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Related papers: Faster Kernel Interpolation for Gaussian Processes

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The accurate predictions and principled uncertainty measures provided by GP regression incur O(n^3) cost which is prohibitive for modern-day large-scale applications. This has motivated extensive work on computationally efficient…

Machine Learning · Statistics 2023-12-29 Robert Allison , Anthony Stephenson , Samuel F , Edward Pyzer-Knapp

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

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

Machine Learning · Statistics 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

The sensor placement problem is a common problem that arises when monitoring correlated phenomena, such as temperature, precipitation, and salinity. Existing approaches to this problem typically formulate it as the maximization of…

Robotics · Computer Science 2024-08-23 Kalvik Jakkala , Srinivas Akella

Analysis of cosmic shear is an integral part of understanding structure growth across cosmic time, which in-turn provides us with information about the nature of dark energy. Conventional methods generate \emph{shear maps} from which we can…

Cosmology and Nongalactic Astrophysics · Physics 2024-10-02 Gregory Sallaberry , Benjamin W. Priest , Robert Armstrong , Michael D. Schneider , Amanda Muyskens , Trevor Steil , Keita Iwabuchi

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

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive…

Machine Learning · Statistics 2021-05-27 Vincent Fortuin , Gideon Dresdner , Heiko Strathmann , Gunnar Rätsch

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

It is well-known that polynomial reproduction is not possible when approximating with Gaussian kernels. Quasi-interpolation schemes have been developed which use a finite number of Gaussians at different scales, which then reproduce…

Numerical Analysis · Mathematics 2020-01-24 Simon Hubbert , Jeremy Levesley

Identifying dynamical system (DS) is a vital task in science and engineering. Traditional methods require numerous calls to the DS solver, rendering likelihood-based or least-squares inference frameworks impractical. For efficient parameter…

Computation · Statistics 2024-09-19 Ying Zhou , Jinglai Li , Xiang Zhou , Hongqiao Wang

Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…

Machine Learning · Computer Science 2025-07-10 Jihao Andreas Lin

Studies of hadron resonances and their properties are limited by the accuracy and consistency of measured datasets, which can originate from many different experiments. We have used Gaussian Processes (GP) to build interpolated datasets,…

Data Analysis, Statistics and Probability · Physics 2025-05-06 R. F. Ferguson , D. G. Ireland , B. McKinnon

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

Machine Learning · Computer Science 2021-02-25 Anh Tong , Toan Tran , Hung Bui , Jaesik Choi

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

Machine Learning · Statistics 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a…

Machine Learning · Statistics 2012-11-06 Krzysztof Chalupka , Christopher K. I. Williams , Iain Murray

Geographic Information Systems (GIS) and related technologies have generated substantial interest among statisticians with regard to scalable methodologies for analyzing large spatial datasets. A variety of scalable spatial process models…

Machine Learning · Statistics 2021-09-10 Sudipto Banerjee

The integration of renewable energy sources and distributed generation in the power system calls for fast and reliable predictions of grid dynamics to achieve efficient control and ensure stability. In this work, we present a novel…

Systems and Control · Electrical Eng. & Systems 2026-04-06 Carlos Moreno-Blazquez , Filiberto Fele , Teodoro Alamo

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

Machine Learning · Statistics 2017-03-07 Karl Krauth , Edwin V. Bonilla , Kurt Cutajar , Maurizio Filippone

Exploiting the variational interpretation of kernel interpolation we exhibit a direct connection between interpolation and regression, where interpolation appears as a limiting case of regression. By applying this framework to point clouds…

Numerical Analysis · Mathematics 2026-02-09 Patrick Guidotti