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Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is…
We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…
Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…
Training and inference in Gaussian processes (GPs) require solving linear systems with $n\times n$ kernel matrices. To address the prohibitive $\mathcal{O}(n^3)$ time complexity, recent work has employed fast iterative methods, like…
Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…
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…
To speed up Gaussian process inference, a number of fast kernel matrix-vector multiplication (MVM) approximation algorithms have been proposed over the years. In this paper, we establish an exact fast kernel MVM algorithm based on exact…
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…
This work introduces a kernel-independent, multilevel, adaptive algorithm for efficiently evaluating a discrete convolution kernel with a given source distribution. The method is based on linear algebraic tools such as low rank…
Kernel matrix-vector multiplication (KMVM) is a foundational operation in machine learning and scientific computing. However, as KMVM tends to scale quadratically in both memory and time, applications are often limited by these…
Applying Gaussian processes (GPs) to very large datasets remains a challenge due to limited computational scalability. Matrix structures, such as the Kronecker product, can accelerate operations significantly, but their application commonly…
Generalized sparse matrix-matrix multiplication is a key primitive for many high performance graph algorithms as well as some linear solvers such as multigrid. We present the first parallel algorithms that achieve increasing speedups for an…
Kernel interpolation, especially in the context of Gaussian process emulation, is a widely used technique in surrogate modelling, where the goal is to cheaply approximate an input-output map using a limited number of function evaluations.…
Kolmogorov-Arnold Networks (KANs) offer a promising alternative to Multi-Layer Perceptron (MLP) by placing learnable univariate functions on network edges, enhancing interpretability. However, standard KANs lack probabilistic outputs,…
Latent Gaussian process (GP) models are widely used in neuroscience to uncover hidden state evolutions from sequential observations, mainly in neural activity recordings. While latent GP models provide a principled and powerful solution in…
We introduce a new class of multilevel, adaptive, dual-space methods for computing fast convolutional transforms. These methods can be applied to a broad class of kernels, from the Green's functions for classical partial differential…
The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…
We present a novel approach for accelerating convolutions during inference for CPU-based architectures. The most common method of computation involves packing the image into the columns of a matrix (im2col) and performing general matrix…
Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…