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We propose a Bayesian approximate inference method for learning the dependence structure of a Gaussian graphical model. Using pseudo-likelihood, we derive an analytical expression to approximate the marginal likelihood for an arbitrary…

Machine Learning · Statistics 2017-04-13 Janne Leppä-aho , Johan Pensar , Teemu Roos , Jukka Corander

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…

Artificial Intelligence · Computer Science 2012-02-01 Tobias Jung , Peter Stone

Active learning is a subfield of machine learning that focuses on improving the data collection efficiency of expensive-to-evaluate systems. Especially, active learning integrated surrogate modeling has shown remarkable performance in…

Machine Learning · Computer Science 2023-04-19 Cheolhei Lee , Kaiwen Wang , Jianguo Wu , Wenjun Cai , Xiaowei Yue

Few-shot segmentation is a challenging task, requiring the extraction of a generalizable representation from only a few annotated samples, in order to segment novel query images. A common approach is to model each class with a single…

Computer Vision and Pattern Recognition · Computer Science 2021-03-31 Joakim Johnander , Johan Edstedt , Martin Danelljan , Michael Felsberg , Fahad Shahbaz Khan

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

When learning simulations for modeling physical phenomena in industrial designs, geometrical variabilities are of prime interest. While classical regression techniques prove effective for parameterized geometries, practical scenarios often…

Machine Learning · Computer Science 2023-10-24 Fabien Casenave , Brian Staber , Xavier Roynard

The use of Gaussian processes (GPs) is supported by efficient sampling algorithms, a rich methodological literature, and strong theoretical grounding. However, due to their prohibitive computation and storage demands, the use of exact GPs…

Statistics Theory · Mathematics 2022-07-27 Kelly R. Moran , Matthew W. Wheeler

There is increasing interest in the problem of nonparametric regression with high-dimensional predictors. When the number of predictors $D$ is large, one encounters a daunting problem in attempting to estimate a $D$-dimensional surface…

Statistics Theory · Mathematics 2014-06-17 Yun Yang , David B. Dunson

We propose an approach to do learning in Gaussian factor graphs. We treat all relevant quantities (inputs, outputs, parameters, latents) as random variables in a graphical model, and view both training and prediction as inference problems…

Machine Learning · Computer Science 2024-07-18 Seth Nabarro , Mark van der Wilk , Andrew J Davison

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Machine Learning · Statistics 2020-03-04 Mark van der Wilk , Vincent Dutordoir , ST John , Artem Artemev , Vincent Adam , James Hensman

It is often of interest to infer lower-dimensional structure underlying complex data. As a flexible class of non-linear structures, it is common to focus on Riemannian manifolds. Most existing manifold learning algorithms replace the…

Machine Learning · Statistics 2026-01-27 David B Dunson , Nan Wu

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…

Machine Learning · Statistics 2025-03-11 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Gaussian processes (GPs) are the main surrogate functions used for sequential modelling such as Bayesian Optimization and Active Learning. Their drawbacks are poor scaling with data and the need to run an optimization loop when using a…

Machine Learning · Computer Science 2022-11-03 Paul E. Chang , Prakhar Verma , ST John , Victor Picheny , Henry Moss , Arno Solin

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

Gaussian processes (GPs) are non-parametric, flexible, models that work well in many tasks. Combining GPs with deep learning methods via deep kernel learning (DKL) is especially compelling due to the strong representational power induced by…

Machine Learning · Computer Science 2021-07-14 Idan Achituve , Aviv Navon , Yochai Yemini , Gal Chechik , Ethan Fetaya

Numerical integration and emulation are fundamental topics across scientific fields. We propose novel adaptive quadrature schemes based on an active learning procedure. We consider an interpolative approach for building a surrogate…

Computation · Statistics 2021-01-20 F. Llorente , L. Martino , V. Elvira , D. Delgado , J. López-Santiago

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez