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This work brings together two powerful concepts in Gaussian processes: the variational approach to sparse approximation and the spectral representation of Gaussian processes. This gives rise to an approximation that inherits the benefits of…

Machine Learning · Statistics 2017-11-09 James Hensman , Nicolas Durrande , Arno Solin

Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…

Machine Learning · Statistics 2019-11-22 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

We introduce a method to numerically compute equilibrium measures for problems with attractive-repulsive power law kernels of the form $K(x-y) = \frac{|x-y|^\alpha}{\alpha}-\frac{|x-y|^\beta}{\beta}$ using recursively generated banded and…

Numerical Analysis · Mathematics 2023-04-05 Timon S. Gutleb , José A. Carrillo , Sheehan Olver

The generalization properties of Gaussian processes depend heavily on the choice of kernel, and this choice remains a dark art. We present the Neural Kernel Network (NKN), a flexible family of kernels represented by a neural network. The…

Machine Learning · Computer Science 2018-08-07 Shengyang Sun , Guodong Zhang , Chaoqi Wang , Wenyuan Zeng , Jiaman Li , Roger Grosse

The universality properties of kernels characterize the class of functions that can be approximated in the associated reproducing kernel Hilbert space and are of fundamental importance in the theoretical underpinning of kernel methods in…

Machine Learning · Computer Science 2025-06-25 Franziskus Steinert , Salem Said , Cyrus Mostajeran

Accurate simulations of atomistic systems from first principles are limited by computational cost. In high-throughput settings, machine learning can reduce these costs significantly by accurately interpolating between reference…

Chemical Physics · Physics 2022-11-28 Haoyan Huo , Matthias Rupp

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

Many applications in speech, robotics, finance, and biology deal with sequential data, where ordering matters and recurrent structures are common. However, this structure cannot be easily captured by standard kernel functions. To model such…

Machine Learning · Computer Science 2017-10-06 Maruan Al-Shedivat , Andrew Gordon Wilson , Yunus Saatchi , Zhiting Hu , Eric P. Xing

We derive the limiting matrix kernels for the the Gaussian Orthogonal and Symplectic ensembles scaled at the edge, with proofs of convergence in the operator norms that assure convergence of the determinants.

Mathematical Physics · Physics 2007-05-23 Craig A. Tracy , Harold Widom

The present work develops certain analytical tools required to construct and compute invariant kernels on the space of complex covariance matrices. The main result is the $\mathrm{L}^1$--Godement theorem, which states that any invariant…

Functional Analysis · Mathematics 2025-04-17 Salem Said , Franziskus Steinert , Cyrus Mostajeran

Our primary result concerns the positivity of specific kernels constructed using the $q$-ultraspherical polynomials. In other words, it concerns a two-parameter family of bivariate, compactly supported distributions. Moreover, this family…

Functional Analysis · Mathematics 2024-03-20 Paweł J. Szabłowski

We introduce the convolutional spectral kernel (CSK), a novel family of non-stationary, nonparametric covariance kernels for Gaussian process (GP) models, derived from the convolution between two imaginary radial basis functions. We present…

Machine Learning · Statistics 2019-10-15 Zheyang Shen , Markus Heinonen , Samuel Kaski

This work incorporates the multi-modality of the data distribution into a Gaussian Process regression model. We approach the problem from a discriminative perspective by learning, jointly over the training data, the target space variance in…

Machine Learning · Computer Science 2018-03-20 Silvia L. Pintea , Jan C. van Gemert , Arnold W. M. Smeulders

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

The state-of-the-art linked Gaussian process offers a way to build analytical emulators for systems of computer models. We generalize the closed form expressions for the linked Gaussian process under the squared exponential kernel to a…

Methodology · Statistics 2021-02-09 Deyu Ming , Serge Guillas

We give efficient algorithms for finding power-sum decomposition of an input polynomial $P(x)= \sum_{i\leq m} p_i(x)^d$ with component $p_i$s. The case of linear $p_i$s is equivalent to the well-studied tensor decomposition problem while…

Data Structures and Algorithms · Computer Science 2022-08-02 Mitali Bafna , Jun-Ting Hsieh , Pravesh K. Kothari , Jeff Xu

A single-index model (SIM) provides for parsimonious multi-dimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (non-linear) regression models. We show that a particular Gaussian process…

Methodology · Statistics 2011-08-18 Robert B. Gramacy , Heng Lian

Symmetry arises often when learning from high dimensional data. For example, data sets consisting of point clouds, graphs, and unordered sets appear routinely in contemporary applications, and exhibit rich underlying symmetries.…

Optimization and Control · Mathematics 2025-02-06 Mateo Díaz , Dmitriy Drusvyatskiy , Jack Kendrick , Rekha R. Thomas

Despite recent advances in automated machine learning, model selection is still a complex and computationally intensive process. For Gaussian processes (GPs), selecting the kernel is a crucial task, often done manually by the expert.…

Machine Learning · Computer Science 2022-10-24 Matthias Bitzer , Mona Meister , Christoph Zimmer

A presentation by generators and relations of the $n$th symmetric power $B$ of a commutative algebra $A$ over a field of characteristic zero or greater than $n$ is given. This is applied to get information on a minimal homogeneous…

Commutative Algebra · Mathematics 2016-12-02 M. Domokos