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One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

Machine Learning · Statistics 2020-03-04 Mark van der Wilk , Vincent Dutordoir , ST John , Artem Artemev , Vincent Adam , James Hensman

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

Machine Learning · Statistics 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti

Recent work has shown that the prior over functions induced by a deep Bayesian neural network (BNN) behaves as a Gaussian process (GP) as the width of all layers becomes large. However, many BNN applications are concerned with the BNN…

Machine Learning · Statistics 2020-11-30 Jiri Hron , Yasaman Bahri , Roman Novak , Jeffrey Pennington , Jascha Sohl-Dickstein

The generalized Gauss-Newton (GGN) approximation is often used to make practical Bayesian deep learning approaches scalable by replacing a second order derivative with a product of first order derivatives. In this paper we argue that the…

Machine Learning · Statistics 2021-02-26 Alexander Immer , Maciej Korzepa , Matthias Bauer

Analysis of geospatial data has traditionally been model-based, with a mean model, customarily specified as a linear regression on the covariates, and a covariance model, encoding the spatial dependence. We relax the strong assumption of…

Machine Learning · Statistics 2024-05-28 Wentao Zhan , Abhirup Datta

Recently, graph-based models designed for downstream tasks have significantly advanced research on graph neural networks (GNNs). GNN baselines based on neural message-passing mechanisms such as GCN and GAT perform worse as the network…

Machine Learning · Computer Science 2023-01-26 Jiayuan Chen , Xiang Zhang , Yinfei Xu , Tianli Zhao , Renjie Xie , Wei Xu

Variational approximations to Gaussian processes (GPs) typically use a small set of inducing points to form a low-rank approximation to the covariance matrix. In this work, we instead exploit a sparse approximation of the precision matrix.…

Machine Learning · Computer Science 2024-11-22 Luhuan Wu , Geoff Pleiss , John Cunningham

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

To reduce the curse of dimensionality for Gaussian processes (GP), they can be decomposed into a Gaussian Process Network (GPN) of coupled subprocesses with lower dimensionality. In some cases, intermediate observations are available within…

Machine Learning · Computer Science 2025-02-20 Saksham Kiroriwal , Julius Pfrommer , Jürgen Beyerer

Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…

Machine Learning · Statistics 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

This paper presents a Gaussian process (GP) model for estimating piecewise continuous regression functions. In scientific and engineering applications of regression analysis, the underlying regression functions are piecewise continuous in…

Methodology · Statistics 2021-04-15 Chiwoo Park

The stochastic partial differential equation approach to Gaussian processes (GPs) represents Mat\'ern GP priors in terms of $n$ finite element basis functions and Gaussian coefficients with sparse precision matrix. Such representations…

Computation · Statistics 2022-04-11 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

Gaussian Process Regression (GPR) is an important type of supervised machine learning model with inherent uncertainty measure in its predictions. We propose a new framework, nuGPR, to address the well-known challenge of high computation…

Machine Learning · Computer Science 2025-10-15 Ziqi Zhao , Vivek Sarin

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Inference for GP models with non-Gaussian noises is computationally expensive when dealing with large datasets. Many recent inference methods approximate the posterior distribution with a simpler distribution defined on a small number of…

Machine Learning · Computer Science 2018-09-11 Linfeng Liu , Liping Liu

Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Machine Learning · Statistics 2020-01-31 Gonzalo Rios

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić
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