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For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Suppose there is a large collection of items, each with an associated cost and an inherent utility that is revealed only once we commit to selecting it. Given a budget on the cumulative cost of the selected items, how can we pick a subset…

Machine Learning · Computer Science 2015-06-08 Hastagiri P. Vanchinathan , Andreas Marfurt , Charles-Antoine Robelin , Donald Kossmann , Andreas Krause

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…

Optimization and Control · Mathematics 2017-05-08 Hossein Mohammadi , Rodolphe Le Riche , Nicolas Durrande , Eric Touboul , Xavier Bay

Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

While deep neural networks (DNNs) and Gaussian Processes (GPs) are both popularly utilized to solve problems in reinforcement learning, both approaches feature undesirable drawbacks for challenging problems. DNNs learn complex nonlinear…

Machine Learning · Computer Science 2020-04-14 Imène R. Goumiri , Benjamin W. Priest , Michael D. Schneider

Gaussian processes are typically used for smoothing and interpolation on small datasets. We introduce a new Bayesian nonparametric framework -- GPatt -- enabling automatic pattern extrapolation with Gaussian processes on large…

Machine Learning · Statistics 2014-01-03 Andrew Gordon Wilson , Elad Gilboa , Arye Nehorai , John P. Cunningham

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Machine Learning · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

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…

Machine Learning · Computer Science 2024-10-10 Jinwen Xu , Qin Lu , Georgios B. Giannakis

The hyperparameters in Gaussian process regression (GPR) model with a specified kernel are often estimated from the data via the maximum marginal likelihood. Due to the non-convexity of marginal likelihood with respect to the…

Machine Learning · Statistics 2018-01-15 Zexun Chen , Bo Wang

In this work, we introduce a spatio-temporal kernel for Gaussian process (GP) regression-based sound field estimation. Notably, GPs have the attractive property that the sound field is a linear function of the measurements, allowing the…

Audio and Speech Processing · Electrical Eng. & Systems 2024-07-08 David Sundström , Shoichi Koyama , Andreas Jakobsson

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

Gaussian Process (GP) models are a powerful tool in probabilistic machine learning with a solid theoretical foundation. Thanks to current advances, modeling complex data with GPs is becoming increasingly feasible, which makes them an…

Machine Learning · Computer Science 2025-03-04 Sarem Seitz

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

Physical phenomena are observed in many fields (sciences and engineering) and are often studied by time-consuming computer codes. These codes are analyzed with statistical models, often called emulators. In many situations, the physical…

Probability · Mathematics 2016-06-07 Hassan Maatouk , Xavier Bay

Genetic programming (GP) is an evolutionary computation technique to solve problems in an automated, domain-independent way. Rather than identifying the optimum of a function as in more traditional evolutionary optimization, the aim of GP…

Neural and Evolutionary Computing · Computer Science 2019-05-15 Andrei Lissovoi , Pietro S. Oliveto

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Alexander von Rohr , Matthias Neumann-Brosig , Sebastian Trimpe

Gaussian processes (GPs) defined through intrinsic random fields provide a flexible framework for modeling spatial phenomena, and have been advocated in a variety of applications over the past several decades. Nevertheless, their adoption…

Numerical Analysis · Mathematics 2026-05-19 Christopher Beattie , David Higdon , Leanna House , Colby Stakun-Pickering , Jared Clark

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
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