Related papers: Sparse Gaussian Processes with Spherical Harmonic …
Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…
Gaussian process regression has proven very powerful in statistics, machine learning and inverse problems. A crucial aspect of the success of this methodology, in a wide range of applications to complex and real-world problems, is…
We establish a general form of explicit, input-dependent, measure-valued warpings for learning nonstationary kernels. While stationary kernels are ubiquitous and simple to use, they struggle to adapt to functions that vary in smoothness…
Deep Gaussian processes have recently been proposed as natural objects to fit, similarly to deep neural networks, possibly complex features present in modern data samples, such as compositional structures. Adopting a Bayesian nonparametric…
Gaussian Processes (GPs) are highly expressive, probabilistic models. A major limitation is their computational complexity. Naively, exact GP inference requires $\mathcal{O}(N^3)$ computations with $N$ denoting the number of modeled points.…
Quantum computing algorithms have been shown to produce performant quantum kernels for machine-learning classification problems. Here, we examine the performance of quantum kernels for regression problems of practical interest. For an…
A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…
Kernel means are frequently used to represent probability distributions in machine learning problems. In particular, the well known kernel density estimator and the kernel mean embedding both have the form of a kernel mean. Unfortunately,…
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…
Existing permanental processes often impose constraints on kernel types or stationarity, limiting the model's expressiveness. To overcome these limitations, we propose a novel approach utilizing the sparse spectral representation of…
Bayesian methods in machine learning, such as Gaussian processes, have great advantages com-pared to other techniques. In particular, they provide estimates of the uncertainty associated with a prediction. Extending the Bayesian approach to…
We propose an efficient optimization algorithm for selecting a subset of training data to induce sparsity for Gaussian process regression. The algorithm estimates an inducing set and the hyperparameters using a single objective, either the…
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…
Sparse variational approximations are popular methods for scaling up inference and learning in Gaussian processes to larger datasets. For $N$ training points, exact inference has $O(N^3)$ cost; with $M \ll N$ features, state of the art…
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…
We prove new explicit upper bounds on the leverage scores of Fourier sparse functions under both the Gaussian and Laplace measures. In particular, we study $s$-sparse functions of the form $f(x) = \sum_{j=1}^s a_j e^{i \lambda_j x}$ for…
Many signal processing and machine learning methods share essentially the same linear-in-the-parameter model, with as many parameters as available samples as in kernel-based machines. Sparse approximation is essential in many disciplines,…
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability. We propose the harmonic kernel decomposition (HKD), which uses Fourier series to…
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…
In this paper we propose an efficient deep learning encoder-decoder network for performing Harmonic-Percussive Source Separation (HPSS). It is shown that we are able to greatly reduce the number of model trainable parameters by using a…