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Many machine learning problems can be framed in the context of estimating functions, and often these are time-dependent functions that are estimated in real-time as observations arrive. Gaussian processes (GPs) are an attractive choice for…

Machine Learning · Statistics 2023-05-09 Michael Minyi Zhang , Bianca Dumitrascu , Sinead A. Williamson , Barbara E. Engelhardt

This paper proposes a novel method for learning highly nonlinear, multivariate functions from examples. Our method takes advantage of the property that continuous functions can be approximated by polynomials, which in turn are representable…

Machine Learning · Computer Science 2020-05-05 Sandor Szedmak , Anna Cichonska , Heli Julkunen , Tapio Pahikkala , Juho Rousu

Gaussian process regression has proven very powerful in statistics, machine learning and inverse problems. A crucial aspect of the success of this methodology, in a wide range of applications to complex and real-world problems, is…

Statistics Theory · Mathematics 2021-03-18 Yifan Chen , Houman Owhadi , Andrew M. Stuart

We propose a generative model for robust tensor factorization in the presence of both missing data and outliers. The objective is to explicitly infer the underlying low-CP-rank tensor capturing the global information and a sparse tensor…

Computer Vision and Pattern Recognition · Computer Science 2016-06-21 Qibin Zhao , Guoxu Zhou , Liqing Zhang , Andrzej Cichocki , Shun-ichi Amari

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP…

Machine Learning · Computer Science 2017-05-08 Ming Jin , Andreas Damianou , Pieter Abbeel , Costas Spanos

Tomographic imaging is useful for revealing the internal structure of a 3D sample. Classical reconstruction methods treat the object of interest as a vector to estimate its value. Such an approach, however, can be inefficient in analyzing…

Applications · Statistics 2022-04-06 Sanket R. Jantre , Zichao Wendy Di

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

Machine Learning · Computer Science 2021-02-25 Anh Tong , Toan Tran , Hung Bui , Jaesik Choi

This paper gives two theoretical results on estimating low-rank parameter matrices for linear models with multivariate responses. We first focus on robust parameter estimation of low-rank multi-task learning with heavy-tailed data and…

Statistics Theory · Mathematics 2023-05-24 Kangqiang Li , Yuxuan Wang

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Computation · Statistics 2026-05-29 Samanyu Arora , Christopher J. Geoga

Understanding the impact of data structure on the computational tractability of learning is a key challenge for the theory of neural networks. Many theoretical works do not explicitly model training data, or assume that inputs are drawn…

Machine Learning · Statistics 2022-05-23 Sebastian Goldt , Bruno Loureiro , Galen Reeves , Florent Krzakala , Marc Mézard , Lenka Zdeborová

Gaussian graphical regression is a powerful means that regresses the precision matrix of a Gaussian graphical model on covariates, permitting the numbers of the response variables and covariates to far exceed the sample size. Model fitting…

Methodology · Statistics 2022-05-24 Jingfei Zhang , Yi Li

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…

Machine Learning · Computer Science 2023-05-16 Jayadev Naram , Tanmay Kumar Sinha , Pawan Kumar

The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…

Machine Learning · Statistics 2026-03-03 Annabelle Michael Carrell , Albert Gong , Abhishek Shetty , Raaz Dwivedi , Lester Mackey

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

A neural network (NN) is a parameterised function that can be tuned via gradient descent to approximate a labelled collection of data with high precision. A Gaussian process (GP), on the other hand, is a probabilistic model that defines a…

Machine Learning · Computer Science 2018-07-05 Marta Garnelo , Jonathan Schwarz , Dan Rosenbaum , Fabio Viola , Danilo J. Rezende , S. M. Ali Eslami , Yee Whye Teh