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Gaussian processes (GPs) are a well-known nonparametric Bayesian inference technique, but they suffer from scalability problems for large sample sizes, and their performance can degrade for non-stationary or spatially heterogeneous data. In…

Machine Learning · Statistics 2021-07-28 Michael E. Kepler , Alec Koppel , Amrit Singh Bedi , Daniel J. Stilwell

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

A continuing challenge for machine learning is providing methods to perform computation on data while ensuring the data remains private. In this paper we build on the provable privacy guarantees of differential privacy which has been…

Machine Learning · Computer Science 2019-09-23 Michael Thomas Smith , Mauricio A. Alvarez , Neil D. Lawrence

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

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…

Machine Learning · Statistics 2018-01-23 Ching-An Cheng , Byron Boots

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

Machine Learning · Statistics 2024-09-20 Qiuxian Meng , Yongyou Zhang

Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

Methodology · Statistics 2023-11-16 Kevin Li , Simon Mak

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.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

The Gaussian process (GP) is a powerful tool for nonparametric modeling, but its sensitivity to outliers limits its applicability to data distributions with heavy-tails. Studentt processes offer a robust alternative for heavy tail modeling,…

Machine Learning · Computer Science 2026-03-11 Jian Xu , Delu Zeng , John Paisley

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

This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest…

Machine Learning · Computer Science 2019-12-06 Tong Teng , Jie Chen , Yehong Zhang , Kian Hsiang Low

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Quantum Physics · Physics 2025-03-25 Junpeng Hu , Jinglai Li , Lei Zhang , Shi Jin

Predicting the labels of graph-structured data is crucial in scientific applications and is often achieved using graph neural networks (GNNs). However, when data is scarce, GNNs suffer from overfitting, leading to poor performance.…

Machine Learning · Computer Science 2025-05-19 Mathieu Alain , So Takao , Xiaowen Dong , Bastian Rieck , Emmanuel Noutahi

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from…

Machine Learning · Computer Science 2012-11-29 Yuyang Wang , Roni Khardon

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin

Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

Zero-inflated datasets, which have an excess of zero outputs, are commonly encountered in problems such as climate or rare event modelling. Conventional machine learning approaches tend to overestimate the non-zeros leading to poor…

Machine Learning · Statistics 2018-03-15 Pashupati Hegde , Markus Heinonen , Samuel Kaski