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We propose a probabilistic enhancement of standard kernel Support Vector Machines for binary classification, in order to address the case when, along with given data sets, a description of uncertainty (e.g., error bounds) may be available…

Machine Learning · Computer Science 2020-03-19 Yongxin Chen , Tryphon T. Georgiou , Allen R. Tannenbaum

This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and…

Machine Learning · Statistics 2018-07-10 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K Sriperumbudur

Pairwise learning or dyadic prediction concerns the prediction of properties for pairs of objects. It can be seen as an umbrella covering various machine learning problems such as matrix completion, collaborative filtering, multi-task…

Machine Learning · Computer Science 2016-06-15 Michiel Stock , Tapio Pahikkala , Antti Airola , Bernard De Baets , Willem Waegeman

Gaussian processes provide a powerful probabilistic kernel learning framework, which allows learning high quality nonparametric regression models via methods such as Gaussian process regression. Nevertheless, the learning phase of Gaussian…

Numerical Analysis · Mathematics 2021-01-06 Paz Fink Shustin , Haim Avron

Designing categorical kernels is a major challenge for Gaussian process regression with continuous and categorical inputs. Despite previous studies, it is difficult to identify a preferred method, either because the evaluation metrics, the…

Machine Learning · Statistics 2025-10-03 Raphaël Carpintero Perez , Sébastien Da Veiga , Josselin Garnier

We develop a penalized likelihood estimation framework to estimate the structure of Gaussian Bayesian networks from observational data. In contrast to recent methods which accelerate the learning problem by restricting the search space, our…

Methodology · Statistics 2015-12-24 Bryon Aragam , Qing Zhou

We propose and analyze a kernelized version of Q-learning. Although a kernel space is typically infinite-dimensional, extensive study has shown that generalization is only affected by the effective dimension of the data. We incorporate such…

Machine Learning · Computer Science 2022-04-25 Shuang Liu , Hao Su

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

This paper presents a method for building a preconditioner for a kernel ridge regression problem, where the preconditioner is not only effective in its ability to reduce the condition number substantially, but also efficient in its…

Numerical Analysis · Mathematics 2021-04-07 Gil Shabat , Era Choshen , Dvir Ben Or , Nadav Carmel

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

We investigate iterated compositions of weighted sums of Gaussian kernels and provide an interpretation of the construction that shows some similarities with the architectures of deep neural networks. On the theoretical side, we show that…

Machine Learning · Statistics 2016-12-05 Ingo Steinwart , Philipp Thomann , Nico Schmid

We present pairwise fairness metrics for ranking models and regression models that form analogues of statistical fairness notions such as equal opportunity, equal accuracy, and statistical parity. Our pairwise formulation supports both…

Machine Learning · Computer Science 2020-01-08 Harikrishna Narasimhan , Andrew Cotter , Maya Gupta , Serena Wang

Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

Many techniques for data science and uncertainty quantification demand efficient tools to handle Gaussian random fields, which are defined in terms of their mean functions and covariance operators. Recently, parameterized Gaussian random…

Numerical Analysis · Mathematics 2021-05-11 Daniel Kressner , Jonas Latz , Stefano Massei , Elisabeth Ullmann

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…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

We consider the problem of estimating a rank-one matrix in Gaussian noise under a probabilistic model for the left and right factors of the matrix. The probabilistic model can impose constraints on the factors including sparsity and…

Information Theory · Computer Science 2015-09-16 Alyson K. Fletcher , Sundeep Rangan

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

Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…

Machine Learning · Computer Science 2019-11-15 Simon Bartels , Philipp Hennig

Probabilistic neural networks are typically modeled with independent weight priors, which do not capture weight correlations in the prior and do not provide a parsimonious interface to express properties in function space. A desirable class…

Machine Learning · Statistics 2020-02-12 Theofanis Karaletsos , Thang D. Bui