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Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for…

Machine Learning · Statistics 2017-01-18 Qiuyang Liu , Shiliang Sun

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Machine learning (ML) techniques have recently gained significant attention for solving compliance minimization (CM) problems. However, these methods typically provide poor feature boundaries, are very expensive, and lack a systematic…

Machine Learning · Computer Science 2025-11-06 Xiangyu Sun , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

Machine Learning · Statistics 2026-04-09 Robert Allison , Tomasz Maciazek , Anthony Stephenson

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

Machine Learning · Statistics 2024-04-04 Didem Kochan , Xiu Yang

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

The proliferation of capable and efficient machine learning (ML) models marks one of the strongest methodological shifts in signal processing (SP) in its nearly 100-year history. ML models support the development of SP systems that…

Signal Processing · Electrical Eng. & Systems 2026-05-01 Daniel Waxman , Fernando Llorente , Petar M. Djurić

Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input…

Machine Learning · Computer Science 2018-08-17 Mark van der Wilk , Matthias Bauer , ST John , James Hensman

We propose a nested Gaussian process (nGP) as a locally adaptive prior for Bayesian nonparametric regression. Specified through a set of stochastic differential equations (SDEs), the nGP imposes a Gaussian process prior for the function's…

Methodology · Statistics 2012-01-24 Bin Zhu , David B. Dunson

Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…

Machine Learning · Computer Science 2026-01-14 Md Shafiqul Islam , Shakti Prasad Padhy , Douglas Allaire , Raymundo Arróyave

A new algorithm is developed to tackle the issue of sampling non-Gaussian model parameter posterior probability distributions that arise from solutions to Bayesian inverse problems. The algorithm aims to mitigate some of the hurdles faced…

Machine Learning · Statistics 2019-11-19 Leen Alawieh , Jonathan Goodman , John B. Bell

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Machine Learning · Statistics 2025-08-26 Yuta Shikuri

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet