Related papers: Dimension Reduction via Gaussian Ridge Functions

These notes are about ridge functions. Recent years have witnessed a flurry of interest in these functions. Ridge functions appear in various fields and under various guises. They appear in fields as diverse as partial differential…

This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…

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…

Recently, 3D Gaussian Splatting (3D-GS) has prevailed in novel view synthesis, achieving high fidelity and efficiency. However, it often struggles to capture rich details and complete geometry. Our analysis reveals that the 3D-GS…

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

This paper introduces algorithms to select/design kernels in Gaussian process regression/kriging surrogate modeling techniques. We adopt the setting of kernel method solutions in ad hoc functional spaces, namely Reproducing Kernel Hilbert…

We develop a framework for generalized variational inference in infinite-dimensional function spaces and use it to construct a method termed Gaussian Wasserstein inference (GWI). GWI leverages the Wasserstein distance between Gaussian…

We consider the overfitting behavior of minimum norm interpolating solutions of Gaussian kernel ridge regression (i.e. kernel ridgeless regression), when the bandwidth or input dimension varies with the sample size. For fixed dimensions, we…

Bayesian inference was once a gold standard for learning with neural networks, providing accurate full predictive distributions and well calibrated uncertainty. However, scaling Bayesian inference techniques to deep neural networks is…

Sufficient dimension reduction reduces the dimensionality of data while preserving relevant regression information. In this article, we develop Minimum Average Deviance Estimation (MADE) methodology for sufficient dimension reduction. It…

Stochastic gradient descent (SGD) exhibits strong algorithmic regularization effects in practice, which has been hypothesized to play an important role in the generalization of modern machine learning approaches. In this work, we seek to…

Dimension reduction techniques typically seek an embedding of a high-dimensional point cloud into a low-dimensional Euclidean space which optimally preserves the geometry of the input data. Based on expert knowledge, one may instead wish to…

Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

We propose practical deep Gaussian process models on Riemannian manifolds, similar in spirit to residual neural networks. With manifold-to-manifold hidden layers and an arbitrary last layer, they can model manifold- and scalar-valued…

We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…

A new dimension reduction method based on Gaussian finite mixtures is proposed as an extension to sliced inverse regression (SIR). The model-based SIR (MSIR) approach allows the main limitation of SIR to be overcome, i.e., failure in the…

A novel derivative-free algorithm, optimization by moving ridge functions (OMoRF), for unconstrained and bound-constrained optimization is presented. This algorithm couples trust region methodologies with output-based dimension reduction to…

This paper proposes a novel scheme for reduced-rank Gaussian process regression. The method is based on an approximate series expansion of the covariance function in terms of an eigenfunction expansion of the Laplace operator in a compact…

We present effective algorithms for uniform approximation of multivariate functions satisfying some prescribed inner structure. We extend in several directions the analysis of recovery of ridge functions $f(x)=g(\langle a,x\rangle)$ as…

An analysis of high-dimensional data can offer a detailed description of a system but is often challenged by the curse of dimensionality. General dimensionality reduction techniques can alleviate such difficulty by extracting a few…