Related papers: Scalable GAM using sparse variational Gaussian pro…
Generalized additive models (GAMs) provide a way to blend parametric and non-parametric (function approximation) techniques together, making them flexible tools suitable for many modeling problems. For instance, GAMs can be used to…
Sparse generalized additive models (GAMs) are an extension of sparse generalized linear models which allow a model's prediction to vary non-linearly with an input variable. This enables the data analyst build more accurate models,…
In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…
Sparse variational approximations allow for principled and scalable inference in Gaussian Process (GP) models. In settings where several GPs are part of the generative model, theses GPs are a posteriori coupled. For many applications such…
Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…
Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Among generalized additive models, additive Mat\'ern Gaussian Processes (GPs) are one of the most popular for scalable high-dimensional problems. Thanks to their additive structure and stochastic differential equation representation,…
Gaussian processes (GPs) are typically criticised for their unfavourable scaling in both computational and memory requirements. For large datasets, sparse GPs reduce these demands by conditioning on a small set of inducing variables…
The functional generalized additive model (FGAM) was recently proposed in McLean et al. (2013) as a more flexible alternative to the common functional linear model (FLM) for regressing a scalar on functional covariates. In this paper, we…
Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…
The generalized partially linear additive model (GPLAM) is a flexible and interpretable approach to building predictive models. It combines features in an additive manner, allowing each to have either a linear or nonlinear effect on the…
Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability.…
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…
There are proposals that extend the classical generalized additive models (GAMs) to accommodate high-dimensional data ($p>>n$) using group sparse regularization. However, the sparse regularization may induce excess shrinkage when estimating…
Gaussian Process (GP) models are often used as mathematical approximations of computationally expensive experiments. Provided that its kernel is suitably chosen and that enough data is available to obtain a reasonable fit of the simulator,…
Gaussian process (GP) models that combine both categorical and continuous input variables have found use in analysis of longitudinal data and computer experiments. However, standard inference for these models has the typical cubic scaling,…
Generalized additive models (GAMs) have become a leading modelclass for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally…
Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…
As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…