Related papers: Scalable Multi-Class Gaussian Process Classificati…

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

In this paper, we study the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is…

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

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…

The Extreme Deconvolution method fits a probability density to a dataset where each observation has Gaussian noise added with a known sample-specific covariance, originally intended for use with astronomical datasets. The existing fitting…

Standard Bayesian inference schemes are infeasible for inverse problems with computationally expensive forward models. A common solution is to replace the model with a cheaper surrogate. To avoid overconfident conclusions, it is essential…

It is a common practice in the machine learning community to assume that the observed data are noise-free in the input attributes. Nevertheless, scenarios with input noise are common in real problems, as measurements are never perfectly…

We introduce a simple and scalable method for training Gaussian process (GP) models that exploits cross-validation and nearest neighbor truncation. To accommodate binary and multi-class classification we leverage P\`olya-Gamma auxiliary…

Learning a categorical distribution comes with its own set of challenges. A successful approach taken by state-of-the-art works is to cast the problem in a continuous domain to take advantage of the impressive performance of the generative…

In this article, we present a visual introduction to Gaussian Belief Propagation (GBP), an approximate probabilistic inference algorithm that operates by passing messages between the nodes of arbitrarily structured factor graphs. A special…

We are interested in privatizing an approximate posterior inference algorithm called Expectation Propagation (EP). EP approximates the posterior by iteratively refining approximations to the local likelihoods, and is known to provide better…

We propose a conjugate and calibrated Gaussian process (GP) model for multi-class classification by exploiting the geometry of the probability simplex. Our approach uses Aitchison geometry to map simplex-valued class probabilities to an…

A large amount of recent research has the far-reaching goal of finding training methods for deep neural networks that can serve as alternatives to backpropagation (BP). A prominent example is predictive coding (PC), which is a…

Backpropagation learning algorithm, the workhorse of modern artificial intelligence, is notoriously difficult to implement in physical neural networks. Equilibrium Propagation (EP) is an alternative with comparable efficiency and strong…

We develop an automated variational inference method for Bayesian structured prediction problems with Gaussian process (GP) priors and linear-chain likelihoods. Our approach does not need to know the details of the structured likelihood…

Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output…

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

This paper makes two contributions to Bayesian machine learning algorithms. Firstly, we propose stochastic natural gradient expectation propagation (SNEP), a novel alternative to expectation propagation (EP), a popular variational inference…