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While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

All reinforcement learning algorithms must handle the trade-off between exploration and exploitation. Many state-of-the-art deep reinforcement learning methods use noise in the action selection, such as Gaussian noise in policy gradient…

Machine Learning · Computer Science 2018-04-05 Trevor Barron , Oliver Obst , Heni Ben Amor

We introduce Latent Gaussian Process Regression which is a latent variable extension allowing modelling of non-stationary multi-modal processes using GPs. The approach is built on extending the input space of a regression problem with a…

Machine Learning · Statistics 2017-09-19 Erik Bodin , Neill D. F. Campbell , Carl Henrik Ek

Model-based Reinforcement Learning (RL) is a popular learning paradigm due to its potential sample efficiency compared to model-free RL. However, existing empirical model-based RL approaches lack the ability to explore. This work studies a…

Machine Learning · Computer Science 2021-07-16 Yuda Song , Wen Sun

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

The Gaussian process state-space model (GPSSM) has attracted extensive attention for modeling complex nonlinear dynamical systems. However, the existing GPSSM employs separate Gaussian processes (GPs) for each latent state dimension,…

Machine Learning · Computer Science 2023-09-06 Zhidi Lin , Juan Maroñas , Ying Li , Feng Yin , Sergios Theodoridis

The potential benefits of model-free reinforcement learning to real robotics systems are limited by its uninformed exploration that leads to slow convergence, lack of data-efficiency, and unnecessary interactions with the environment. To…

Robotics · Computer Science 2020-11-04 Yuchen Wu , Melissa Mozifian , Florian Shkurti

Balancing exploration and exploitation is a fundamental part of reinforcement learning, yet most state-of-the-art algorithms use a naive exploration protocol like $\epsilon$-greedy. This contributes to the problem of high sample complexity,…

Machine Learning · Computer Science 2019-11-21 Tom Blau , Lionel Ott , Fabio Ramos

Active learning of Gaussian process (GP) surrogates has been useful for optimizing experimental designs for physical/computer simulation experiments, and for steering data acquisition schemes in machine learning. In this paper, we develop a…

Machine Learning · Computer Science 2025-09-10 Chiwoo Park , Robert Waelder , Bonggwon Kang , Benji Maruyama , Soondo Hong , Robert Gramacy

Learning-based model predictive control (MPC) can enhance control performance by correcting for model inaccuracies, enabling more precise state trajectory predictions than traditional MPC. A common approach is to model unknown residual…

Systems and Control · Electrical Eng. & Systems 2026-03-19 Lars Bartels , Amon Lahr , Andrea Carron , Melanie N. Zeilinger

Gaussian process state-space model (GPSSM) is a fully probabilistic state-space model that has attracted much attention over the past decade. However, the outputs of the transition function in the existing GPSSMs are assumed to be…

Machine Learning · Computer Science 2022-12-16 Zhidi Lin , Lei Cheng , Feng Yin , Lexi Xu , Shuguang Cui

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

We analyze the Bayesian regret of the Gaussian process posterior sampling reinforcement learning (GP-PSRL) algorithm. Posterior sampling is an effective heuristic for decision-making under uncertainty that has been used to develop…

Machine Learning · Statistics 2026-03-10 Hamish Flynn , Joe Watson , Ingmar Posner , Jan Peters

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

We propose a novel training objective for GPs constructed using lower-dimensional linear projections of the data, referred to as \emph{projected likelihood} (PL). We provide a closed-form expression for the information loss related to the…

Machine Learning · Computer Science 2026-01-28 Elsa Cazelles , Felipe Tobar

Reinforcement Learning (RL) requires a large amount of exploration especially in sparse-reward settings. Imitation Learning (IL) can learn from expert demonstrations without exploration, but it never exceeds the expert's performance and is…

Machine Learning · Computer Science 2021-07-27 Ryoya Ogishima , Izumi Karino , Yasuo Kuniyoshi

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Reinforcement learning is able to solve complex sequential decision-making tasks but is currently limited by sample efficiency and required computation. To improve sample efficiency, recent work focuses on model-based RL which interleaves…

Machine Learning · Computer Science 2023-06-19 Yi Zhao , Wenshuai Zhao , Rinu Boney , Juho Kannala , Joni Pajarinen

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig