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We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Machine Learning · Statistics 2022-05-19 Marcus M. Noack , Harinarayan Krishnan , Mark D. Risser , Kristofer G. Reyes

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Machine Learning · Statistics 2018-11-06 Congzheng Song , Yiming Sun

The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation…

Machine Learning · Statistics 2023-05-26 Adam X. Yang , Maxime Robeyns , Edward Milsom , Ben Anson , Nandi Schoots , Laurence Aitchison

Gaussian processes (GPs) are powerful probabilistic models that define flexible priors over functions, offering strong interpretability and uncertainty quantification. However, GP models often rely on simple, stationary kernels which can…

Machine Learning · Computer Science 2025-05-20 Nima Negarandeh , Carlos Mora , Ramin Bostanabad

Kernel models of potential energy surfaces (PES) for polyatomic molecules are often restricted by a specific choice of the kernel function. This can be avoided by optimizing the complexity of the kernel function. For regression problems…

Chemical Physics · Physics 2023-05-02 Jun Dai , Roman V. Krems

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

Machine Learning · Statistics 2021-11-02 Tomoharu Iwata

The wide adoption of Convolutional Neural Networks (CNNs) in applications where decision-making under uncertainty is fundamental, has brought a great deal of attention to the ability of these models to accurately quantify the uncertainty in…

Machine Learning · Statistics 2018-05-29 Gia-Lac Tran , Edwin V. Bonilla , John P. Cunningham , Pietro Michiardi , Maurizio Filippone

Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…

Machine Learning · Computer Science 2024-08-16 Changze Huang , Di Wang

A neural network (NN) is a parameterised function that can be tuned via gradient descent to approximate a labelled collection of data with high precision. A Gaussian process (GP), on the other hand, is a probabilistic model that defines a…

Machine Learning · Computer Science 2018-07-05 Marta Garnelo , Jonathan Schwarz , Dan Rosenbaum , Fabio Viola , Danilo J. Rezende , S. M. Ali Eslami , Yee Whye Teh

We propose a representation of Gaussian processes (GPs) based on powers of the integral operator defined by a kernel function, we call these stochastic processes integral Gaussian processes (IGPs). Sample paths from IGPs are functions…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Sayan Mukherjee

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Capsule Networks attempt to represent patterns in images in a way that preserves hierarchical spatial relationships. Additionally, research has demonstrated that these techniques may be robust against adversarial perturbations. We present…

Machine Learning · Statistics 2019-06-10 Taylor Killian , Justin Goodwin , Olivia Brown , Sung-Hyun Son

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

Machine Learning · Computer Science 2020-02-28 Jilin Hu , Jianbing Shen , Bin Yang , Ling Shao

Bayesian model updating based on Gaussian Process (GP) models has received attention in recent years, which incorporates kernel-based GPs to provide enhanced fidelity response predictions. Although most kernel functions provide high fitting…

We consider learning on graphs, guided by kernels that encode similarity between vertices. Our focus is on random walk kernels, the analogues of squared exponential kernels in Euclidean spaces. We show that on large, locally treelike,…

Machine Learning · Statistics 2013-10-01 Matthew Urry , Peter Sollich

We show that the output of a (residual) convolutional neural network (CNN) with an appropriate prior over the weights and biases is a Gaussian process (GP) in the limit of infinitely many convolutional filters, extending similar results for…

Machine Learning · Statistics 2019-05-07 Adrià Garriga-Alonso , Carl Edward Rasmussen , Laurence Aitchison