Related papers: Active Learning of Linear Embeddings for Gaussian …
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Annotating data for supervised learning can be costly. When the annotation budget is limited, active learning can be used to select and annotate those observations that are likely to give the most gain in model performance. We propose an…
Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…
Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…
The deep-learning-based least squares method has shown successful results in solving high-dimensional non-linear partial differential equations (PDEs). However, this method usually converges slowly. To speed up the convergence of this…
We propose practical deep Gaussian process models on Riemannian manifolds, similar in spirit to residual neural networks. With manifold-to-manifold hidden layers and an arbitrary last layer, they can model manifold- and scalar-valued…
Over the past decade, a number of algorithms for full-field elastic strain estimation from neutron and X-ray measurements have been published. Many of the recently published algorithms rely on modelling the unknown strain field as a…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
Active learning seeks to reduce the amount of data required to fit the parameters of a model, thus forming an important class of techniques in modern machine learning. However, past work on active learning has largely overlooked latent…
Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…
We propose a highly data-efficient active learning framework for image classification. Our novel framework combines: (1) unsupervised representation learning of a Convolutional Neural Network and (2) the Gaussian Process (GP) method, in…
This article proposes an active learning method for high dimensional data, based on intrinsic data geometries learned through diffusion processes on graphs. Diffusion distances are used to parametrize low-dimensional structures on the…
Gaussian processes (GPs) are powerful but computationally expensive machine learning models, requiring an estimate of the kernel covariance matrix for every prediction. In large and complex domains, such as graphs, sets, or images, the…
In this paper we present a novel analysis of variance Gaussian process (ANOVA-GP) emulator for models governed by partial differential equations (PDEs) with high-dimensional random inputs. Gaussian process (GP) is a widely used surrogate…
The Gaussian Process Latent Variable Model (GP-LVM) is a non-linear probabilistic method of embedding a high dimensional dataset in terms low dimensional `latent' variables. In this paper we illustrate that maximum a posteriori (MAP)…
In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…
Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error…
Autonomous racing creates challenging control problems, but Model Predictive Control (MPC) has made promising steps toward solving both the minimum lap-time problem and head-to-head racing. Yet, accurate models of the system are necessary…
Dimension reduction techniques have long been an important topic in statistics, and active subspaces (AS) have received much attention this past decade in the computer experiments literature. The most common approach towards estimating the…