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Much recent work in bioinformatics has focused on the inference of various types of biological networks, representing gene regulation, metabolic processes, protein-protein interactions, etc. A common setting involves inferring network edges…
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,…
Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…
We show that Gaussian process regression (GPR) allows representing multivariate functions with low-dimensional terms via kernel design. When using a kernel built with HDMR (High-dimensional model representation), one obtains a similar type…
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…
Learning the kernel parameters for Gaussian processes is often the computational bottleneck in applications such as online learning, Bayesian optimization, or active learning. Amortizing parameter inference over different datasets is a…
Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive…
Gaussian process regression is widely used because of its ability to provide well-calibrated uncertainty estimates and handle small or sparse datasets. However, it struggles with high-dimensional data. One possible way to scale this…
Gaussian processes are machine learning models capable of learning unknown functions in a way that represents uncertainty, thereby facilitating construction of optimal decision-making systems. Motivated by a desire to deploy Gaussian…
Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…
Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…
Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…
Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…
Semi-implicit variational inference (SIVI) enhances the expressiveness of variational families through hierarchical semi-implicit distributions, but the intractability of their densities makes standard ELBO-based optimization biased. Recent…
We present a principled study on defining Gaussian processes (GPs) with inputs on the product of directional manifolds. A circular kernel is first presented according to the von Mises distribution. Based thereon, the hypertoroidal von Mises…
Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…
Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly…
We present a scalable Gaussian Process (GP) method called DSoftKI that can fit and predict full derivative observations. It extends SoftKI, a method that approximates a kernel via softmax interpolation, to the setting with derivatives.…
Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…
Gaussian processes are flexible function approximators, with inductive biases controlled by a covariance kernel. Learning the kernel is the key to representation learning and strong predictive performance. In this paper, we develop…