernels is a major challenge for Gaussian process regression with continuous and categorical inputs. Despite previous studies, it is difficult to identify a preferred method, either because the evaluation metrics, the…

Machine Learning · Statistics 2025-10-03 Raphaël Carpintero Perez , Sébastien Da Veiga , Josselin Garnier

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

A model-based approach is developed for clustering categorical data with no natural ordering. The proposed method exploits the Hamming distance to define a family of probability mass functions to model the data. The elements of this family…

Methodology · Statistics 2024-07-02 Raffaele Argiento , Edoardo Filippi-Mazzola , Lucia Paci

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…

Machine Learning · Computer Science 2024-08-16 Changze Huang , Di Wang

In recent years, there has been a growing demand to discern clusters of subjects in datasets characterized by a large set of features. Often, these clusters may be highly variable in size and present partial hierarchical structures. In this…

Methodology · Statistics 2024-07-01 Lorenzo Schiavon , Mattia Stival

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

Gaussian processes offers a convenient way to perform nonparametric reconstructions of observational data assuming only a kernel which describes the covariance between neighbouring points in a data set. We approach the ambiguity in the…

Cosmology and Nongalactic Astrophysics · Physics 2021-08-17 Reginald Christian Bernardo , Jackson Levi Said

Gaussian processes are machine learning models capable of learning unknown functions in a way that represents uncertainty, thereby facilitating construction of optimal decision-making systems. Motivated by a desire to deploy Gaussian…

Gaussian processes (GP) are widely used as a metamodel for emulating time-consuming computer codes. We focus on problems involving categorical inputs, with a potentially large number L of levels (typically several tens), partitioned in G <<…

Statistics Theory · Mathematics 2018-07-25 Olivier Roustant , Esperan Padonou , Yves Deville , Aloïs Clément , Guillaume Perrin , Jean Giorla , Henry Wynn

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

Similarity-based clustering and semi-supervised learning methods separate the data into clusters or classes according to the pairwise similarity between the data, and the pairwise similarity is crucial for their performance. In this paper,…

Machine Learning · Statistics 2017-09-06 Yingzhen Yang , Feng Liang , Nebojsa Jojic , Shuicheng Yan , Jiashi Feng , Thomas S. Huang

This work incorporates the multi-modality of the data distribution into a Gaussian Process regression model. We approach the problem from a discriminative perspective by learning, jointly over the training data, the target space variance in…

Machine Learning · Computer Science 2018-03-20 Silvia L. Pintea , Jan C. van Gemert , Arnold W. M. Smeulders

Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…

Machine Learning · Statistics 2016-10-05 Benjamin Fischer , Nico Gorbach , Stefan Bauer , Yatao Bian , Joachim M. Buhmann

In this paper, we propose a data based transformation for infinite-dimensional Gaussian processes and derive its limit theorem. For a classification problem, this transformation induces complete separation among the associated Gaussian…

Statistics Theory · Mathematics 2022-03-25 Juan A. Cuesta-Albertos , Subhajit Dutta

This work introduces a refinement of the Parsimonious Model for fitting a Gaussian Mixture. The improvement is based on the consideration of clusters of the involved covariance matrices according to a criterion, such as sharing Principal…

Methodology · Statistics 2024-04-10 David Rodríguez-Vítores , Carlos Matrán
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