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Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…

Machine Learning · Computer Science 2025-01-08 Sebastian Ament , Elizabeth Santorella , David Eriksson , Ben Letham , Maximilian Balandat , Eytan Bakshy

This work presents a new procedure for obtaining predictive distributions in the context of Gaussian process (GP) modeling, with a relaxation of the interpolation constraints outside ranges of interest: the mean of the predictive…

Computation · Statistics 2026-01-13 Sébastien Petit , Julien Bect , Emmanuel Vazquez

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Repetitive motion tasks are common in robotics, but performance can degrade over time due to environmental changes and robot wear and tear. Iterative learning control (ILC) improves performance by using information from previous iterations…

Robotics · Computer Science 2026-02-23 Unnati Nigam , Radhendushka Srivastava , Faezeh Marzbanrad , Michael Burke

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Machine Learning · Computer Science 2022-12-21 Felix Leibfried , Vincent Dutordoir , ST John , Nicolas Durrande

Uncertainty control and scalability to large datasets are the two main issues for the deployment of Gaussian process (GP) models within the autonomous machine learning-based prediction pipelines in material science and chemistry. One way to…

Chemical Physics · Physics 2024-02-21 Mikhail Tsitsvero , Mingoo Jin , Andrey Lyalin

Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…

Machine Learning · Computer Science 2023-07-11 Vanessa Gómez-Verdejo , Emilio Parrado-Hernández , Manel Martínez-Ramón

In simulation-based engineering design with time-consuming simulators, Gaussian process (GP) models are widely used as fast emulators to speed up the design optimization process. In its most commonly used form, the input of GP is a simple…

Machine Learning · Computer Science 2024-07-24 Xi Chen , Yashika Sharma , Hao Helen Zhang , Xin Hao , Qiang Zhou

Machine learning (ML) has been increasingly used for topology optimization (TO). However, most existing ML-based approaches focus on simplified benchmark problems due to their high computational cost, spectral bias, and difficulty in…

Machine Learning · Computer Science 2026-02-23 Xiangyu Sun , Shirin Hosseinmardi , Amin Yousefpour , Ramin Bostanabad

The Gaussian process (GP) is a popular statistical technique for stochastic function approximation and uncertainty quantification from data. GPs have been adopted into the realm of machine learning in the last two decades because of their…

Machine Learning · Statistics 2024-10-02 Marcus M. Noack , Hengrui Luo , Mark D. Risser

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

Computation · Statistics 2018-12-20 Thomas Wutzler

Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a…

Computational Physics · Physics 2020-08-26 Sebastian Kaltenbach , Phaedon-Stelios Koutsourelakis

Nonlinear model predictive control (NMPC) is an efficient approach for the control of nonlinear multivariable dynamic systems with constraints, which however requires an accurate plant model. Plant models can often be determined from first…

Systems and Control · Electrical Eng. & Systems 2021-08-17 E. Bradford , L. Imsland , M. Reble , E. A. del Rio-Chanona

A popular strategy for active learning is to specifically target a reduction in epistemic uncertainty, since aleatoric uncertainty is often considered as being intrinsic to the system of interest and therefore not reducible. Yet,…

Methodology · Statistics 2024-12-12 Jake Thomas , Jeremie Houssineau

Some scenarios require the computation of a predictive distribution of a new value evaluated on an objective function conditioned on previous observations. We are interested on using a model that makes valid assumptions on the objective…

Machine Learning · Computer Science 2021-01-21 Lucia Asencio-Martín , Eduardo C. Garrido-Merchán

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear…

Machine Learning · Computer Science 2025-02-11 Petar Bevanda , Max Beier , Armin Lederer , Alexandre Capone , Stefan Sosnowski , Sandra Hirche

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in…

Systems and Control · Electrical Eng. & Systems 2022-09-22 Alexander von Rohr , Matthias Neumann-Brosig , Sebastian Trimpe

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

The multiresolution Gaussian process (GP) has gained increasing attention as a viable approach towards improving the quality of approximations in GPs that scale well to large-scale data. Most of the current constructions assume full…

Machine Learning · Statistics 2019-02-26 Jalil Taghia , Thomas B. Schön

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.…

Machine Learning · Statistics 2021-11-22 Fergus Simpson , Vidhi Lalchand , Carl Edward Rasmussen
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