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The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

Autonomous learning has been a promising direction in control and robotics for more than a decade since data-driven learning allows to reduce the amount of engineering knowledge, which is otherwise required. However, autonomous…

Machine Learning · Statistics 2017-10-12 Marc Peter Deisenroth , Dieter Fox , Carl Edward Rasmussen

Automatic machine learning of empirical models from experimental data has recently become possible as a result of increased availability of computational power and dedicated algorithms. Despite the successes of non-parametric inference and…

Statistical Mechanics · Physics 2024-06-04 Yunfei Huang , Youssef Mabrouk , Gerhard Gompper , Benedikt Sabass

In this letter, we present a novel Gaussian Process Learning-based Probabilistic Optimal Power Flow (GP-POPF) for solving POPF under renewable and load uncertainties of arbitrary distribution. The proposed method relies on a non-parametric…

Systems and Control · Electrical Eng. & Systems 2020-04-17 Parikshit Pareek , Hung D. Nguyen

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

Uncertainty control and scalability to large datasets are the two main issues for the deployment of Gaussian process (GP) models within the autonomous machine learning-based prediction pipelines in material science and chemistry. One way to…

Chemical Physics · Physics 2024-02-21 Mikhail Tsitsvero , Mingoo Jin , Andrey Lyalin

This paper proposes a physically consistent Gaussian Process (GP) enabling the identification of uncertain Lagrangian systems. The function space is tailored according to the energy components of the Lagrangian and the differential equation…

Machine Learning · Computer Science 2023-02-06 Giulio Evangelisti , Sandra Hirche

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Propagating input uncertainty through non-linear Gaussian process (GP) mappings is intractable. This hinders the task of training GPs using uncertain and partially observed inputs. In this paper we refer to this task as "semi-described…

Machine Learning · Statistics 2015-09-04 Andreas Damianou , Neil D. Lawrence

The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs…

Robotics · Computer Science 2022-03-01 Abdolreza Taheri , Joni Pajarinen , Reza Ghabcheloo

Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…

Machine Learning · Computer Science 2022-07-22 Da Long , Zheng Wang , Aditi Krishnapriyan , Robert Kirby , Shandian Zhe , Michael Mahoney

Labeled data can be expensive to acquire in several application domains, including medical imaging, robotics, and computer vision. To efficiently train machine learning models under such high labeling costs, active learning (AL) judiciously…

Machine Learning · Computer Science 2022-06-13 Konstantinos D. Polyzos , Qin Lu , Georgios B. Giannakis

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

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

Physical systems can often be described via a continuous-time dynamical system. In practice, the true system is often unknown and has to be learned from measurement data. Since data is typically collected in discrete time, e.g. by sensors,…

Machine Learning · Computer Science 2024-01-31 Katharina Ensinger , Nicholas Tagliapietra , Sebastian Ziesche , Sebastian Trimpe

Multi-output regression problems are commonly encountered in science and engineering. In particular, multi-output Gaussian processes have been emerged as a promising tool for modeling these complex systems since they can exploit the…

Machine Learning · Computer Science 2022-03-29 Cen-You Li , Barbara Rakitsch , Christoph Zimmer

Bayesian learning using Gaussian processes provides a foundational framework for making decisions in a manner that balances what is known with what could be learned by gathering data. In this dissertation, we develop techniques for…

Machine Learning · Statistics 2022-04-29 Alexander Terenin

A long-standing problem at the interface of artificial intelligence and applied mathematics is to devise an algorithm capable of achieving human level or even superhuman proficiency in transforming observed data into predictive mathematical…

Machine Learning · Statistics 2018-01-23 Maziar Raissi

Out-of-distribution (OOD) generalization has long been a challenging problem that remains largely unsolved. Gaussian processes (GP), as popular probabilistic model classes, especially in the small data regime, presume strong OOD…

Machine Learning · Computer Science 2023-12-19 Xilong Zhao , Siyuan Bian , Yaoyun Zhang , Yuliang Zhang , Qinying Gu , Xinbing Wang , Chenghu Zhou , Nanyang Ye