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By enabling constraint-aware online model adaptation, model predictive control using Gaussian process (GP) regression has exhibited impressive performance in real-world applications and received considerable attention in the learning-based…

Optimization and Control · Mathematics 2024-09-17 Amon Lahr , Andrea Zanelli , Andrea Carron , Melanie N. Zeilinger

We introduce a novel method for discerning optical telescope images of stars from those of galaxies using Gaussian processes (GPs). Although applications of GPs often struggle in high-dimensional data modalities such as optical image…

Instrumentation and Methods for Astrophysics · Physics 2022-03-14 Amanda L. Muyskens , Imène R. Goumiri , Benjamin W. Priest , Michael D. Schneider , Robert E. Armstrong , Jason M. Bernstein , Ryan Dana

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…

Machine Learning · Computer Science 2020-06-16 Armin Lederer , Markus Kessler , Sandra Hirche

Gaussian processes are an important regression tool with excellent analytic properties which allow for direct integration of derivative observations. However, vanilla GP methods scale cubically in the amount of observations. In this work,…

Machine Learning · Computer Science 2020-03-06 Emmanouil Angelis , Philippe Wenk , Bernhard Schölkopf , Stefan Bauer , Andreas Krause

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 Process (GP) regression is shown to be effective for learning unknown dynamics, enabling efficient and safety-aware control strategies across diverse applications. However, existing GP-based model predictive control (GP-MPC)…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Manish Prajapat , Johannes Köhler , Amon Lahr , Andreas Krause , Melanie N. Zeilinger

Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…

Machine Learning · Computer Science 2025-08-27 Thore Wietzke , Knut Graichen

In this paper, we revisit batch state estimation through the lens of Gaussian process (GP) regression. We consider continuous-discrete estimation problems wherein a trajectory is viewed as a one-dimensional GP, with time as the independent…

Robotics · Computer Science 2014-12-02 Sean Anderson , Timothy D. Barfoot , Chi Hay Tong , Simo Särkkä

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

We investigate adversarial robustness of Gaussian Process Classification (GPC) models. Given a compact subset of the input space $T\subseteq \mathbb{R}^d$ enclosing a test point $x^*$ and a GPC trained on a dataset $\mathcal{D}$, we aim to…

Machine Learning · Statistics 2020-03-12 Arno Blaas , Andrea Patane , Luca Laurenti , Luca Cardelli , Marta Kwiatkowska , Stephen Roberts

As a non-parametric Bayesian model which produces informative predictive distribution, Gaussian process (GP) has been widely used in various fields, like regression, classification and optimization. The cubic complexity of standard GP…

Machine Learning · Statistics 2018-11-06 Haitao Liu , Jianfei Cai , Yew-Soon Ong , Yi Wang

Satellite-based positioning system such as GPS often suffers from large amount of noise that degrades the positioning accuracy dramatically especially in real-time applications. In this work, we consider a data-mining approach to enhance…

Machine Learning · Statistics 2019-06-05 Ming Lin , Xiaomin Song , Qi Qian , Hao Li , Liang Sun , Shenghuo Zhu , Rong Jin

The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…

Methodology · Statistics 2014-02-14 Yue Wu , Jose Miguel Hernandez Lobato , Zoubin Ghahramani

Grid-based modelling is widely used for estimating stellar parameters. However, stellar model grid is sparse because of the computational cost. This paper demonstrates an application of a machine-learning algorithm using the Gaussian…

Solar and Stellar Astrophysics · Physics 2022-03-02 Tanda Li , Guy R. Davies , Alexander J. Lyttle , Warrick H. Ball , Lindsey M. Carboneau , Rafael A. Garcia

We study fast algorithms for statistical regression problems under the strong contamination model, where the goal is to approximately optimize a generalized linear model (GLM) given adversarially corrupted samples. Prior works in this line…

Data Structures and Algorithms · Computer Science 2021-06-23 Arun Jambulapati , Jerry Li , Tselil Schramm , Kevin Tian

As we aim to control complex systems, use of a simulator in model-based reinforcement learning is becoming more common. However, it has been challenging to overcome the Reality Gap, which comes from nonlinear model bias and susceptibility…

Robotics · Computer Science 2017-05-16 Gilwoo Lee , Siddhartha S. Srinivasa , Matthew T. Mason

This paper proposes a new algorithm for Gaussian process classification based on posterior linearisation (PL). In PL, a Gaussian approximation to the posterior density is obtained iteratively using the best possible linearisation of the…

Machine Learning · Computer Science 2019-04-19 Ángel F. García-Fernández , Filip Tronarp , Simo Särkkä

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

Machine Learning · Statistics 2020-06-05 Trefor W. Evans , Prasanth B. Nair
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