Related papers: How priors of initial hyperparameters affect Gauss…
Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…
Kernel based methods including Gaussian process regression (GPR) and generally kernel ridge regression (KRR) have been finding increasing use in computational chemistry, including the fitting of potential energy surfaces and density…
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…
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…
Bayesian parameter inference depends on a choice of prior probability distribution for the parameters in question. The prior which makes the posterior distribution maximally sensitive to data is called the Jeffreys prior, and it is…
We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…
The nonparametric regression model with normal errors has been extensively studied, both from the frequentist and Bayesian viewpoint. A central result in Bayesian nonparametrics is that under assumptions on the prior, the data-generating…
The primary hyperparameter in kernel regression (KR) is the choice of kernel. In most theoretical studies of KR, one assumes the kernel is fixed before seeing the training data. Under this assumption, it is known that the optimal kernel is…
Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…
Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…
The behavior of many Bayesian models used in machine learning critically depends on the choice of prior distributions, controlled by some hyperparameters that are typically selected by Bayesian optimization or cross-validation. This…
This is an overview of the R package iprior, which implements a unified methodology for fitting parametric and nonparametric regression models, including additive models, multilevel models, and models with one or more functional covariates.…
The application of Bayesian inference for the purpose of model selection is very popular nowadays. In this framework, models are compared through their marginal likelihoods, or their quotients, called Bayes factors. However, marginal…
Bayesian neural networks attempt to combine the strong predictive performance of neural networks with formal quantification of uncertainty associated with the predictive output in the Bayesian framework. However, it remains unclear how to…
Gaussian Process Regression (GPR) is a Bayesian method for inferring profiles based on input data. The technique is increasing in popularity in the fusion community due to its many advantages over traditional fitting techniques including…
Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…
Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…
Diffusion models have achieved state-of-the-art performance in generating many different kinds of data, including images, text, and videos. Despite their success, there has been limited research on how the underlying diffusion process and…
The focus of this work is the convergence of non-stationary and deep Gaussian process regression. More precisely, we follow a Bayesian approach to regression or interpolation, where the prior placed on the unknown function $f$ is a…
Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…