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Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…

Machine Learning · Statistics 2020-07-21 Mohammad Emtiyaz Khan , Alexander Immer , Ehsan Abedi , Maciej Korzepa

We introduce a novel stochastic variational inference method for Gaussian process ($\mathcal{GP}$) regression, by deriving a posterior over a learnable set of coresets: i.e., over pseudo-input/output, weighted pairs. Unlike former free-form…

Machine Learning · Computer Science 2025-03-06 Mert Ketenci , Adler Perotte , Noémie Elhadad , Iñigo Urteaga

Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly…

Many datasets are in the form of tables of binned data. Performing regression on these data usually involves either reading off bin heights, ignoring data from neighbouring bins or interpolating between bins thus over or underestimating the…

Machine Learning · Statistics 2019-05-21 Michael Thomas Smith , Mauricio A Alvarez , Neil D Lawrence

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski

We propose a principled way to define Gaussian process priors on various sets of unweighted graphs: directed or undirected, with or without loops. We endow each of these sets with a geometric structure, inducing the notions of closeness and…

Machine Learning · Statistics 2023-02-28 Viacheslav Borovitskiy , Mohammad Reza Karimi , Vignesh Ram Somnath , Andreas Krause

Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based…

Robotics · Computer Science 2018-11-01 James Harrison , Apoorva Sharma , Marco Pavone

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

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…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Heteroscedastic regression considering the varying noises among observations has many applications in the fields like machine learning and statistics. Here we focus on the heteroscedastic Gaussian process (HGP) regression which integrates…

Machine Learning · Statistics 2020-01-22 Haitao Liu , Yew-Soon Ong , Jianfei Cai

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

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

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

Working with systems of partial differential equations (PDEs) is a fundamental task in computational science. Well-posed systems are addressed by numerical solvers or neural operators, whereas systems described by data are often addressed…

Machine Learning · Statistics 2025-09-30 Jianlei Huang , Marc Härkönen , Markus Lange-Hegermann , Bogdan Raiţă

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

Gaussian processes (GPs) play an essential role in biostatistics, scientific machine learning, and Bayesian optimization for their ability to provide probabilistic predictions and model uncertainty. However, GP inference struggles to scale…

Machine Learning · Computer Science 2025-10-29 Pratik Rathore , Zachary Frangella , Sachin Garg , Shaghayegh Fazliani , Michał Dereziński , Madeleine Udell

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Machine Learning · Statistics 2018-11-06 Congzheng Song , Yiming Sun
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