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Gaussian process (GP) surrogates are the default tool for emulating expensive computer experiments, but cubic cost, stationarity assumptions, and Gaussian predictive distributions limit their reach. We propose Generative Bayesian…

Machine Learning · Computer Science 2026-02-26 Nick Polson , Vadim Sokolov

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

The combination of inducing point methods with stochastic variational inference has enabled approximate Gaussian Process (GP) inference on large datasets. Unfortunately, the resulting predictive distributions often exhibit substantially…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair

It has been proposed by many researchers that combining deep neural networks with graphical models can create more efficient and better regularized composite models. The main difficulties in implementing this in practice are associated with…

Computer Vision and Pattern Recognition · Computer Science 2020-03-16 Patrick Knöbelreiter , Christian Sormann , Alexander Shekhovtsov , Friedrich Fraundorfer , Thomas Pock

The Survey Propagation (SP) algorithm for solving $k$-SAT problems has been shown recently as an instance of the Belief Propagation (BP) algorithm. In this paper, we show that for general constraint-satisfaction problems, SP may not be…

Information Theory · Computer Science 2008-01-31 Ronghui Tu , Yongyi Mao , Jiying Zhao

In this paper, we propose a Bi-layer Predictionbased Reduction Branch (BP-RB) framework to speed up the process of finding a high-quality feasible solution for Mixed Integer Programming (MIP) problems. A graph convolutional network (GCN) is…

Optimization and Control · Mathematics 2022-09-28 Lingying Huang , Xiaomeng Chen , Wei Huo , Jiazheng Wang , Fan Zhang , Bo Bai , Ling Shi

As a fundamental problem in machine learning, dataset shift induces a paradigm to learn and transfer knowledge under changing environment. Previous methods assume the changes are induced by covariate, which is less practical for complex…

Machine Learning · Computer Science 2022-03-01 You-Wei Luo , Chuan-Xian Ren

We analyse a new subdomain scheme for a time-spectral method for solving initial boundary value problems. Whilst spectral methods are commonplace for spatially dependent systems, finite difference schemes are typically applied for the…

Computational Physics · Physics 2017-08-08 Kristoffer Lindvall , Jan Scheffel

Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is…

Machine Learning · Computer Science 2019-08-26 Dong Liu , Nima N. Moghadam , Lars K. Rasmussen , Jinliang Huang , Saikat Chatterjee

Motivated by the increasing need to understand the distributed algorithmic foundations of large-scale graph computations, we study some fundamental graph problems in a message-passing model for distributed computing where $k \geq 2$…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-07-27 Gopal Pandurangan , Peter Robinson , Michele Scquizzato

Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

Gaussian process upper confidence bound (GP-UCB) is a theoretically promising approach for black-box optimization; however, the confidence parameter $\beta$ is considerably large in the theorem and chosen heuristically in practice. Then,…

Machine Learning · Computer Science 2023-06-13 Shion Takeno , Yu Inatsu , Masayuki Karasuyama

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Generative Bayesian Computation (GBC) methods are developed for Casual Inference. Generative methods are simulation-based methods that use a large training dataset to represent posterior distributions as a map (a.k.a. optimal transport) to…

Methodology · Statistics 2024-12-25 Maria Nareklishvili , Nicholas Polson , Vadim Sokolov

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

Traditional learning methods for training Markov random fields require doing inference over all variables to compute the likelihood gradient. The iteration complexity for those methods therefore scales with the size of the graphical models.…

Machine Learning · Computer Science 2018-11-12 You Lu , Zhiyuan Liu , Bert Huang

Granular ball computing (GBC), as an efficient, robust, and scalable learning method, has become a popular research topic of granular computing. GBC includes two stages: granular ball generation (GBG) and multi-granularity learning based on…

Machine Learning · Computer Science 2025-04-10 Qin Xie , Qinghua Zhang , Shuyin Xia , Fan Zhao , Chengying Wu , Guoyin Wang , Weiping Ding

Gradient Boosting Machine (GBM) introduced by Friedman is a powerful supervised learning algorithm that is very widely used in practice---it routinely features as a leading algorithm in machine learning competitions such as Kaggle and the…

Machine Learning · Computer Science 2020-09-17 Haihao Lu , Rahul Mazumder

In this paper we propose a novel method to study critical systems numerically by a combined collective-mode algorithm and Renormalization Group on the lattice. This method is an improved version of MCRG in the sense that it has all the…

Statistical Mechanics · Physics 2009-12-03 G. Palma , D. Zambrano
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