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To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP…

Machine Learning · Statistics 2015-05-25 Marc Peter Deisenroth , Jun Wei Ng

Traffic speed is a key indicator for the efficiency of an urban transportation system. Accurate modeling of the spatiotemporally varying traffic speed thus plays a crucial role in urban planning and development. This paper addresses the…

Artificial Intelligence · Computer Science 2017-08-29 Truc Viet Le , Richard J. Oentaryo , Siyuan Liu , Hoong Chuin Lau

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

Methodology · Statistics 2011-08-18 Robert B. Gramacy , Heng Lian

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

We present a GPU implementation of LAMMPS, a widely-used parallel molecular dynamics (MD) software package, and show 5x to 13x single node speedups versus the CPU-only version of LAMMPS. This new CUDA package for LAMMPS also enables…

Materials Science · Physics 2011-03-08 Christian R. Trott , Lars Winterfeld , Paul S. Crozier

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

We present an efficient open-source implementation of the multiparticle collision dynamics (MPCD) algorithm that scales to run on hundreds of graphics processing units (GPUs). We especially focus on optimizations for modern GPU…

Soft Condensed Matter · Physics 2018-08-01 Michael P. Howard , Athanassios Z. Panagiotopoulos , Arash Nikoubashman

Nowadays, several industrial applications are being ported to parallel architectures. These applications take advantage of the potential parallelism provided by multiple core processors. Many-core processors, especially the GPUs(Graphics…

Distributed, Parallel, and Cluster Computing · Computer Science 2011-03-28 Wendell Rodrigues , Frédéric Guyomarc'h , Jean-Luc Dekeyser

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

Computation · Statistics 2021-03-08 Karla Monterrubio-Gómez , Sara Wade

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

We design new parallel algorithms for clustering in high-dimensional Euclidean spaces. These algorithms run in the Massively Parallel Computation (MPC) model, and are fully scalable, meaning that the local memory in each machine may be…

Data Structures and Algorithms · Computer Science 2024-07-09 Artur Czumaj , Guichen Gao , Shaofeng H. -C. Jiang , Robert Krauthgamer , Pavel Veselý

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

This paper details an extensible OpenCL framework that allows Stan to utilize heterogeneous compute devices. It includes GPU-optimized routines for the Cholesky decomposition, its derivative, other matrix algebra primitives and some…

Mathematical Software · Computer Science 2020-05-19 Rok Češnovar , Steve Bronder , Davor Sluga , Jure Demšar , Tadej Ciglarič , Sean Talts , Erik Štrumbelj

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

Machine Learning · Computer Science 2018-07-10 Chiwoo Park , Daniel Apley

Gibbs sampling is a widely used Markov chain Monte Carlo (MCMC) method for numerically approximating integrals of interest in Bayesian statistics and other mathematical sciences. Many implementations of MCMC methods do not extend easily to…

Computation · Statistics 2019-06-03 Alexander Terenin , Shawfeng Dong , David Draper

In this paper, we propose decentralized and scalable algorithms for Gaussian process (GP) training and prediction in multi-agent systems. To decentralize the implementation of GP training optimization algorithms, we employ the alternating…

Machine Learning · Statistics 2022-03-08 George P. Kontoudis , Daniel J. Stilwell

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

The advent of high performance computing (HPC) and graphics processing units (GPU), present an enormous computation resource for Large data transactions (big data) that require parallel processing for robust and prompt data analysis. While…

Distributed, Parallel, and Cluster Computing · Computer Science 2014-10-17 Kato Mivule , Benjamin Harvey , Crystal Cobb , Hoda El Sayed

We present a versatile GPU-based parallel version of Logistic Regression (LR), aiming to address the increasing demand for faster algorithms in binary classification due to large data sets. Our implementation is a direct translation of the…

Machine Learning · Computer Science 2023-08-22 Nechba Mohammed , Mouhajir Mohamed , Sedjari Yassine