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Multi-task Gaussian process (MTGP) is a well-known non-parametric Bayesian model for learning correlated tasks effectively by transferring knowledge across tasks. But current MTGPs are usually limited to the multi-task scenario defined in…
Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…
When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge…
Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…
We propose stochastic, non-parametric activation functions that are fully learnable and individual to each neuron. Complexity and the risk of overfitting are controlled by placing a Gaussian process prior over these functions. The result is…
Gaussian process (GP) regression is a fundamental tool in Bayesian statistics. It is also known as kriging and is the Bayesian counterpart to the frequentist kernel ridge regression. Most of the theoretical work on GP regression has focused…
Gaussian process (GP) models are widely used to emulate propagation uncertainty in computer experiments. GP emulation sits comfortably within an analytically tractable Bayesian framework. Apart from propagating uncertainty of the input…
Bayesian Optimization is a sample-efficient black-box optimization procedure that is typically applied to problems with a small number of independent objectives. However, in practice we often wish to optimize objectives defined over many…
A model involving Gaussian processes (GPs) is introduced to simultaneously handle multi-task learning, clustering, and prediction for multiple functional data. This procedure acts as a model-based clustering method for functional data as…
This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…
Using evolutionary computation algorithms to solve multiple tasks with knowledge sharing is a promising approach. Image feature learning can be considered as a multitask problem because different tasks may have a similar feature space.…
In many areas of science one aims to estimate latent sub-population mean curves based only on observations of aggregated population curves. By aggregated curves we mean linear combination of functional data that cannot be observed…
We develop a Bayesian approach to learning from sequential data by using Gaussian processes (GPs) with so-called signature kernels as covariance functions. This allows to make sequences of different length comparable and to rely on strong…
A recent line of work has shown remarkable behaviors of the generalization error curves in simple learning models. Even the least-squares regression has shown atypical features such as the model-wise double descent, and further works have…
Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…
Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based…
Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…
We undertake Bayesian learning of the high-dimensional functional relationship between a system parameter vector and an observable, that is in general tensor-valued. The ultimate aim is Bayesian inverse prediction of the system parameters,…
Bayesian inference and Gaussian processes are widely used in applications ranging from robotics and control to biological systems. Many of these applications are safety-critical and require a characterization of the uncertainty associated…
Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…