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This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

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

We present a Bayesian approach to identify optimal transformations that map model input points to low dimensional latent variables. The "projection" mapping consists of an orthonormal matrix that is considered a priori unknown and needs to…

Machine Learning · Statistics 2021-09-22 Panagiotis Tsilifis , Piyush Pandita , Sayan Ghosh , Valeria Andreoli , Thomas Vandeputte , Liping Wang

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…

Machine Learning · Computer Science 2022-11-03 Jonathan Sadeghi , Romain Mueller , John Redford

We introduce a Bayesian active learning algorithm that efficiently elucidates phase diagrams. Using a novel acquisition function that assesses both the impact and likelihood of the next observation, the algorithm iteratively determines the…

Computational Physics · Physics 2024-09-12 Max Zhu , Jian Yao , Marcus Mynatt , Hubert Pugzlys , Shuyi Li , Sergio Bacallado , Qingyuan Zhao , Chunjing Jia

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…

Machine Learning · Computer Science 2024-04-16 Jörn Tebbe , Christoph Zimmer , Ansgar Steland , Markus Lange-Hegermann , Fabian Mies

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…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

The theoretical investigation of gas adsorption, storage, separation, diffusion and related transport processes in porous materials relies on a detailed knowledge of the potential energy surface of molecules in a stationary environment. In…

Chemical Physics · Physics 2025-01-30 Johannes K. Krondorfer , Christian W. Binder , Andreas W. Hauser

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

Learning of low dimensional structure in multidimensional data is a canonical problem in machine learning. One common approach is to suppose that the observed data are close to a lower-dimensional smooth manifold. There are a rich variety…

Machine Learning · Statistics 2015-06-12 Ye Wang , David B. Dunson

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian Processes (GPs) provide a convenient framework for specifying function-space priors, making them a natural choice for modeling uncertainty. In contrast, Bayesian Neural Networks (BNNs) offer greater scalability and extendability…

Machine Learning · Computer Science 2025-06-12 Marcin Sendera , Amin Sorkhei , Tomasz Kuśmierczyk

Bayesian methods for learning Gaussian graphical models offer a principled framework for quantifying model uncertainty and incorporating prior knowledge. However, their scalability is constrained by the computational cost of jointly…

Methodology · Statistics 2025-08-28 Reza Mohammadi , Marit Schoonhoven , Lucas Vogels , S. Ilker Birbil

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

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…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu