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Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. However, when using such…

Machine Learning · Computer Science 2025-08-29 Neta Shoham , Haim Avron

It is challenging to guide neural network (NN) learning with prior knowledge. In contrast, many known properties, such as spatial smoothness or seasonality, are straightforward to model by choosing an appropriate kernel in a Gaussian…

Machine Learning · Computer Science 2024-02-29 Ziyang Jiang , Tongshu Zheng , Yiling Liu , David Carlson

There is a growing amount of literature on the relationship between wide neural networks (NNs) and Gaussian processes (GPs), identifying an equivalence between the two for a variety of NN architectures. This equivalence enables, for…

Machine Learning · Statistics 2020-06-19 Jiri Hron , Yasaman Bahri , Jascha Sohl-Dickstein , Roman Novak

Gaussian Process (GP) kernels are central to Bayesian optimization (BO), yet designing effective kernels for high-dimensional problems still relies on extensive manual engineering. Existing automated approaches struggle in high dimensions…

Machine Learning · Computer Science 2026-05-21 Taeyoung Yun , Woocheol Shin , Inhyuck Song , Jaewoo Lee , Jinkyoo Park

Deep neural networks (DNNs) are becoming increasingly deeper, wider, and non-linear due to the growing demands on prediction accuracy and analysis quality. When training a DNN model, the intermediate activation data must be saved in the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-11-24 Sian Jin , Guanpeng Li , Shuaiwen Leon Song , Dingwen Tao

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

Machine Learning · Computer Science 2026-05-27 Wenyuan Zhao , Rui Tuo , Chao Tian

Modern Bayesian optimization and adaptive sampling methods increasingly rely on nonlinear parametric models, yet theoretical guarantees for such models under adaptive data collection remain limited. Existing analyses largely focus on…

Machine Learning · Statistics 2026-05-14 Rafael Oliveira

Deep neural networks (DNNs) exhibit an exceptional capacity for generalization in practical applications. This work aims to capture the effect and benefits of depth for supervised learning via information-theoretic generalization bounds. We…

Machine Learning · Computer Science 2025-05-09 Haiyun He , Ziv Goldfeld

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Analysing and computing with Gaussian processes arising from infinitely wide neural networks has recently seen a resurgence in popularity. Despite this, many explicit covariance functions of networks with activation functions used in modern…

Machine Learning · Computer Science 2021-03-02 Russell Tsuchida , Tim Pearce , Chris van der Heide , Fred Roosta , Marcus Gallagher

Double-descent curves in neural networks describe the phenomenon that the generalisation error initially descends with increasing parameters, then grows after reaching an optimal number of parameters which is less than the number of data…

Machine Learning · Statistics 2023-05-29 Ouns El Harzli , Bernardo Cuenca Grau , Guillermo Valle-Pérez , Ard A. Louis

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian Processes (GPs) are widely seen as the state-of-the-art surrogate models for Bayesian optimization (BO) due to their ability to model uncertainty and their performance on tasks where correlations are easily captured (such as those…

Machine Learning · Computer Science 2024-12-13 Paul Brunzema , Mikkel Jordahn , John Willes , Sebastian Trimpe , Jasper Snoek , James Harrison

Probabilistic world models increase data efficiency of model-based reinforcement learning (MBRL) by guiding the policy with their epistemic uncertainty to improve exploration and acquire new samples. Moreover, the uncertainty-aware learning…

Machine Learning · Computer Science 2024-03-26 Can Bogoclu , Robert Vosshall , Kevin Cremanns , Dirk Roos

Bayesian Optimization (BO), guided by Gaussian process (GP) surrogates, has proven to be an invaluable technique for efficient, high-dimensional, black-box optimization, a critical problem inherent to many applications such as industrial…

Machine learning algorithms frequently require careful tuning of model hyperparameters, regularization terms, and optimization parameters. Unfortunately, this tuning is often a "black art" that requires expert experience, unwritten rules of…

Machine Learning · Statistics 2012-08-30 Jasper Snoek , Hugo Larochelle , Ryan P. Adams

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP…

Machine Learning · Computer Science 2017-05-08 Ming Jin , Andreas Damianou , Pieter Abbeel , Costas Spanos

Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…

Computation · Statistics 2026-05-12 Yiming Yang , Deyu Ming , Serge Guillas

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…

Machine Learning · Statistics 2026-05-12 Fatima-Zahrae El-Boukkouri , Josselin Garnier , Olivier Roustant