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A large collection of time series poses significant challenges for classical and neural forecasting approaches. Classical time series models fail to fit data well and to scale to large problems, but succeed at providing uncertainty…

Machine Learning · Statistics 2018-12-04 Danielle C. Maddix , Yuyang Wang , Alex Smola

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

Machine Learning · Computer Science 2020-02-28 Jilin Hu , Jianbing Shen , Bin Yang , Ling Shao

A recent line of works studied wide deep neural networks (DNNs) by approximating them as Gaussian Processes (GPs). A DNN trained with gradient flow was shown to map to a GP governed by the Neural Tangent Kernel (NTK), whereas earlier works…

Machine Learning · Statistics 2021-12-15 Gadi Naveh , Oded Ben-David , Haim Sompolinsky , Zohar Ringel

Currently, it is hard to reap the benefits of deep learning for Bayesian methods, which allow the explicit specification of prior knowledge and accurately capture model uncertainty. We present Prior-Data Fitted Networks (PFNs). PFNs…

Machine Learning · Computer Science 2024-08-14 Samuel Müller , Noah Hollmann , Sebastian Pineda Arango , Josif Grabocka , Frank Hutter

Bayesian methods have shown success in deep learning applications. For example, in predictive tasks, Bayesian neural networks leverage Bayesian reasoning of model uncertainty to improve the reliability and uncertainty awareness of deep…

Machine Learning · Computer Science 2025-10-21 Wenlong Chen , Bolian Li , Ruqi Zhang , Yingzhen Li

Deep Gaussian processes (DGP) have appealing Bayesian properties, can handle variable-sized data, and learn deep features. Their limitation is that they do not scale well with the size of the data. Existing approaches address this using a…

Machine Learning · Computer Science 2019-05-20 Issam H. Laradji , Mark Schmidt , Vladimir Pavlovic , Minyoung Kim

Probabilistic inference algorithms such as Sequential Monte Carlo (SMC) provide powerful tools for constraining procedural models in computer graphics, but they require many samples to produce desirable results. In this paper, we show how…

Graphics · Computer Science 2016-10-17 Daniel Ritchie , Anna Thomas , Pat Hanrahan , Noah D. Goodman

Bayesian Neural Networks (BNNs) offer a principled and natural framework for proper uncertainty quantification in the context of deep learning. They address the typical challenges associated with conventional deep learning methods, such as…

Computation · Statistics 2024-11-13 Zahra Moslemi , Yang Meng , Shiwei Lan , Babak Shahbaba

We introduce a class of neural networks derived from probabilistic models in the form of Bayesian networks. By imposing additional assumptions about the nature of the probabilistic models represented in the networks, we derive neural…

Disordered Systems and Neural Networks · Physics 2010-04-30 Michael J. Barber , John W. Clark

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

The graphics processing unit (GPU) has emerged as a powerful and cost effective processor for general performance computing. GPUs are capable of an order of magnitude more floating-point operations per second as compared to modern central…

Computation · Statistics 2012-07-24 Mark Franey , Pritam Ranjan , Hugh Chipman

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Neural processes (NPs) constitute a family of variational approximate models for stochastic processes with promising properties in computational efficiency and uncertainty quantification. These processes use neural networks with latent…

Machine Learning · Computer Science 2020-11-03 Qi Wang , Herke van Hoof

Functions are rich in meaning and can be interpreted in a variety of ways. Neural networks were proven to be capable of approximating a large class of functions[1]. In this paper, we propose a new class of neural networks called "Neural…

Machine Learning · Computer Science 2020-01-16 Firat Tuna

Geostatistics is a branch of statistics concerned with stochastic processes over continuous domains, with Gaussian processes (GPs) providing a flexible and principled modelling framework. However, the high computational cost of simulating…

Computation · Statistics 2026-03-20 Flávio B. Gonçalves , Marcos O. Prates , Gareth O. Roberts

Deep neural network models owe their representational power to the high number of learnable parameters. It is often infeasible to run these largely parametrized deep models in limited resource environments, like mobile phones. Network…

Computer Vision and Pattern Recognition · Computer Science 2018-07-27 Ufuk Can Biçici , Cem Keskin , Lale Akarun

Mixtures of experts have become an indispensable tool for flexible modelling in a supervised learning context, allowing not only the mean function but the entire density of the output to change with the inputs. Sparse Gaussian processes…

Machine Learning · Computer Science 2024-01-23 Clement Etienam , Kody Law , Sara Wade , Vitaly Zankin