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Gaussian processes (GP) are a well studied Bayesian approach for the optimization of black-box functions. Despite their effectiveness in simple problems, GP-based algorithms hardly scale to high-dimensional functions, as their per-iteration…

Machine Learning · Statistics 2019-08-28 Daniele Calandriello , Luigi Carratino , Alessandro Lazaric , Michal Valko , Lorenzo Rosasco

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

We present an adaptive approach to the construction of Gaussian process surrogates for Bayesian inference with expensive-to-evaluate forward models. Our method relies on the fully Bayesian approach to training Gaussian process models and…

Machine Learning · Statistics 2018-10-01 Timur Takhtaganov , Juliane Müller

Due to their flexibility, Gaussian processes (GPs) have been widely used in nonparametric function estimation. A prior information about the underlying function is often available. For instance, the physical system (computer model output)…

Methodology · Statistics 2017-11-21 Hassan Maatouk

Bayesian optimization is a sequential decision making framework for optimizing expensive-to-evaluate black-box functions. Computing a full lookahead policy amounts to solving a highly intractable stochastic dynamic program. Myopic…

Machine Learning · Computer Science 2020-06-30 Shali Jiang , Daniel R. Jiang , Maximilian Balandat , Brian Karrer , Jacob R. Gardner , Roman Garnett

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…

Systems and Control · Electrical Eng. & Systems 2023-11-06 Tommaso Benciolini , Chen Tang , Marion Leibold , Catherine Weaver , Masayoshi Tomizuka , Wei Zhan

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

Gaussian Process based Bayesian Optimization is a widely applied algorithm to learn and optimize under uncertainty, well-known for its sample efficiency. However, recently -- and more frequently -- research studies have empirically…

Machine Learning · Statistics 2025-05-20 Antonio Candelieri , Andrea Ponti , Francesco Archetti

Gaussian Processes (GPs) can be used as flexible, non-parametric function priors. Inspired by the growing body of work on Normalizing Flows, we enlarge this class of priors through a parametric invertible transformation that can be made…

Machine Learning · Computer Science 2021-02-26 Juan Maroñas , Oliver Hamelijnck , Jeremias Knoblauch , Theodoros Damoulas

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

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

Bayesian nonparametric regression under a rescaled Gaussian process prior offers smoothness-adaptive function estimation with near minimax-optimal error rates. Hierarchical extensions of this approach, equipped with stochastic variable…

Statistics Theory · Mathematics 2020-12-15 Sheng Jiang , Surya T. Tokdar

Complex computer codes or models can often be run in a hierarchy of different levels of complexity ranging from the very basic to the sophisticated. The top levels in this hierarchy are typically expensive to run, which limits the number of…

Methodology · Statistics 2023-07-19 Louise Kimpton , James Salter , Tim Dodwell , Hossein Mohammadi , Peter Challenor

Feed-forward neural networks (NN) are a staple machine learning method widely used in many areas of science and technology. While even a single-hidden layer NN is a universal approximator, its expressive power is limited by the use of…

Machine Learning · Statistics 2023-09-28 Sergei Manzhos , Manabu Ihara

This paper deals with motion planning for multiple agents by representing the problem as a simultaneous optimization of every agent's trajectory. Each trajectory is considered as a sample from a one-dimensional continuous-time Gaussian…

Robotics · Computer Science 2018-06-21 Luka Petrović , Ivan Marković , Marija Seder

This paper proposes a novel framework for addressing the challenge of autonomous overtaking and obstacle avoidance, which incorporates the overtaking path planning into Gaussian Process-based model predictive control (GPMPC). Compared with…

Robotics · Computer Science 2021-01-26 Wenjun Liu , Chang Liu , Guang Chen , Peng Hang , Alois Knoll

In the weakly supervised temporal video grounding study, previous methods use predetermined single Gaussian proposals which lack the ability to express diverse events described by the sentence query. To enhance the expression ability of a…

Computer Vision and Pattern Recognition · Computer Science 2024-04-05 Sunoh Kim , Jungchan Cho , Joonsang Yu , YoungJoon Yoo , Jin Young Choi

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

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