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Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

The Gaussian process (GP) is a popular way to specify dependencies between random variables in a probabilistic model. In the Bayesian framework the covariance structure can be specified using unknown hyperparameters. Integrating over these…

Computation · Statistics 2010-11-01 Iain Murray , Ryan Prescott Adams

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Performance variability management is an active research area in high-performance computing (HPC). We focus on input/output (I/O) variability. To study the performance variability, computer scientists often use grid-based designs (GBDs) to…

Applications · Statistics 2022-01-25 Yueyao Wang , Li Xu , Yili Hong , Rong Pan , Tyler Chang , Thomas Lux , Jon Bernard , Layne Watson , Kirk Cameron

Sparse variational Gaussian processes (GPs) construct tractable posterior approximations to GP models. At the core of these methods is the assumption that the true posterior distribution over training function values ${\bf f}$ and inducing…

Machine Learning · Computer Science 2025-06-27 Michalis K. Titsias

Much recent work has concerned sparse approximations to speed up the Gaussian process regression from the unfavorable O(n3) scaling in computational time to O(nm2). Thus far, work has concentrated on models with one covariance function.…

Machine Learning · Computer Science 2012-06-18 Jarno Vanhatalo , Aki Vehtari

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…

In probabilistic classification, a discriminative model based on the softmax function has a potential limitation in that it assumes unimodality for each class in the feature space. The mixture model can address this issue, although it leads…

Machine Learning · Computer Science 2021-05-10 Hideaki Hayashi , Seiichi Uchida

Generalized additive model is a powerful statistical learning and predictive modeling tool that has been applied in a wide range of applications. The need of high-dimensional additive modeling is eminent in the context of dealing with high…

Methodology · Statistics 2021-07-08 Kaixu Yang , Tapabrata Maiti

Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…

Machine Learning · Statistics 2011-03-22 Nicolas Durrande , David Ginsbourger , Olivier Roustant

The selection of Gaussian kernel parameters plays an important role in the applications of support vector classification (SVC). A commonly used method is the k-fold cross validation with grid search (CV), which is extremely time-consuming…

Machine Learning · Computer Science 2025-01-22 Linkai Luo , Qiaoling Yang , Hong Peng , Yiding Wang , Ziyang Chen

With the development of machine learning and Big Data, the concepts of linear and non-linear optimization techniques are becoming increasingly valuable for many quantitative disciplines. Problems of that nature are typically solved using…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-06-21 Wiktor Maj

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

Machine Learning · Statistics 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

Machine Learning · Statistics 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Jiangbang Liu , Song Bo , Benjamin Decardi-Nelson , Jinfeng Liu , Jingtao Hu , Tao Zou

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook

Gaussian processes (GPs) are distributions over functions, which provide a Bayesian nonparametric approach to regression and classification. In spite of their success, GPs have limited use in some applications, for example, in some cases a…

Machine Learning · Computer Science 2020-05-28 Alessio Benavoli , Dario Azzimonti , Dario Piga

Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…

Computation · Statistics 2025-04-10 Juho Timonen , Harri Lähdesmäki
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