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Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Gaussian Processes (GPs) provide powerful probabilistic frameworks for interpolation, forecasting, and smoothing, but have been hampered by computational scaling issues. Here we investigate data sampled on one dimension (e.g., a scalar or…

Machine Learning · Statistics 2022-08-04 Jackson Loper , David Blei , John P. Cunningham , Liam Paninski

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Machine Learning · Computer Science 2023-04-07 Zhid Lin , Feng Yin , Juan Maroñas

We introduce a new class of nonstationary kernels, which we derive as covariance functions of a novel family of stochastic processes we refer to as string Gaussian processes (string GPs). We construct string GPs to allow for multiple types…

Machine Learning · Statistics 2015-06-09 Yves-Laurent Kom Samo , Stephen Roberts

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham

Recent advances in graph neural networks (GNNs) have enabled more comprehensive modeling of molecules and molecular systems, thereby enhancing the precision of molecular property prediction and molecular simulations. Nonetheless, as the…

Machine Learning · Computer Science 2023-10-31 Filip Ekström Kelvinius , Dimitar Georgiev , Artur Petrov Toshev , Johannes Gasteiger

Recent years have witnessed great success in handling graph-related tasks with Graph Neural Networks (GNNs). Despite their great academic success, Multi-Layer Perceptrons (MLPs) remain the primary workhorse for practical industrial…

Machine Learning · Computer Science 2024-03-07 Lirong Wu , Haitao Lin , Zhangyang Gao , Guojiang Zhao , Stan Z. Li

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

Optimization and Control · Mathematics 2024-01-25 P. Saves , Y. Diouane , N. Bartoli , T. Lefebvre , J. Morlier

Automatic forecasting is the task of receiving a time series and returning a forecast for the next time steps without any human intervention. Gaussian Processes (GPs) are a powerful tool for modeling time series, but so far there are no…

Machine Learning · Statistics 2023-04-27 Giorgio Corani , Alessio Benavoli , Marco Zaffalon

Knowledge distillation (KD) is widely used for compressing a teacher model to reduce its inference cost and memory footprint, by training a smaller student model. However, current KD methods for auto-regressive sequence models suffer from…

Machine Learning · Computer Science 2024-01-18 Rishabh Agarwal , Nino Vieillard , Yongchao Zhou , Piotr Stanczyk , Sabela Ramos , Matthieu Geist , Olivier Bachem

Algorithmic efficiency techniques such as distillation (\cite{hinton2015distillation}) are useful in improving model quality without increasing serving costs, provided a larger teacher model is available for a smaller student model to learn…

Machine Learning · Computer Science 2025-10-09 Khoa Trinh , Gaurav Menghani , Erik Vee

Distilling state-of-the-art transformer models into lightweight student models is an effective way to reduce computation cost at inference time. The student models are typically compact transformers with fewer parameters, while expensive…

Computation and Language · Computer Science 2022-07-26 Qinyuan Ye , Madian Khabsa , Mike Lewis , Sinong Wang , Xiang Ren , Aaron Jaech

Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…

Methodology · Statistics 2024-01-11 Till Hoffmann , Jukka-Pekka Onnela

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

Knowledge distillation is a technique used to train a small student network using the output generated by a large teacher network, and has many empirical advantages~\citep{Hinton2015DistillingTK}. While the standard one-shot approach to…

Machine Learning · Computer Science 2025-03-25 Shivam Gupta , Sushrut Karmalkar

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Machine Learning · Statistics 2022-02-25 Hugh Dance , Brooks Paige

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

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

Machine Learning · Statistics 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone
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