Related papers: Sparse Kernel Gaussian Processes through Iterative…

Choosing a proper set of kernel functions is an important problem in learning Gaussian Process (GP) models since each kernel structure has different model complexity and data fitness. Recently, automatic kernel composition methods provide…

We introduce CUTS-GPR, a new method for performing numerically exact Gaussian process regression (GPR) in high-dimensional settings. The key component of CUTS-GPR is an extremely fast kernel matrix-vector product, which exhibits near-linear…

Gaussian Process (GP) models provide a flexible framework for prediction and uncertainty quantification. For most covariance functions, however, exact GP prediction with $n$ points scales as $\mathcal{O}(n^3)$, making it prohibitively…

Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability.…

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…

Recently, there has been a growing interest for mixed-categorical meta-models based on Gaussian process (GP) surrogates. In this setting, several existing approaches use different strategies either by using continuous kernels (e.g.,…

In this letter, we address sparse signal recovery using spike and slab priors. In particular, we focus on a Bayesian framework where sparsity is enforced on reconstruction coefficients via probabilistic priors. The optimization resulting…

Implicit Processes (IPs) represent a flexible framework that can be used to describe a wide variety of models, from Bayesian neural networks, neural samplers and data generators to many others. IPs also allow for approximate inference in…

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…

This paper presents a new variable selection approach integrated with Gaussian process (GP) regression. We consider a sparse projection of input variables and a general stationary covariance model that depends on the Euclidean distance…

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Gaussian Processes (GPs) provide a powerful framework for making predictions and understanding uncertainty for classification with kernels and Bayesian non-parametric learning. Building such models typically requires strong prior knowledge…

Graph convolutional neural networks~(GCNs) have recently demonstrated promising results on graph-based semi-supervised classification, but little work has been done to explore their theoretical properties. Recently, several deep neural…

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

We study the application of graph random features (GRFs) - a recently introduced stochastic estimator of graph node kernels - to scalable Gaussian processes on discrete input spaces. We prove that (under mild assumptions) Bayesian inference…

A practical approach to evaluate performance of a Gaussian process regression models (GPR) for irregularly sampled sparse time-series is introduced. The approach entails construction of a secondary autoregressive model using the fine scale…

In their standard form Gaussian processes (GPs) provide a powerful non-parametric framework for regression and classificaton tasks. Their one limiting property is their $\mathcal{O}(N^{3})$ scaling where $N$ is the number of training data…