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A recent novel extension of multi-output Gaussian processes handles heterogeneous outputs assuming that each output has its own likelihood function. It uses a vector-valued Gaussian process prior to jointly model all likelihoods' parameters…

Machine Learning · Statistics 2020-07-15 Juan-José Giraldo , Mauricio A. Álvarez

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

Numerical simulation is powerful to study nonlinear solid mechanics problems. However, mesh-based or particle-based numerical methods suffer from the common shortcoming of being time-consuming, particularly for complex problems with…

Machine Learning · Statistics 2024-09-18 Ming-Jian Li , Yanping Lian , Zhanshan Cheng , Lehui Li , Zhidong Wang , Ruxin Gao , Daining Fang

Optimizing complex manufacturing processes often involves a trade-off between data accuracy and acquisition cost. High-fidelity data are accurate but limited, while low-fidelity data are abundant but often biased. Balancing these two…

This study provides an in-depth analysis of the model architecture and key technologies of generative artificial intelligence, combined with specific application cases, and uses conditional generative adversarial networks ( cGAN ) and time…

Computational Engineering, Finance, and Science · Computer Science 2024-04-05 Chang Che , Zengyi Huang , Chen Li , Haotian Zheng , Xinyu Tian

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Machine Learning · Statistics 2017-07-20 Tomoharu Iwata , Zoubin Ghahramani

In this paper we address a classification problem where two sources of labels with different levels of fidelity are available. Our approach is to combine data from both sources by applying a co-kriging schema on latent functions, which…

Machine Learning · Computer Science 2019-10-22 Nikita Klyuchnikov , Evgeny Burnaev

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin

Optimization of expensive computer models with the help of Gaussian process emulators in now commonplace. However, when several (competing) objectives are considered, choosing an appropriate sampling strategy remains an open question. We…

Optimization and Control · Mathematics 2013-10-03 Victor Picheny

In applications of Gaussian processes where quantification of uncertainty is a strict requirement, it is necessary to accurately characterize the posterior distribution over Gaussian process covariance parameters. Normally, this is done by…

Computation · Statistics 2016-04-01 Xiaoyu Xiong , Václav Šmídl , Maurizio Filippone

We propose a lower bound on the log marginal likelihood of Gaussian process regression models that can be computed without matrix factorisation of the full kernel matrix. We show that approximate maximum likelihood learning of model…

Machine Learning · Statistics 2021-02-17 Artem Artemev , David R. Burt , Mark van der Wilk

We develop a hierarchical Gaussian process model for forecasting and inference of functional time series data. Unlike existing methods, our approach is especially suited for sparsely or irregularly sampled curves and for curves sampled with…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

Gaussian processes are a widely embraced technique for regression and classification due to their good prediction accuracy, analytical tractability and built-in capabilities for uncertainty quantification. However, they suffer from the…

Optimization and Control · Mathematics 2024-02-07 Mickael Binois , Victor Picheny

In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regression with possibly misspecified correlation functions. The…

Statistics Theory · Mathematics 2022-07-20 Wenjia Wang , Bing-Yi Jing

Gaussian process tomography (GPT) is a method used for obtaining real-time tomographic reconstructions of the plasma emissivity profile in a tokamak, given some model for the underlying physical processes involved. GPT can also be used,…

Data Analysis, Statistics and Probability · Physics 2020-12-02 Francisco Matos , Jakob Svensson , Andrea Pavone , Tomas Odstrcil , Frank Jenko

We show how to take a regression function $\hat{f}$ that is appropriately ``multicalibrated'' and efficiently post-process it into an approximately error minimizing classifier satisfying a large variety of fairness constraints. The…

Machine Learning · Computer Science 2022-09-16 Ira Globus-Harris , Varun Gupta , Christopher Jung , Michael Kearns , Jamie Morgenstern , Aaron Roth

Gaussian processes are probabilistic models that are commonly used as functional priors in machine learning. Due to their probabilistic nature, they can be used to capture the prior information on the statistics of noise, smoothness of the…

Computation · Statistics 2024-02-02 Ahmad Farooq , Cristian A. Galvis-Florez , Simo Särkkä

Graph models are relevant in many fields, such as distributed computing, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into account, i.e. a varying number of…

Artificial Intelligence · Computer Science 2018-10-09 Benjamin Paaßen , Christina Göpfert , Barbara Hammer

In prediction problems, it is common to model the data-generating process and then use a model-based procedure, such as a Bayesian predictive distribution, to quantify uncertainty about the next observation. However, if the posited model is…

Methodology · Statistics 2021-07-06 Pei-Shien Wu , Ryan Martin

With the significant advancement in quantum computation in the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used…

Quantum Physics · Physics 2018-03-07 Siddhartha Das , George Siopsis , Christian Weedbrook