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Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

This paper deals with the identification of linear stochastic dynamical systems, where the unknowns include system coefficients and noise variances. Conventional approaches that rely on the maximum likelihood estimation (MLE) require…

Machine Learning · Statistics 2025-08-18 Jinwen Xu , Qin Lu , Yaakov Bar-Shalom

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

This paper addresses the problem of active learning of a multi-output Gaussian process (MOGP) model representing multiple types of coexisting correlated environmental phenomena. In contrast to existing works, our active learning problem…

Machine Learning · Statistics 2015-11-25 Yehong Zhang , Trong Nghia Hoang , Kian Hsiang Low , Mohan Kankanhalli

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

A novel multiscale consensus-based optimization (CBO) algorithm for solving bi- and tri-level optimization problems is introduced. Existing CBO techniques are generalized by the proposed method through the employment of multiple interacting…

Optimization and Control · Mathematics 2025-06-23 Michael Herty , Yuyang Huang , Dante Kalise , Hicham Kouhkouh

High-dimensional Bayesian optimization (BO) tasks such as molecular design often require 10,000 function evaluations before obtaining meaningful results. While methods like sparse variational Gaussian processes (SVGPs) reduce computational…

Machine Learning · Computer Science 2025-06-11 Natalie Maus , Kyurae Kim , Geoff Pleiss , David Eriksson , John P. Cunningham , Jacob R. Gardner

Bayesian hyperparameter optimization relies heavily on Gaussian Process (GP) surrogates, due to robust distributional posteriors and strong performance on limited training samples. GPs however underperform in categorical hyperparameter…

Machine Learning · Computer Science 2025-09-23 Riccardo Doyle

This paper preliminarily investigates the duality between flow matching in generative models and particle swarm optimization (PSO) in evolutionary computation. Through theoretical analysis, we reveal the intrinsic connections between these…

Neural and Evolutionary Computing · Computer Science 2025-07-29 Kaichen Ouyang

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

Robotics · Computer Science 2020-02-20 Mouhyemen Khan , Abhijit Chatterjee

A series of modified cognitive-only particle swarm optimization (PSO) algorithms effectively mitigate premature convergence by constructing distinct vectors for different particles. However, the underutilization of these constructed vectors…

Neural and Evolutionary Computing · Computer Science 2025-04-22 Zhenxing Zhang , Tianxian Zhang , Xiangliang Xu

This paper presents a multi-swarm PSO algorithm for the Quadratic Assignment Problem (QAP) implemented on OpenCL platform. Our work was motivated by results of time efficiency tests performed for single-swarm algorithm implementation that…

Neural and Evolutionary Computing · Computer Science 2015-04-21 Piotr Szwed , Wojciech Chmiel

Identifying optimal designs for generalized linear models with a binary response can be a challenging task, especially when there are both continuous and discrete independent factors in the model. Theoretical results rarely exist for such…

Applications · Statistics 2016-02-09 Joshua Lukemire , Abhyuday Mandal , Weng Kee Wong

Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

The periodic Gaussian process (PGP) has been increasingly used to model periodic data due to its high accuracy. Yet, computing the likelihood of PGP has a high computational complexity of $\mathcal{O}\left(n^{3}\right)$ ($n$ is the data…

Methodology · Statistics 2023-02-10 Yongxiang Li , Yuting Pu , Changming Cheng , Qian Xiao

Physics-informed neural networks (PINN) have recently emerged as a promising application of deep learning in a wide range of engineering and scientific problems based on partial differential equation (PDE) models. However, evidence shows…

Machine Learning · Computer Science 2022-10-24 Caio Davi , Ulisses Braga-Neto

Selection of perefect parameters for low-pass filters can sometimes be an expensive problem with no analytical solution or differentiability of cost function. In this paper, we introduce a new PSO-inspired algorithm, that incorporates the…

Optimization and Control · Mathematics 2024-02-20 Dmytro Shchyrba , Izabela Paniczek

This paper presents a multi-objective version of the Cat Swarm Optimization Algorithm called the Grid-based Multi-objective Cat Swarm Optimization Algorithm (GMOCSO). Convergence and diversity preservation are the two main goals pursued by…

Neural and Evolutionary Computing · Computer Science 2025-02-28 Aram M. Ahmed , Bryar A. Hassan , Tarik A. Rashid , Kaniaw A. Noori , Soran Ab. M. Saeed , Omed H. Ahmed , Shahla U. Umar
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