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The growth in the use of computationally intensive statistical procedures, especially with Big Data, has necessitated the usage of parallel computation on diverse platforms such as multicore, GPU, clusters and clouds. However, slowdown due…

Computation · Statistics 2014-09-23 Norman Matloff

Gaussian processes scale prohibitively with the size of the dataset. In response, many approximation methods have been developed, which inevitably introduce approximation error. This additional source of uncertainty, due to limited…

Machine Learning · Computer Science 2023-10-11 Jonathan Wenger , Geoff Pleiss , Marvin Pförtner , Philipp Hennig , John P. Cunningham

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Optimization and Control · Mathematics 2024-02-07 Mickael Binois , Victor Picheny

Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…

Machine Learning · Statistics 2024-02-02 Bernardo Fichera , Viacheslav Borovitskiy , Andreas Krause , Aude Billard

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.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Mixtures of experts have become an indispensable tool for flexible modelling in a supervised learning context, allowing not only the mean function but the entire density of the output to change with the inputs. Sparse Gaussian processes…

Machine Learning · Computer Science 2024-01-23 Clement Etienam , Kody Law , Sara Wade , Vitaly Zankin

The aim of this paper is to develop novel quantum algorithms for Gaussian process quadrature methods. Gaussian process quadratures are numerical integration methods where Gaussian processes are used as functional priors for the integrands…

Computation · Statistics 2025-02-21 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

This work builds upon previous efforts in online incremental learning, namely the Incremental Gaussian Mixture Network (IGMN). The IGMN is capable of learning from data streams in a single-pass by improving its model after analyzing each…

Machine Learning · Computer Science 2017-02-08 Rafael Pinto , Paulo Engel

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

In this paper we introduce a generic model for multiplicative algorithms which is suitable for the MapReduce parallel programming paradigm. We implement three typical machine learning algorithms to demonstrate how similarity comparison,…

Data Structures and Algorithms · Computer Science 2011-12-05 Song Liu , Peter Flach , Nello Cristianini

We develop a parallel variational inference (VI) procedure for use in data-distributed settings, where each machine only has access to a subset of data and runs VI independently, without communicating with other machines. This type of…

Machine Learning · Statistics 2015-10-15 Willie Neiswanger , Chong Wang , Eric Xing

Gaussian process regression is a popular Bayesian framework for surrogate modeling of expensive data sources. As part of a broader effort in scientific machine learning, many recent works have incorporated physical constraints or other a…

Machine Learning · Computer Science 2021-01-07 Laura Swiler , Mamikon Gulian , Ari Frankel , Cosmin Safta , John Jakeman

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…