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Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

In this paper, we extend a famous motion planning approach GPMP2 to multi-robot cases, yielding a novel centralized trajectory generation method for the multi-robot formation. A sparse Gaussian Process model is employed to represent the…

Robotics · Computer Science 2021-08-02 Shuang Guo , Bo Liu , Shen Zhang , Jifeng Guo , Changhong Wang

Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…

Machine Learning · Statistics 2021-10-13 Maud Lemercier , Cristopher Salvi , Thomas Cass , Edwin V. Bonilla , Theodoros Damoulas , Terry Lyons

In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias &…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse…

Machine Learning · Computer Science 2018-11-20 John Martin , Brendan Englot

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

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in…

Neurons and Cognition · Quantitative Biology 2023-06-06 Matthew Dowling , Yuan Zhao , Il Memming Park

The celebrated sparse representation model has led to remarkable results in various signal processing tasks in the last decade. However, despite its initial purpose of serving as a global prior for entire signals, it has been commonly used…

Information Theory · Computer Science 2017-10-11 Vardan Papyan , Jeremias Sulam , Michael Elad

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

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

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

Methodology · Statistics 2023-11-16 Kevin Li , Simon Mak

Among generalized additive models, additive Mat\'ern Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure and stochastic differential equation representation,…

Machine Learning · Statistics 2023-05-02 Lu Zou , Haoyuan Chen , Liang Ding

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

Robotics · Computer Science 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

Creating maps is an essential task in robotics and provides the basis for effective planning and navigation. In this paper, we learn a compact and continuous implicit surface map of an environment from a stream of range data with known…

Machine Learning · Computer Science 2020-02-13 Johannes A. Stork , Todor Stoyanov

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

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

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

We develop a fast variational approximation scheme for Gaussian process (GP) regression, where the spectrum of the covariance function is subjected to a sparse approximation. Our approach enables uncertainty in covariance function…

Computation · Statistics 2019-04-24 Linda S. L. Tan , Victor M. H. Ong , David J. Nott , Ajay Jasra

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used…

Machine Learning · Statistics 2017-09-29 Alexander Grigorievskiy , Neil Lawrence , Simo Särkkä