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Gaussian Processes (GPs) provide a general and analytically tractable way of modeling complex time-varying, nonparametric functions. The Automatic Bayesian Covariance Discovery (ABCD) system constructs natural-language description of…

Machine Learning · Computer Science 2016-02-15 Yunseong Hwang , Anh Tong , Jaesik Choi

Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…

Machine Learning · Computer Science 2024-04-16 Jörn Tebbe , Christoph Zimmer , Ansgar Steland , Markus Lange-Hegermann , Fabian Mies

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is…

Machine Learning · Statistics 2026-02-05 Yunqin Zhu , Henry Shaowu Yuchi , Yao Xie

Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…

Machine Learning · Computer Science 2020-04-10 Andrew Pensoneault , Xiu Yang , Xueyu Zhu

In this work, we study scaling limits of shallow Bayesian neural networks (BNNs) via their connection to Gaussian processes (GPs), with an emphasis on statistical modeling, identifiability, and scalable inference. We first establish a…

Machine Learning · Statistics 2026-02-27 Gracielle Antunes de Araújo , Flávio B. Gonçalves

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 are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Elad Gilboa , Arye Nehorai , John P. Cunningham

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

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Deep kernel learning (DKL) and related techniques aim to combine the representational power of neural networks with the reliable uncertainty estimates of Gaussian processes. One crucial aspect of these models is an expectation that, because…

Machine Learning · Statistics 2021-07-08 Sebastian W. Ober , Carl E. Rasmussen , Mark van der Wilk

Computational models providing accurate estimates of their uncertainty are crucial for risk management associated with decision making in healthcare contexts. This is especially true since many state-of-the-art systems are trained using the…

Machine Learning · Computer Science 2022-06-09 Hongshu Liu , Nabeel Seedat , Julia Ive

Kernel models of potential energy surfaces (PES) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems…

Chemical Physics · Physics 2023-05-02 Jun Dai , Roman V. Krems

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

We derive a Matern Gaussian process (GP) on the vertices of a hypergraph. This enables estimation of regression models of observed or latent values associated with the vertices, in which the correlation and uncertainty estimates are…

Machine Learning · Statistics 2021-06-04 Thomas Pinder , Kathryn Turnbull , Christopher Nemeth , David Leslie

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

Machine Learning · Computer Science 2026-05-27 Wenyuan Zhao , Rui Tuo , Chao Tian

While deep neural networks (DNNs) and Gaussian Processes (GPs) are both popularly utilized to solve problems in reinforcement learning, both approaches feature undesirable drawbacks for challenging problems. DNNs learn complex nonlinear…

Machine Learning · Computer Science 2020-04-14 Imène R. Goumiri , Benjamin W. Priest , Michael D. Schneider

Kernel methods have revolutionized the fields of pattern recognition and machine learning. Their success, however, critically depends on the choice of kernel parameters. Using Gaussian process (GP) classification as a working example, this…

Methodology · Statistics 2014-05-27 Maurizio Filippone