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Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen

Gaussian processes are a key component of many flexible statistical and machine learning models. However, they exhibit cubic computational complexity and high memory constraints due to the need of inverting and storing a full covariance…

Machine Learning · Statistics 2025-10-07 Teemu Härkönen , Sara Wade , Kody Law , Lassi Roininen

While Gaussian processes (GPs) are the method of choice for regression tasks, they also come with practical difficulties, as inference cost scales cubic in time and quadratic in memory. In this paper, we introduce a natural and expressive…

Machine Learning · Computer Science 2018-09-13 Martin Trapp , Robert Peharz , Carl E. Rasmussen , Franz Pernkopf

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

Machine Learning · Statistics 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

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

Mixtures of experts probabilistically divide the input space into regions, where the assumptions of each expert, or conditional model, need only hold locally. Combined with Gaussian process (GP) experts, this results in a powerful and…

Machine Learning · Statistics 2019-05-31 Charles W. L. Gadd , Sara Wade , Alexis Boukouvalas

We propose a practical and scalable Gaussian process model for large-scale nonlinear probabilistic regression. Our mixture-of-experts model is conceptually simple and hierarchically recombines computations for an overall approximation of a…

Machine Learning · Statistics 2014-12-10 Jun Wei Ng , Marc Peter Deisenroth

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov

Creating low dimensional representations of a high dimensional data set is an important component in many machine learning applications. How to cluster data using their low dimensional embedded space is still a challenging problem in…

Machine Learning · Computer Science 2023-03-27 Zahra Moslehi , Abdolreza Mirzaei , Mehran Safayani

Local approximations are popular methods to scale Gaussian processes (GPs) to big data. Local approximations reduce time complexity by dividing the original dataset into subsets and training a local expert on each subset. Aggregating the…

Machine Learning · Computer Science 2022-02-10 Hamed Jalali , Martin Pawelczyk , Gjergji Kasneci

In this paper, we propose novel Gaussian process-gated hierarchical mixtures of experts (GPHMEs). Unlike other mixtures of experts with gating models linear in the input, our model employs gating functions built with Gaussian processes…

Machine Learning · Computer Science 2024-03-26 Yuhao Liu , Marzieh Ajirak , Petar Djuric

Mixtures of Gaussian process experts is a class of models that can simultaneously address two of the key limitations inherent in standard Gaussian processes: scalability and predictive performance. In particular, models that use Dirichlet…

Machine Learning · Statistics 2023-05-09 Yuji Saikai , Khue-Dung Dang

Mixtures of Experts combine the outputs of several "expert" networks, each of which specializes in a different part of the input space. This is achieved by training a "gating" network that maps each input to a distribution over the experts.…

Machine Learning · Computer Science 2014-03-11 David Eigen , Marc'Aurelio Ranzato , Ilya Sutskever

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

Top-K sparse softmax gating mixture of experts has been widely used for scaling up massive deep-learning architectures without increasing the computational cost. Despite its popularity in real-world applications, the theoretical…

Machine Learning · Statistics 2024-02-27 Huy Nguyen , Pedram Akbarian , Fanqi Yan , Nhat Ho

Gaussian process (GP) models have received increasing attention in recent years due to their superb prediction accuracy and modeling flexibility. To address the computational burdens of GP models for large-scale datasets, distributed…

Machine Learning · Statistics 2026-02-11 Haoyuan Chen , Rui Tuo

By distributing the training process, local approximation reduces the cost of the standard Gaussian Process. An ensemble technique combines local predictions from Gaussian experts trained on different partitions of the data. Ensemble…

Machine Learning · Computer Science 2024-01-09 Hamed Jalali , Gjergji Kasneci

This paper presents a probabilistic framework to obtain both reliable and fast uncertainty estimates for predictions with Deep Neural Networks (DNNs). Our main contribution is a practical and principled combination of DNNs with sparse…

Robotics · Computer Science 2021-09-22 Jongseok Lee , Jianxiang Feng , Matthias Humt , Marcus G. Müller , Rudolph Triebel

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Machine Learning · Statistics 2015-06-15 James Hensman , Alexander G. de G. Matthews , Maurizio Filippone , Zoubin Ghahramani
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