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Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

Gaussian graphical models (GGM) have been widely used in many high-dimensional applications ranging from biological and financial data to recommender systems. Sparsity in GGM plays a central role both statistically and computationally.…

Machine Learning · Statistics 2014-06-12 Zhaoshi Meng , Brian Eriksson , Alfred O. Hero

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

Machine Learning · Statistics 2017-05-30 Zhenwen Dai , Mauricio A. Álvarez , Neil D. Lawrence

While the great capability of Transformers significantly boosts prediction accuracy, it could also yield overconfident predictions and require calibrated uncertainty estimation, which can be commonly tackled by Gaussian processes (GPs).…

Machine Learning · Computer Science 2024-05-29 Yingyi Chen , Qinghua Tao , Francesco Tonin , Johan A. K. Suykens

Multi-Output Gaussian Processes (MOGPs) provide a principled probabilistic framework for modelling correlated outputs but face scalability bottlenecks when applied to datasets with high-dimensional output spaces. To maintain tractability,…

Machine Learning · Computer Science 2026-05-29 Xiaoyu Jiang , Xinxing Shi , Sokratia Georgaka , Magnus Rattray , Mauricio A Álvarez

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

Machine Learning · Statistics 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Zero-Shot Learning (ZSL) models aim to classify object classes that are not seen during the training process. However, the problem of class imbalance is rarely discussed, despite its presence in several ZSL datasets. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2022-10-13 Changkun Ye , Nick Barnes , Lars Petersson , Russell Tsuchida

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

Machine Learning · Computer Science 2020-08-26 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

Methodology · Statistics 2023-11-16 Kevin Li , Simon Mak

We introduce a novel stochastic variational inference method for Gaussian process ($\mathcal{GP}$) regression, by deriving a posterior over a learnable set of coresets: i.e., over pseudo-input/output, weighted pairs. Unlike former free-form…

Machine Learning · Computer Science 2025-03-06 Mert Ketenci , Adler Perotte , Noémie Elhadad , Iñigo Urteaga

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth

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

In the scenario of real-time monitoring of hospital patients, high-quality inference of patients' health status using all information available from clinical covariates and lab tests is essential to enable successful medical interventions…

It is desirable to combine the expressive power of deep learning with Gaussian Process (GP) in one expressive Bayesian learning model. Deep kernel learning showed success in adopting a deep network for feature extraction followed by a GP…

Machine Learning · Computer Science 2021-10-26 Chi-Ken Lu , Patrick Shafto

Gaussian processes (GPs) are Bayesian nonparametric generative models that provide interpretability of hyperparameters, admit closed-form expressions for training and inference, and are able to accurately represent uncertainty. To model…

Machine Learning · Statistics 2018-03-21 Gonzalo Rios , Felipe Tobar

There has been a growing interest in using non-parametric regression methods like Gaussian Process (GP) regression for system identification. GP regression does traditionally have three important downsides: (1) it is computationally…

Machine Learning · Statistics 2017-08-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen