English
Related papers

Related papers: Rectangularization of Gaussian process regression …

200 papers

Gaussian process regression networks (GPRN) are powerful Bayesian models for multi-output regression, but their inference is intractable. To address this issue, existing methods use a fully factorized structure (or a mixture of such…

Machine Learning · Computer Science 2020-05-19 Shibo Li , Wei Xing , Mike Kirby , Shandian Zhe

Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…

Machine Learning · Computer Science 2022-11-29 Chandrajit Bajaj , Omatharv Bharat Vaidya , Yi Wang

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

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

We consider a Gaussian process formulation of the multiple kernel learning problem. The goal is to select the convex combination of kernel matrices that best explains the data and by doing so improve the generalisation on unseen data.…

Machine Learning · Statistics 2011-10-25 Cedric Archambeau , Francis Bach

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Gaussian processes (GPs) are a class of Kernel methods that have shown to be very useful in geoscience and remote sensing applications for parameter retrieval, model inversion, and emulation. They are widely used because they are simple,…

Machine Learning · Computer Science 2020-05-21 J. Emmanuel Johnson , Valero Laparra , Gustau Camps-Valls

Efficient exploration of parameter spaces is crucial to extract physical information about the Epoch of Reionization from various observational probes. To this end, we propose a fast technique based on Gaussian Process Regression (GPR)…

Instrumentation and Methods for Astrophysics · Physics 2023-11-01 Barun Maity , Aseem Paranjape , Tirthankar Roy Choudhury

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

In the context of ground robot navigation in unstructured hazardous environments, the coupling of efficient path planning with an adequate environment representation is a crucial topic in order to guarantee the robot safety while ensuring…

Robotics · Computer Science 2024-07-09 Quentin Serdel , Julien Marzat , Julien Moras

Gaussian process models are commonly used as emulators for computer experiments. However, developing a Gaussian process emulator can be computationally prohibitive when the number of experimental samples is even moderately large. Local…

Methodology · Statistics 2018-09-26 Chih-Li Sung , Robert B. Gramacy , Benjamin Haaland

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

Computation · Statistics 2020-10-09 Hongqiao Wang , Xiang Zhou

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

Machine Learning · Computer Science 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Machine Learning · Computer Science 2023-06-07 Paul E. Chang , Prakhar Verma , S. T. John , Arno Solin , Mohammad Emtiyaz Khan

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 framework for extrapolation, interpolation, and noise removal in regression and classification. This paper considers constraining GPs to arbitrarily-shaped domains with boundary conditions. We…

Machine Learning · Statistics 2019-04-11 Arno Solin , Manon Kok

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka