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Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

Machine Learning · Statistics 2018-05-10 Weitong Ruan , Eric L. Miller

Biased regularization and fine-tuning are two recent meta-learning approaches. They have been shown to be effective to tackle distributions of tasks, in which the tasks' target vectors are all close to a common meta-parameter vector.…

Machine Learning · Computer Science 2020-08-26 Giulia Denevi , Massimiliano Pontil , Carlo Ciliberto

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for…

Machine Learning · Statistics 2020-02-26 Ivan Ustyuzhaninov , Ieva Kazlauskaite , Carl Henrik Ek , Neill D. F. Campbell

When fitting Bayesian machine learning models on scarce data, the main challenge is to obtain suitable prior knowledge and encode it into the model. Recent advances in meta-learning offer powerful methods for extracting such prior knowledge…

Machine Learning · Statistics 2020-02-17 Vincent Fortuin , Heiko Strathmann , Gunnar Rätsch

This paper presents a new model called infinite mixtures of multivariate Gaussian processes, which can be used to learn vector-valued functions and applied to multitask learning. As an extension of the single multivariate Gaussian process,…

Machine Learning · Computer Science 2013-07-29 Shiliang Sun

Recent advances in the field of meta-learning have tackled domains consisting of large numbers of small ("few-shot") supervised learning tasks. Meta-learning algorithms must be able to rapidly adapt to any individual few-shot task, fitting…

Machine Learning · Computer Science 2021-10-22 Vivek Myers , Nikhil Sardana

We present a novel approach for constrained Bayesian inference. Unlike current methods, our approach does not require convexity of the constraint set. We reduce the constrained variational inference to a parametric optimization over the…

Machine Learning · Computer Science 2013-09-27 Oluwasanmi Koyejo , Joydeep Ghosh

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we…

Machine Learning · Computer Science 2015-03-20 Yuyang Wang , Roni Khardon , Pavlos Protopapas

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…

Machine Learning · Statistics 2019-11-04 Pablo Moreno-Muñoz , Antonio Artés-Rodríguez , Mauricio A. Álvarez

Gaussian processes are a natural way of defining prior distributions over functions of one or more input variables. In a simple nonparametric regression problem, where such a function gives the mean of a Gaussian distribution for an…

Data Analysis, Statistics and Probability · Physics 2008-02-03 Radford M. Neal

We study the Gaussian Process regression model in the context of training data with noise in both input and output. The presence of two sources of noise makes the task of learning accurate predictive models extremely challenging. However,…

Machine Learning · Statistics 2015-07-03 Cuong Tran , Vladimir Pavlovic , Robert Kopp

Gaussian process priors are a popular choice for Bayesian analysis of regression problems. However, the implementation of these models can be complex, and ensuring that the implementation is correct can be challenging. In this paper we…

Machine Learning · Computer Science 2021-10-29 John Mcleod , Fergus Simpson

Learning-based techniques are increasingly effective at controlling complex systems using data-driven models. However, most work done so far has focused on learning individual tasks or control laws. Hence, it is still a largely unaddressed…

Systems and Control · Electrical Eng. & Systems 2020-05-08 Alexandre Capone , Armin Lederer , Jonas Umlauft , Sandra Hirche

Bayesian Optimization, leveraging Gaussian process models, has proven to be a powerful tool for minimizing expensive-to-evaluate objective functions by efficiently exploring the search space. Extensions such as constrained Bayesian…

Computation · Statistics 2025-06-03 Yezhuo Li , Qiong Zhang , Madhura Limaye , Gang Li

Gaussian processes retain the linear model either as a special case, or in the limit. We show how this relationship can be exploited when the data are at least partially linear. However from the perspective of the Bayesian posterior, the…

Methodology · Statistics 2008-07-13 Robert B. Gramacy , Herbert K. H. Lee

Nonparametric Bayesian approaches based on Gaussian processes have recently become popular in the empirical learning community. They encompass many classical methods of statistics, like Radial Basis Functions or various splines, and are…

Data Analysis, Statistics and Probability · Physics 2007-05-23 J. C. Lemm

Coverage control is essential for the optimal deployment of agents to monitor or cover areas with sensory demands. While traditional coverage involves single-task robots, increasing autonomy now enables multitask operations. This paper…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Lai Wei , Andrew McDonald , Vaibhav Srivastava

Fully Bayesian approaches to sequential decision-making assume that problem parameters are generated from a known prior. In practice, such information is often lacking. This problem is exacerbated in setups with partial information, where a…

Machine Learning · Statistics 2022-08-08 Amit Peleg , Naama Pearl , Ron Meir