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Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

In this paper we propose a novel Bayesian solution for nonlinear regression in complex fields. Previous solutions for kernels methods usually assume a complexification approach, where the real-valued kernel is replaced by a complex-valued…

Machine Learning · Computer Science 2018-03-02 Rafael Boloix-Tortosa , Eva Arias-de-Reyna , F. Javier Payan-Somet , Juan J. Murillo-Fuentes

We are interested in a framework of online learning with kernels for low-dimensional but large-scale and potentially adversarial datasets. We study the computational and theoretical performance of online variations of kernel Ridge…

Machine Learning · Statistics 2019-05-30 Rémi Jézéquel , Pierre Gaillard , Alessandro Rudi

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

Numerical Analysis · Mathematics 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

In the univariate setting, using the kernel spectral representation is an appealing approach for generating stationary covariance functions. However, performing the same task for multiple-output Gaussian processes is substantially more…

Machine Learning · Statistics 2021-03-15 Fergus Simpson , Alexis Boukouvalas , Vaclav Cadek , Elvijs Sarkans , Nicolas Durrande

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

Numerical Analysis · Mathematics 2020-01-24 Simon Hubbert , Jeremy Levesley

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

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

The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…

Machine Learning · Statistics 2014-11-18 Kian Hsiang Low , Jiangbo Yu , Jie Chen , Patrick Jaillet

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

It is well-known that non-linear approximation has an advantage over linear schemes in the sense that it provides comparable approximation rates to those of the linear schemes, but to a larger class of approximands. This was established for…

Classical Analysis and ODEs · Mathematics 2010-04-28 Thomas Hangelbroek , Amos Ron

Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…

Machine Learning · Computer Science 2022-08-08 Joseph A. Gallego , Juan F. Osorio , Fabio A. González

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

Inference in popular nonparametric Bayesian models typically relies on sampling or other approximations. This paper presents a general methodology for constructing novel tractable nonparametric Bayesian methods by applying the kernel trick…

Machine Learning · Statistics 2011-08-15 Ferenc Huszár , Simon Lacoste-Julien

Variational Quantum Algorithms (VQAs) aim at solving classical or quantum optimization problems by optimizing parametrized trial states on a quantum device, based on the outcomes of noisy projective measurements. The associated optimization…

Quantum Physics · Physics 2024-12-19 Luca Arceci , Viacheslav Kuzmin , Rick Van Bijnen

This paper introduces a general method to approximate the convolution of an arbitrary program with a Gaussian kernel. This process has the effect of smoothing out a program. Our compiler framework models intermediate values in the program…

Graphics · Computer Science 2017-06-06 Yuting Yang , Connelly Barnes

Computing low-rank approximations of kernel matrices is an important problem with many applications in scientific computing and data science. We propose methods to efficiently approximate and store low-rank approximations to kernel matrices…

Numerical Analysis · Mathematics 2025-03-14 Abraham Khan , Arvind K. Saibaba

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

With the emergence of Artificial Intelligence, numerical algorithms are moving towards more approximate approaches. For methods such as PCA or diffusion maps, it is necessary to compute eigenvalues of a large matrix, which may also be dense…

Numerical Analysis · Mathematics 2023-11-17 Keerthi Gaddameedi , Severin Reiz , Tobias Neckel , Hans-Joachim Bungartz

This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin