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Probabilistic neural networks are typically modeled with independent weight priors, which do not capture weight correlations in the prior and do not provide a parsimonious interface to express properties in function space. A desirable class…

Machine Learning · Statistics 2020-02-12 Theofanis Karaletsos , Thang D. Bui

This work incorporates the multi-modality of the data distribution into a Gaussian Process regression model. We approach the problem from a discriminative perspective by learning, jointly over the training data, the target space variance in…

Machine Learning · Computer Science 2018-03-20 Silvia L. Pintea , Jan C. van Gemert , Arnold W. M. Smeulders

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2022-02-22 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

We provide guarantees for approximate Gaussian Process (GP) regression resulting from two common low-rank kernel approximations: based on random Fourier features, and based on truncating the kernel's Mercer expansion. In particular, we…

Machine Learning · Statistics 2021-12-16 Constantinos Daskalakis , Petros Dellaportas , Aristeidis Panos

Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…

Machine Learning · Statistics 2026-04-30 Albert Saiapin , Kim Batselier

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

Bayesian field theory denotes a nonparametric Bayesian approach for learning functions from observational data. Based on the principles of Bayesian statistics, a particular Bayesian field theory is defined by combining two models: a…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

A method to perform unfolding with Gaussian processes (GPs) is presented. Using Bayesian regression, we define an estimator for the underlying truth distribution as the mode of the posterior. We show that in the case where the bin contents…

Data Analysis, Statistics and Probability · Physics 2018-11-07 Adam Bozson , Glen Cowan , Francesco Spanò

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

In recent years, transfer learning has garnered significant attention. Its ability to leverage knowledge from related studies to improve generalization performance in a target study has made it highly appealing. This paper focuses on…

Machine Learning · Statistics 2025-10-30 Chao Wang , Caixing Wang , Xin He , Xingdong Feng

Kernel based methods have shown effective performance in many remote sensing classification tasks. However their performance significantly depend on its hyper-parameters. The conventional technique to estimate the parameter comes with high…

Machine Learning · Statistics 2018-04-17 Bharath Bhushan Damodaran

The Gaussian kernel is a very popular kernel function used in many machine learning algorithms, especially in support vector machines (SVMs). It is more often used than polynomial kernels when learning from nonlinear datasets, and is…

Machine Learning · Computer Science 2020-05-27 Arit Kumar Bishwas , Ashish Mani , Vasile Palade

In this paper we investigate a link between state- space models and Gaussian Processes (GP) for time series modeling and forecasting. In particular, several widely used state- space models are transformed into continuous time form and…

Machine Learning · Statistics 2016-10-27 Alexander Grigorievskiy , Juha Karhunen

This paper conducts a comprehensive study of the learning curves of kernel ridge regression (KRR) under minimal assumptions. Our contributions are three-fold: 1) we analyze the role of key properties of the kernel, such as its spectral…

Machine Learning · Computer Science 2024-10-24 Tin Sum Cheng , Aurelien Lucchi , Anastasis Kratsios , David Belius

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

Kernels representing limiting cases of neural network architectures have recently gained popularity. However, the application and performance of these new kernels compared to existing options, such as the Matern kernel, is not well studied.…

Machine Learning · Statistics 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider

The analytic inference, e.g. predictive distribution being in closed form, may be an appealing benefit for machine learning practitioners when they treat wide neural networks as Gaussian process in Bayesian setting. The realistic widths,…

Disordered Systems and Neural Networks · Physics 2023-08-01 Chi-Ken Lu

Monge-Kantorovich distances, otherwise known as Wasserstein distances, have received a growing attention in statistics and machine learning as a powerful discrepancy measure for probability distributions. In this paper, we focus on…

Machine Learning · Statistics 2018-01-30 François Bachoc , Fabrice Gamboa , Jean-Michel Loubes , Nil Venet

We propose a principled way to define Gaussian process priors on various sets of unweighted graphs: directed or undirected, with or without loops. We endow each of these sets with a geometric structure, inducing the notions of closeness and…

Machine Learning · Statistics 2023-02-28 Viacheslav Borovitskiy , Mohammad Reza Karimi , Vignesh Ram Somnath , Andreas Krause

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi