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The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The…

Machine Learning · Computer Science 2018-08-07 Shengyang Sun , Guodong Zhang , Chaoqi Wang , Wenyuan Zeng , Jiaman Li , Roger Grosse

Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…

Machine Learning · Statistics 2018-09-10 Danil Kuzin , Le Yang , Olga Isupova , Lyudmila Mihaylova

Gaussian process regression (GPR) model is a popular nonparametric regression model. In GPR, features of the regression function such as varying degrees of smoothness and periodicities are modeled through combining various covarinace…

Statistics Theory · Mathematics 2023-03-07 Jaehoan Kim , Jaeyong Lee

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

Locally weighted regression was created as a nonparametric learning method that is computationally efficient, can learn from very large amounts of data and add data incrementally. An interesting feature of locally weighted regression is…

Machine Learning · Computer Science 2014-02-05 Franziska Meier , Philipp Hennig , Stefan Schaal

The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…

Methodology · Statistics 2021-02-09 Deyu Ming , Serge Guillas

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Gaussian process fitting, or kriging, is often used to create a model from a set of data. Many available software packages do this, but we show that very different results can be obtained from different packages even when using the same…

Computation · Statistics 2017-10-10 Collin B. Erickson , Bruce E. Ankenman , Susan M. Sanchez

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

Systems and Control · Electrical Eng. & Systems 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

We propose stochastic, non-parametric activation functions that are fully learnable and individual to each neuron. Complexity and the risk of overfitting are controlled by placing a Gaussian process prior over these functions. The result is…

Machine Learning · Statistics 2017-12-01 Sebastian Urban , Marcus Basalla , Patrick van der Smagt

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

Gaussian process (GP) models have been used in a wide range of battery applications, in which different kernels were manually selected with considerable expertise. However, to capture complex relationships in the ever-growing amount of…

Systems and Control · Electrical Eng. & Systems 2025-05-06 Huang Zhang , Xixi Liu , Faisal Altaf , Torsten Wik

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

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Machine Learning · Statistics 2016-05-16 Christopher J. Moore , Alvin J. K. Chua , Christopher P. L. Berry , Jonathan R. Gair

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems. A well known and widely used method to circumvent this…

Applications · Statistics 2008-04-06 Amandine Marrel , Bertrand Iooss , Francois Van Dorpe , Elena Volkova

A primary goal of computer experiments is to reconstruct the function given by the computer code via scattered evaluations. Traditional isotropic Gaussian process models suffer from the curse of dimensionality, when the input dimension is…

Machine Learning · Statistics 2022-09-01 Gecheng Chen , Rui Tuo