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This paper is concerned with the problem of how to speed up computation for Gaussian process models trained on autocorrelated data. The Gaussian process model is a powerful tool commonly used in nonlinear regression applications. Standard…

Machine Learning · Computer Science 2025-12-03 Ahmadreza Chokhachian , Matthias Katzfuss , Yu Ding

By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data. Ensemble…

Machine Learning · Computer Science 2024-01-09 Hamed Jalali , Gjergji Kasneci

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Machine Learning · Computer Science 2019-04-19 Ángel F. García-Fernández , Filip Tronarp , Simo Särkkä

Instance-dependent label noise is realistic but rather challenging, where the label-corruption process depends on instances directly. It causes a severe distribution shift between the distributions of training and test data, which impairs…

Machine Learning · Computer Science 2022-10-12 Manyi Zhang , Yuxin Ren , Zihao Wang , Chun Yuan

We introduce fully scalable Gaussian processes, an implementation scheme that tackles the problem of treating a high number of training instances together with high dimensional input data. Our key idea is a representation trick over the…

Machine Learning · Statistics 2018-07-16 Aristeidis Panos , Petros Dellaportas , Michalis K. Titsias

Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

Reliable uncertainty estimates are crucial in modern machine learning. Deep Gaussian Processes (DGPs) and Deep Sigma Point Processes (DSPPs) extend GPs hierarchically, offering promising methods for uncertainty quantification grounded in…

Machine Learning · Statistics 2025-04-25 Matthijs van der Lende , Jeremias Lino Ferrao , Niclas Müller-Hof

In Bayesian Deep Learning, distributions over the output of classification neural networks are often approximated by first constructing a Gaussian distribution over the weights, then sampling from it to receive a distribution over the…

Machine Learning · Computer Science 2022-06-01 Marius Hobbhahn , Agustinus Kristiadi , Philipp Hennig

Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the…

Machine Learning · Statistics 2013-10-18 Amir F. Atiya , Hatem A. Fayed , Ahmed H. Abdel-Gawad

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

Classification of high dimensional data finds wide-ranging applications. In many of these applications equipping the resulting classification with a measure of uncertainty may be as important as the classification itself. In this paper we…

Machine Learning · Computer Science 2018-02-12 Andrea L. Bertozzi , Xiyang Luo , Andrew M. Stuart , Konstantinos C. Zygalakis

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

Prediction sets capture uncertainty by predicting sets of labels rather than individual labels, enabling downstream decisions to conservatively account for all plausible outcomes. Conformal inference algorithms construct prediction sets…

Machine Learning · Statistics 2023-10-20 Wenwen Si , Sangdon Park , Insup Lee , Edgar Dobriban , Osbert Bastani

Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

Gaussian process classification is a popular method with a number of appealing properties. We show how to scale the model within a variational inducing point framework, outperforming the state of the art on benchmark datasets. Importantly,…

Machine Learning · Statistics 2014-11-10 James Hensman , Alex Matthews , Zoubin Ghahramani

The requirement-driven performance evaluation of a black-box cyber-physical system (CPS) that utilizes machine learning methods has proven to be an effective way to assess the quality of the CPS. However, the distributional evaluation of…

Systems and Control · Electrical Eng. & Systems 2024-09-02 Ryohei Oura , Yuji Ito

Technological and computational advances continuously drive forward the broad field of deep learning. In recent years, the derivation of quantities describing theuncertainty in the prediction - which naturally accompanies the modeling…

Machine Learning · Computer Science 2022-05-31 Christoph Koller , Göran Kauermann , Xiao Xiang Zhu

In this work, we improve the accuracy of several known algorithms to address the classification of large datasets when few labels are available. Our framework lies in the realm of graph-based semi-supervised learning. With novel…

Machine Learning · Computer Science 2024-07-02 Farid Bozorgnia

Learning using privileged information is an attractive problem setting that helps many learning scenarios in the real world. A state-of-the-art method of Gaussian process classification (GPC) with privileged information is GPC+, which…

Machine Learning · Statistics 2018-02-13 Ryosuke Kamesawa , Issei Sato , Masashi Sugiyama

This paper argues that there has not been enough discussion in the field of applications of Gaussian Process for the fast moving consumer goods industry. Yet, this technique can be important as it e.g., can provide automatic feature…

Applications · Statistics 2017-09-19 Rodrigo Rivera , Evgeny Burnaev