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This paper explores a federated learning approach that automatically selects the number of latent processes in multi-output Gaussian processes (MGPs). The MGP has seen great success as a transfer learning tool when data is generated from…

Machine Learning · Statistics 2024-07-25 Jingyi Gao , Seokhyun Chung

We consider the problem of distributedly estimating Gaussian processes in multi-agent frameworks. Each agent collects few measurements and aims to collaboratively reconstruct a common estimate based on all data. Agents are assumed with…

Multiagent Systems · Computer Science 2018-05-11 Gianluigi Pillonetto , Luca Schenato , Damiano Varagnolo

Distributed Gaussian processes (DGPs) are prominent local approximation methods to scale Gaussian processes (GPs) to large datasets. Instead of a global estimation, they train local experts by dividing the training set into subsets, thus…

Machine Learning · Computer Science 2021-11-10 Hamed Jalali , Gjergji Kasneci

Although distributed Gaussian process regression (GPR) enables multiple agents with separate datasets to jointly learn a model of the target function, its collaborative nature poses risks of private data leakage. To address this, we propose…

Systems and Control · Electrical Eng. & Systems 2025-12-08 Yeongjun Jang , Kaoru Teranishi , Jihoon Suh , Takashi Tanaka

The Gaussian process (GP) model, which has been extensively applied as priors of functions, has demonstrated excellent performance. The specification of a large number of parameters affects the computational efficiency and the feasibility…

Machine Learning · Statistics 2020-02-13 Shisheng Cui , Chia-Jung Chang

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

Machine Learning · Statistics 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

While various multi-agent reinforcement learning methods have been proposed in cooperative settings, few works investigate how self-interested learning agents achieve mutual coordination in decentralized general-sum games and generalize…

Multiagent Systems · Computer Science 2023-01-05 Ziyi Liu , Xian Guo , Yongchun Fang

We present a graph-regularized learning of Gaussian Mixture Models (GMMs) in distributed settings with heterogeneous and limited local data. The method exploits a provided similarity graph to guide parameter sharing among nodes, avoiding…

Machine Learning · Computer Science 2025-09-18 Shamsiiat Abdurakhmanova , Alex Jung

A generalized Gaussian process model (GGPM) is a unifying framework that encompasses many existing Gaussian process (GP) models, such as GP regression, classification, and counting. In the GGPM framework, the observation likelihood of the…

Machine Learning · Statistics 2013-11-28 Lifeng Shang , Antoni B. Chan

We consider learning an undirected graphical model from sparse data. While several efficient algorithms have been proposed for graphical lasso (GL), the alternating direction method of multipliers (ADMM) is the main approach taken…

Optimization and Control · Mathematics 2021-12-15 Jie Chen , Ryosuke Shimmura , Joe Suzuki

In this paper, a decentralized proximal method of multipliers (DPMM) is proposed to solve constrained convex optimization problems over multi-agent networks, where the local objective of each agent is a general closed convex function, and…

Optimization and Control · Mathematics 2023-10-25 Kai Gong , Liwei Zhang

The transduction of sequence has been mostly done by recurrent networks, which are computationally demanding and often underestimate uncertainty severely. We propose a computationally efficient attention-based network combined with the…

Machine Learning · Computer Science 2021-02-11 Kuilin Chen , Chi-Guhn Lee

Gaussian process (GP) regression provides a strategy for accelerating saddle point searches on high-dimensional energy surfaces by reducing the number of times the energy and its derivatives with respect to atomic coordinates need to be…

Chemical Physics · Physics 2025-12-03 Rohit Goswami , Hannes Jónsson

This paper presents a tutorial on the Consensus Alternating Direction Method of Multipliers (Consensus ADMM) for distributed optimization, with a specific focus on applications in multi-robot systems. In this tutorial, we derive the…

Optimization and Control · Mathematics 2024-10-08 Jushan Chen

Gaussian Mixture Models (GMMs) range among the most frequently used models in machine learning. However, training large, general GMMs becomes computationally prohibitive for datasets that have many data points $N$ of high-dimensionality…

Machine Learning · Statistics 2025-12-12 Sebastian Salwig , Till Kahlke , Florian Hirschberger , Dennis Forster , Jörg Lücke

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

We explore how the big-three computing paradigms -- symmetric multi-processor (SMC), graphical processing units (GPUs), and cluster computing -- can together be brought to bare on large-data Gaussian processes (GP) regression problems via a…

Computation · Statistics 2014-06-05 Robert B. Gramacy , Jarad Niemi , Robin M. Weiss

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 processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

In this paper, a distributed learning leader-follower consensus protocol based on Gaussian process regression for a class of nonlinear multi-agent systems with unknown dynamics is designed. We propose a distributed learning approach to…

Systems and Control · Electrical Eng. & Systems 2021-03-31 Zewen Yang , Stefan Sosnowski , Qingchen Liu , Junjie Jiao , Armin Lederer , Sandra Hirche