English
Related papers

Related papers: On Random Subsampling of Gaussian Process Regressi…

200 papers

The goal in thinning is to summarize a dataset using a small set of representative points. Remarkably, sub-Gaussian thinning algorithms like Kernel Halving and Compress can match the quality of uniform subsampling while substantially…

Machine Learning · Statistics 2026-03-03 Annabelle Michael Carrell , Albert Gong , Abhishek Shetty , Raaz Dwivedi , Lester Mackey

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Ryan Prescott Adams

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

Machine Learning · Statistics 2014-06-10 Rajarshi Guhaniyogi , David B. Dunson

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Gaussian processes (GPs) are an attractive class of machine learning models because of their simplicity and flexibility as building blocks of more complex Bayesian models. Meanwhile, graph neural networks (GNNs) emerged recently as a…

Machine Learning · Computer Science 2023-02-14 Zehao Niu , Mihai Anitescu , Jie Chen

This paper presents an efficient variational inference framework for deriving a family of structured gaussian process regression network (SGPRN) models. The key idea is to incorporate auxiliary inducing variables in latent functions and…

Machine Learning · Computer Science 2021-11-19 Rui Meng , Herbie Lee , Kristofer Bouchard

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

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

The main challenges that arise when adopting Gaussian Process priors in probabilistic modeling are how to carry out exact Bayesian inference and how to account for uncertainty on model parameters when making model-based predictions on…

Machine Learning · Statistics 2014-04-08 Maurizio Filippone , Mark Girolami

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

Machine Learning · Computer Science 2021-12-16 Yuya Yoshikawa , Tomoharu Iwata

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

We propose Gaussian processes for signals over graphs (GPG) using the apriori knowledge that the target vectors lie over a graph. We incorporate this information using a graph- Laplacian based regularization which enforces the target…

Machine Learning · Statistics 2018-03-21 Arun Venkitaraman , Saikat Chatterjee , Peter Händel

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

This paper develops a new direct approach to approximating suprema of general empirical processes by a sequence of suprema of Gaussian processes, without taking the route of approximating whole empirical processes in the sup-norm. We prove…

Probability · Mathematics 2014-08-19 Victor Chernozhukov , Denis Chetverikov , Kengo Kato