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Multi-output Gaussian process (MGP) has been attracting increasing attention as a transfer learning method to model multiple outputs. Despite its high flexibility and generality, MGP still faces two critical challenges when applied to…

Machine Learning · Statistics 2024-09-05 Wang Xinming , Wang Chao , Song Xuan , Kirby Levi , Wu Jianguo

The multi-output Gaussian process ($\mathcal{MGP}$) is based on the assumption that outputs share commonalities, however, if this assumption does not hold negative transfer will lead to decreased performance relative to learning outputs…

Machine Learning · Statistics 2023-07-04 Moyan Li , Raed Kontar

Multi-output Gaussian process (MGP) is commonly used as a transfer learning method to leverage information among multiple outputs. A key advantage of MGP is providing uncertainty quantification for prediction, which is highly important for…

Machine Learning · Statistics 2024-09-06 Wang Xinming , Li Yongxiang , Yue Xiaowei , Wu Jianguo

Multi-output Gaussian process (MGP) models have attracted significant attention for their flexibility and uncertainty-quantification capabilities, and have been widely adopted in multi-source transfer learning scenarios due to their ability…

Machine Learning · Computer Science 2025-12-12 Duo Wang , Xinming Wang , Chao Wang , Xiaowei Yue , Jianguo Wu

Cooperative driving relies on communication among vehicles to create situational awareness. One application of cooperative driving is Cooperative Adaptive Cruise Control (CACC) that aims at enhancing highway transportation safety and…

Robotics · Computer Science 2021-12-15 Sahand Mosharafian , Mahdi Razzaghpour , Yaser P. Fallah , Javad Mohammadpour Velni

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Research on Poisson regression analysis for dependent data has been developed rapidly in the last decade. One of difficult problems in a multivariate case is how to construct a cross-correlation structure and at the meantime make sure that…

Methodology · Statistics 2017-10-05 A'yunin Sofro , Jian Qing Shi , Chunzheng Cao

Gaussian process (GP) regression has been widely used in supervised machine learning due to its flexibility and inherent ability to describe uncertainty in function estimation. In the context of control, it is seeing increasing use for…

Systems and Control · Computer Science 2020-01-01 Lukas Hewing , Juraj Kabzan , Melanie N. Zeilinger

A key challenge with controlling complex dynamical systems is to accurately model them. However, this requirement is very hard to satisfy in practice. Data-driven approaches such as Gaussian processes (GPs) have proved quite effective by…

Robotics · Computer Science 2022-03-08 Mouhyemen Khan , Akash Patel , Abhijit Chatterjee

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

Computation · Statistics 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

We present a framework for transfer learning based on modular variational Gaussian processes (GP). We develop a module-based method that having a dictionary of well fitted GPs, one could build ensemble GP models without revisiting any data.…

Machine Learning · Statistics 2021-10-27 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen

A multi-output Gaussian process (GP) is introduced as a model for the joint posterior distribution of the local predictive ability of set of models and/or experts, conditional on a vector of covariates, from historical predictions in the…

Methodology · Statistics 2024-10-08 Oscar Oelrich , Mattias Villani

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

Multi-output Gaussian Processes provide principled uncertainty-aware learning of vector-valued fields but are difficult to deploy in large-scale, distributed, and streaming settings due to their computational and centralized nature. This…

Machine Learning · Computer Science 2026-04-14 Yogesh Prasanna Kumar Rao , Tamas Keviczky , Raj Thilak Rajan

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Machine Learning · Statistics 2025-11-26 Jonas Latz , Aretha L. Teckentrup , Simon Urbainczyk

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon
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