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The successes of modern deep machine learning methods are founded on their ability to transform inputs across multiple layers to build good high-level representations. It is therefore critical to understand this process of representation…

Machine Learning · Statistics 2023-05-26 Adam X. Yang , Maxime Robeyns , Edward Milsom , Ben Anson , Nandi Schoots , Laurence Aitchison

Deep kernel learning (DKL) and related techniques aim to combine the representational power of neural networks with the reliable uncertainty estimates of Gaussian processes. One crucial aspect of these models is an expectation that, because…

Machine Learning · Statistics 2021-07-08 Sebastian W. Ober , Carl E. Rasmussen , Mark van der Wilk

Standard infinite-width limits of neural networks sacrifice the ability for intermediate layers to learn representations from data. Recent work (A theory of representation learning gives a deep generalisation of kernel methods, Yang et al.…

Machine Learning · Statistics 2024-02-27 Edward Milsom , Ben Anson , Laurence Aitchison

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

Deep kernel learning (DKL) leverages the connection between Gaussian process (GP) and neural networks (NN) to build an end-to-end, hybrid model. It combines the capability of NN to learn rich representations under massive data and the…

Machine Learning · Statistics 2020-08-20 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

It has long been known that a single-layer fully-connected neural network with an i.i.d. prior over its parameters is equivalent to a Gaussian process (GP), in the limit of infinite network width. This correspondence enables exact Bayesian…

For Bayesian optimization (BO) on high-dimensional data with complex structure, neural network-based kernels for Gaussian processes (GPs) have been used to learn flexible surrogate functions by the high representation power of deep…

Machine Learning · Statistics 2021-11-02 Tomoharu Iwata

Deep Gaussian processes (DGPs) provide a Bayesian non-parametric alternative to standard parametric deep learning models. A DGP is formed by stacking multiple GPs resulting in a well-regularized composition of functions. The Bayesian…

Machine Learning · Statistics 2018-06-06 Vinayak Kumar , Vaibhav Singh , P. K. Srijith , Andreas Damianou

Study of neural networks with infinite width is important for better understanding of the neural network in practical application. In this work, we derive the equivalence of the deep, infinite-width maxout network and the Gaussian process…

Machine Learning · Statistics 2022-08-29 Libin Liang , Ye Tian , Ge Cheng

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…

Deep Kernel Learning (DKL) combines the representational power of neural networks with the uncertainty quantification of Gaussian Processes. Hence, it is potentially a promising tool to learn and control complex dynamical systems. In this…

Systems and Control · Electrical Eng. & Systems 2024-03-14 Robert Reed , Luca Laurenti , Morteza Lahijanian

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

Deep Gaussian Process (DGP) as a model prior in Bayesian learning intuitively exploits the expressive power in function composition. DGPs also offer diverse modeling capabilities, but inference is challenging because marginalization in…

Machine Learning · Computer Science 2022-08-02 Chi-Ken Lu , Patrick Shafto

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are nonparametric probabilistic models…

We explore the link between deep ensembles and Gaussian processes (GPs) through the lens of the Neural Tangent Kernel (NTK): a recent development in understanding the training dynamics of wide neural networks (NNs). Previous work has shown…

Machine Learning · Statistics 2020-10-27 Bobby He , Balaji Lakshminarayanan , Yee Whye Teh

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Gaussian processes offer an attractive framework for predictive modeling from longitudinal data, i.e., irregularly sampled, sparse observations from a set of individuals over time. However, such methods have two key shortcomings: (i) They…

Machine Learning · Statistics 2020-12-09 Junjie Liang , Yanting Wu , Dongkuan Xu , Vasant Honavar

Deep kernel learning refers to a Gaussian process that incorporates neural networks to improve the modelling of complex functions. We present a method that makes this approach feasible for problems where the data consists of line integral…

Machine Learning · Statistics 2019-09-05 Carl Jidling , Johannes Hendriks , Thomas B. Schön , Adrian Wills

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

Many physics-informed machine learning methods for PDE-based problems rely on Gaussian processes (GPs) or neural networks (NNs). However, both face limitations when data are scarce and the dimensionality is high. Although GPs are known for…

Machine Learning · Computer Science 2025-01-31 Weihao Yan , Christoph Brune , Mengwu Guo
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