Related papers: Predictive Approaches For Gaussian Process Classif…
Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…
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…
We introduce a method that uses low-rank approximations of cross-correlation matrices in mixed continuous and categorical Gaussian Process models. This new method -- called Low-Rank Correlation (LRC) -- offers the ability to flexibly adapt…
Reinforcement Learning with Verifiable Rewards (RLVR) has become the standard paradigm for LLM mathematical reasoning, with Group Relative Policy Optimization (GRPO) serving as the dominant algorithm. We identify two overlooked…
Conformal prediction (CP) is an important tool for distribution-free predictive uncertainty quantification. Yet, a major challenge is to balance computational efficiency and prediction accuracy, particularly for multiple predictions. We…
Sparse Bayesian learning is a state-of-the-art supervised learning algorithm that can choose a subset of relevant samples from the input data and make reliable probabilistic predictions. However, in the presence of high-dimensional data…
The prediction of learning curves for Natural Language Processing (NLP) models enables informed decision-making to meet specific performance objectives, while reducing computational overhead and lowering the costs associated with dataset…
We propose an active set selection framework for Gaussian process classification for cases when the dataset is large enough to render its inference prohibitive. Our scheme consists of a two step alternating procedure of active set update…
We consider the parametric learning problem, where the objective of the learner is determined by a parametric loss function. Employing empirical risk minimization with possibly regularization, the inferred parameter vector will be biased…
Parametric conditional copula models allow the copula parameters to vary with a set of covariates according to an unknown calibration function. Flexible Bayesian inference for the calibration function of a bivariate conditional copula is…
With the rapid development of modern technology, massive amounts of data with complex pattern are generated. Gaussian process models that can easily fit the non-linearity in data become more and more popular nowadays. It is often the case…
This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…
Reinforcement Learning with Verifiable Rewards (RLVR) has become the standard paradigm for LLM mathematical reasoning, where Group Relative Policy Optimization (GRPO) serves as the mainstream algorithm. We point out two understudied…
Gaussian process training decomposes into inference of the (approximate) posterior and learning of the hyperparameters. For non-Gaussian (non-conjugate) likelihoods, two common choices for approximate inference are Expectation Propagation…
Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…
We present a simple algorithm for identifying and correcting real-valued noisy labels from a mixture of clean and corrupted sample points using Gaussian process regression. A heteroscedastic noise model is employed, in which additive…
In a Bayesian learning setting, the posterior distribution of a predictive model arises from a trade-off between its prior distribution and the conditional likelihood of observed data. Such distribution functions usually rely on additional…
This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…