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We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Neural Processes (NPs; Garnelo et al., 2018a,b) are a rich class of models for meta-learning that map data sets directly to predictive stochastic processes. We provide a rigorous analysis of the standard maximum-likelihood objective used to…

Machine Learning · Statistics 2021-01-12 Wessel P. Bruinsma , James Requeima , Andrew Y. K. Foong , Jonathan Gordon , Richard E. Turner

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Machine Learning · Statistics 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

A nonparametric family of conditional distributions is introduced, which generalizes conditional exponential families using functional parameters in a suitable RKHS. An algorithm is provided for learning the generalized natural parameter,…

Machine Learning · Statistics 2018-04-10 Michael Arbel , Arthur Gretton

Optimizing wheat variety selection for high performance in different environmental conditions is critical for reliable food production and stable incomes for growers. We employ a statistical machine learning framework utilizing Gaussian…

We introduce a family of multilayer graph kernels and establish new links between graph convolutional neural networks and kernel methods. Our approach generalizes convolutional kernel networks to graph-structured data, by representing…

Machine Learning · Statistics 2020-06-30 Dexiong Chen , Laurent Jacob , Julien Mairal

Graph Gaussian Processes (GGPs) provide a data-efficient solution on graph structured domains. Existing approaches have focused on static structures, whereas many real graph data represent a dynamic structure, limiting the applications of…

Machine Learning · Computer Science 2021-11-04 David Blanco-Mulero , Markus Heinonen , Ville Kyrki

In this paper we propose a novel Bayesian solution for nonlinear regression in complex fields. Previous solutions for kernels methods usually assume a complexification approach, where the real-valued kernel is replaced by a complex-valued…

Machine Learning · Computer Science 2018-03-02 Rafael Boloix-Tortosa , Eva Arias-de-Reyna , F. Javier Payan-Somet , Juan J. Murillo-Fuentes

This work presents a family of parsimonious Gaussian process models which allow to build, from a finite sample, a model-based classifier in an infinite dimensional space. The proposed parsimonious models are obtained by constraining the…

Methodology · Statistics 2012-06-18 Charles Bouveyron , Stéphane Girard , Mathieu Fauvel

Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and…

Machine Learning · Statistics 2015-07-10 Chintan A. Dalal , Vladimir Pavlovic , Robert E. Kopp

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

Machine Learning · Statistics 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

We explore the use of non homogenous noise kernels in Gaussian process modelling to improve the potential energy curve models describing stochastic electronic structure data. We use the same noise kernels on energy curves describing…

Chemical Physics · Physics 2023-01-02 Fabio E. A. Albertani , Alex J. W. Thom

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

High-dimensional classification and feature selection tasks are ubiquitous with the recent advancement in data acquisition technology. In several application areas such as biology, genomics and proteomics, the data are often functional in…

Machine Learning · Statistics 2021-09-30 W Yu , S Wade , H D Bondell , L Azizi

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

Gaussian Process regression is a kernel method successfully adopted in many real-life applications. Recently, there is a growing interest on extending this method to non-Euclidean input spaces, like the one considered in this paper,…

Machine Learning · Computer Science 2022-12-05 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

Machine Learning · Computer Science 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson
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