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Gaussian processes are a powerful framework for quantifying uncertainty and for sequential decision-making but are limited by the requirement of solving linear systems. In general, this has a cubic cost in dataset size and is sensitive to…

We propose a parallelizable sparse inverse formulation Gaussian process (SpInGP) for temporal models. It uses a sparse precision GP formulation and sparse matrix routines to speed up the computations. Due to the state-space formulation used…

Machine Learning · Statistics 2017-09-29 Alexander Grigorievskiy , Neil Lawrence , Simo Särkkä

This paper presents a novel algorithm that leverages Stochastic Gradient Descent strategies in conjunction with Random Features to augment the scalability of Conic Particle Gradient Descent (CPGD) specifically tailored for solving sparse…

Optimization and Control · Mathematics 2025-09-05 Yohann De Castro , Sébastien Gadat , Clément Marteau

Autoencoders and their variants are among the most widely used models in representation learning and generative modeling. However, autoencoder-based models usually assume that the learned representations are i.i.d. and fail to capture the…

Machine Learning · Computer Science 2023-02-10 Ba-Hien Tran , Babak Shahbaba , Stephan Mandt , Maurizio Filippone

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…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

We revisit the Gaussian process model with spherical harmonic features and study connections between the associated RKHS, its eigenstructure and deep models. Based on this, we introduce a new class of kernels which correspond to deep models…

Machine Learning · Statistics 2023-03-29 Stefanos Eleftheriadis , Dominic Richards , James Hensman

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…

Machine Learning · Computer Science 2021-04-08 Andrea Patane , Arno Blaas , Luca Laurenti , Luca Cardelli , Stephen Roberts , Marta Kwiatkowska

We propose a novel approach to computationally efficient GP training based on the observation that square-exponential (SE) covariance matrices contain several off-diagonal entries extremely close to zero. We construct a principled procedure…

Machine Learning · Computer Science 2026-01-28 Emily C. Ehrhardt , Felipe Tobar

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

This paper presents a machine learning framework (GP-NODE) for Bayesian systems identification from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in…

Machine Learning · Computer Science 2021-03-08 Mohamed Aziz Bhouri , Paris Perdikaris

Multifidelity models integrate data from multiple sources to produce a single approximator for the underlying process. Dense low-fidelity samples are used to reduce interpolation error, while sparse high-fidelity samples are used to…

Machine Learning · Statistics 2024-02-27 Viv Bone , Chris van der Heide , Kieran Mackle , Ingo H. J. Jahn , Peter M. Dower , Chris Manzie

We develop a scalable deep non-parametric generative model by augmenting deep Gaussian processes with a recognition model. Inference is performed in a novel scalable variational framework where the variational posterior distributions are…

Machine Learning · Computer Science 2016-03-02 Zhenwen Dai , Andreas Damianou , Javier González , Neil Lawrence

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

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

Knowledge graph (KG) learning offers a powerful framework for generating new knowledge and making inferences. Training KG embedding can take a significantly long time, especially for larger datasets. Our analysis shows that the gradient…

Machine Learning · Computer Science 2025-05-01 Md Saidul Hoque Anik , Ariful Azad

We face network data from various sources, such as protein interactions and online social networks. A critical problem is to model network interactions and identify latent groups of network nodes. This problem is challenging due to many…

Machine Learning · Computer Science 2012-02-20 Feng Yan , Zenglin Xu , Yuan , Qi

We propose a flexible procedure for large-scale image search by hash functions with kernels. Our method treats binary codes and pairwise semantic similarity as latent and observed variables, respectively, in a probabilistic model based on…

Computer Vision and Pattern Recognition · Computer Science 2016-04-26 Bahadir Ozdemir , Larry S. Davis