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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

Kernel-based models such as kernel ridge regression and Gaussian processes are ubiquitous in machine learning applications for regression and optimization. It is well known that a major downside for kernel-based models is the high…

Machine Learning · Computer Science 2022-06-22 Sattar Vakili , Jonathan Scarlett , Da-shan Shiu , Alberto Bernacchia

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…

Machine Learning · Computer Science 2024-03-12 Kaiwen Wu , Jonathan Wenger , Haydn Jones , Geoff Pleiss , Jacob R. Gardner

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

Gaussian process regression is a classical kernel method for function estimation and data interpolation. In large data applications, computational costs can be reduced using low-rank or sparse approximations of the kernel. This paper…

Numerical Analysis · Mathematics 2024-10-04 Daniel Sanz-Alonso , Ruiyi Yang

Gaussian processes are important models in the field of probabilistic numerics. We present a procedure for optimizing Mat\'ern kernel temporal Gaussian processes with respect to the kernel covariance function's hyperparameters. It is based…

Machine Learning · Computer Science 2025-08-14 Wouter M. Kouw

We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels. We show that the learned feature map can be interpreted as an optimal low-rank approximation to a Gram matrix…

Machine Learning · Statistics 2026-05-12 Anthony Stephenson

Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains…

Machine Learning · Computer Science 2026-01-14 Md Shafiqul Islam , Shakti Prasad Padhy , Douglas Allaire , Raymundo Arróyave

Gaussian Processes (GPs) are flexible, nonparametric Bayesian models widely used for regression and classification because of their ability to capture complex data patterns and quantify predictive uncertainty. However, the O(n^3)…

Machine Learning · Computer Science 2026-01-14 Hua Huang , Tianshi Xu , Yuanzhe Xi , Edmond Chow

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

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

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

Machine Learning · Computer Science 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…

Machine Learning · Statistics 2016-10-05 Benjamin Fischer , Nico Gorbach , Stefan Bauer , Yatao Bian , Joachim M. Buhmann

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation…

Numerical Analysis · Mathematics 2015-04-07 Sivaram Ambikasaran , Daniel Foreman-Mackey , Leslie Greengard , David W. Hogg , Michael O'Neil

Gaussian process regression generally does not scale to beyond a few thousands data points without applying some sort of kernel approximation method. Most approximations focus on the high eigenvalue part of the spectrum of the kernel…

Machine Learning · Statistics 2018-01-31 Yi Ding , Risi Kondor , Jonathan Eskreis-Winkler

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…

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

Methodology · Statistics 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

Machine Learning · Computer Science 2022-11-03 Killian Wood , Alec M. Dunton , Amanda Muyskens , Benjamin W. Priest

Gaussian process (GP) regression provides a flexible, nonparametric framework for probabilistic modeling, yet remains computationally demanding in large-scale applications. For one-dimensional data, state space (SS) models achieve…

Machine Learning · Statistics 2025-11-07 Liang Ding , Rui Tuo , Lu Zhou