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Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and…

Machine Learning · Statistics 2013-01-11 Alex Kulesza , Ben Taskar

Determinantal point processes (DPPs) are probability models over subsets of a ground set that favor diverse selections while suppressing redundancy. That is, they tend to assign higher likelihood to collections whose elements complement one…

Optimization and Control · Mathematics 2026-04-13 Mohamad H. Kazma , Ahmad F. Taha

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,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

In this work, we use Deep Gaussian Processes (DGPs) as statistical surrogates for stochastic processes with complex distributions. Conventional inferential methods for DGP models can suffer from high computational complexity as they require…

Machine Learning · Statistics 2023-05-02 Liang Ding , Rui Tuo , Shahin Shahrampour

Generative models have proven to be an outstanding tool for representing high-dimensional probability distributions and generating realistic-looking images. An essential characteristic of generative models is their ability to produce…

Machine Learning · Computer Science 2019-11-26 Mohamed Elfeki , Camille Couprie , Morgane Riviere , Mohamed Elhoseiny

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

Determinantal point processes (DPPs) are well known models for diverse subset selection problems, including recommendation tasks, document summarization and image search. In this paper, we discuss a greedy deterministic adaptation of k-DPP.…

Machine Learning · Computer Science 2021-05-31 Joachim Schreurs , Michaël Fanuel , Johan A. K. Suykens

Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…

Computation · Statistics 2026-05-12 Yiming Yang , Deyu Ming , Serge Guillas

Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over…

Machine Learning · Computer Science 2020-02-26 Chi-Ken Lu , Scott Cheng-Hsin Yang , Xiaoran Hao , Patrick Shafto

Determinantal point processes (DPPs) have attracted substantial attention as an elegant probabilistic model that captures the balance between quality and diversity within sets. DPPs are conventionally parameterized by a positive…

Machine Learning · Computer Science 2020-11-16 Mike Gartrell , Victor-Emmanuel Brunel , Elvis Dohmatob , Syrine Krichene

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Machine Learning · Statistics 2018-11-13 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Gaussian Process bandit optimization has emerged as a powerful tool for optimizing noisy black box functions. One example in machine learning is hyper-parameter optimization where each evaluation of the target function requires training a…

Machine Learning · Computer Science 2016-11-15 Tarun Kathuria , Amit Deshpande , Pushmeet Kohli

We define deep kernel processes in which positive definite Gram matrices are progressively transformed by nonlinear kernel functions and by sampling from (inverse) Wishart distributions. Remarkably, we find that deep Gaussian processes…

Machine Learning · Statistics 2021-06-01 Laurence Aitchison , Adam X. Yang , Sebastian W. Ober

Determinantal Point Processes (DPPs) provide an elegant and versatile way to sample sets of items that balance the point-wise quality with the set-wise diversity of selected items. For this reason, they have gained prominence in many…

Machine Learning · Statistics 2019-01-09 Zelda Mariet , Yaniv Ovadia , Jasper Snoek

We study a mini-batch diversification scheme for stochastic gradient descent (SGD). While classical SGD relies on uniformly sampling data points to form a mini-batch, we propose a non-uniform sampling scheme based on the Determinantal Point…

Machine Learning · Computer Science 2017-09-12 Cheng Zhang , Hedvig Kjellstrom , Stephan Mandt

Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures. Adopting a Bayesian nonparametric…

Statistics Theory · Mathematics 2025-02-04 Ismaël Castillo , Thibault Randrianarisoa

Modeling sequential data has become more and more important in practice. Some applications are autonomous driving, virtual sensors and weather forecasting. To model such systems so called recurrent models are used. In this article we…

Machine Learning · Statistics 2017-11-21 Roman Föll , Bernard Haasdonk , Markus Hanselmann , Holger Ulmer

Deep Gaussian processes (DGPs) can model complex marginal densities as well as complex mappings. Non-Gaussian marginals are essential for modelling real-world data, and can be generated from the DGP by incorporating uncorrelated variables…

Machine Learning · Statistics 2019-05-15 Hugh Salimbeni , Vincent Dutordoir , James Hensman , Marc Peter Deisenroth

Determinantal point processes (DPPs) have attracted significant attention in machine learning for their ability to model subsets drawn from a large item collection. Recent work shows that nonsymmetric DPP (NDPP) kernels have significant…

Machine Learning · Computer Science 2021-04-14 Mike Gartrell , Insu Han , Elvis Dohmatob , Jennifer Gillenwater , Victor-Emmanuel Brunel