Related papers: Uniform Error and Posterior Variance Bounds for Ga…
We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…
The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…
Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…
We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…
Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…
The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…
Bayesian methods have become a popular way to incorporate prior knowledge and a notion of uncertainty into machine learning models. At the same time, the complexity of modern machine learning makes it challenging to comprehend a model's…
Bayesian optimization is a framework for global search via maximum a posteriori updates rather than simulated annealing, and has gained prominence for decision-making under uncertainty. In this work, we cast Bayesian optimization as a…
We develop a minimax theory for operator learning, where the goal is to estimate an unknown operator between separable Hilbert spaces from finitely many noisy input-output samples. For uniformly bounded Lipschitz operators, we prove…
Gaussian process regression (GPR) model is well-known to be susceptible to outliers. Robust process regression models based on t-process or other heavy-tailed processes have been developed to address the problem. However, due to the nature…
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…
Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…
Variational approximation techniques and inference for stochastic models in machine learning has gained much attention the last years. Especially in the case of Gaussian Processes (GP) and their deep versions, Deep Gaussian Processes…
Gaussian process regression is used throughout statistics and machine learning for prediction and uncertainty quantification. A Gaussian process is specified by its mean and covariance functions. Many covariance functions, including…
In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes' formula, giving rise…
The Gaussian process (GP) is a Bayesian nonparametric paradigm that is widely adopted for uncertainty quantification (UQ) in a number of safety-critical applications, including robotics, healthcare, as well as surveillance. The consistency…
Uniform deviation bounds limit the difference between a model's expected loss and its loss on an empirical sample uniformly for all models in a learning problem. As such, they are a critical component to empirical risk minimization. In this…
We study a time-varying Bayesian optimization problem with bandit feedback, where the reward function belongs to a Reproducing Kernel Hilbert Space (RKHS). We approach the problem via an upper-confidence bound Gaussian Process algorithm,…
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…
In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of…