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In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regression with possibly misspecified correlation functions. The…

Statistics Theory · Mathematics 2022-07-20 Wenjia Wang , Bing-Yi Jing

Gaussian process (GP) is a powerful modeling method with applications in machine learning for various engineering and non-engineering fields. Despite numerous benefits of modeling using GPs, the computational complexity associated with GPs…

Bayesian optimization through Gaussian process regression is an effective method of optimizing an unknown function for which every measurement is expensive. It approximates the objective function and then recommends a new measurement point…

Machine Learning · Statistics 2017-05-17 Hildo Bijl , Thomas B. Schön , Jan-Willem van Wingerden , Michel Verhaegen

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

Machine Learning · Computer Science 2022-11-03 Killian Wood , Alec M. Dunton , Amanda Muyskens , Benjamin W. Priest

With gates of a quantum computer designed to encode multi-dimensional vectors, projections of quantum computer states onto specific qubit states can produce kernels of reproducing kernel Hilbert spaces. We show that quantum kernels obtained…

Quantum Physics · Physics 2024-06-19 Jun Dai , Roman V. Krems

We present a multi-objective evolutionary optimization algorithm that uses Gaussian process (GP) regression-based models to select trial solutions in a multi-generation iterative procedure. In each generation, a surrogate model is…

Neural and Evolutionary Computing · Computer Science 2020-05-22 Xiaobiao Huang , Minghao Song , Zhe Zhang

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…

Machine Learning · Computer Science 2013-11-12 Yanshuai Cao , Marcus A. Brubaker , David J. Fleet , Aaron Hertzmann

We introduce Bayesian optimization, a technique developed for optimizing time-consuming engineering simulations and for fitting machine learning models on large datasets. Bayesian optimization guides the choice of experiments during…

Machine Learning · Statistics 2017-11-22 Peter I. Frazier , Jialei Wang

In this work, we study Bayesian quantum parameter estimation given a finite number of uses of the process encoding one or more unknown physical quantities. For multiple uses, it is conventional to classify quantum metrological protocols as…

Quantum Physics · Physics 2026-02-11 Erik L. André , Jessica Bavaresco , Mohammad Mehboudi

Gaussian processes provide probabilistic surrogates for various applications including classification, uncertainty quantification, and optimization. Using a gradient-enhanced covariance matrix can be beneficial since it provides a more…

Optimization and Control · Mathematics 2023-07-13 André L. Marchildon , David W. Zingg

Gaussian process (GP) regression is a popular surrogate modeling tool for computer simulations in engineering and scientific domains. However, it often struggles with high computational costs and low prediction accuracy when the simulation…

Machine Learning · Computer Science 2025-02-25 Lulu Kang , Minshen Xu

The kernel function and its hyperparameters are the central model selection choice in a Gaussian proces (Rasmussen and Williams, 2006). Typically, the hyperparameters of the kernel are chosen by maximising the marginal likelihood, an…

Machine Learning · Statistics 2022-11-07 Vidhi Lalchand , Wessel P. Bruinsma , David R. Burt , Carl E. Rasmussen

Gaussian processes offer a flexible kernel method for regression. While Gaussian processes have many useful theoretical properties and have proven practically useful, they suffer from poor scaling in the number of observations. In…

Machine Learning · Statistics 2021-08-26 Nick Terry , Youngjun Choe

Bayesian Optimization is a popular tool for tuning algorithms in automatic machine learning (AutoML) systems. Current state-of-the-art methods leverage Random Forests or Gaussian processes to build a surrogate model that predicts algorithm…

Machine Learning · Computer Science 2021-01-08 Jeroen van Hoof , Joaquin Vanschoren

Bayesian optimisation is a popular technique for hyperparameter learning but typically requires initial exploration even in cases where similar prior tasks have been solved. We propose to transfer information across tasks using learnt…

Machine Learning · Statistics 2019-05-28 Ho Chung Leon Law , Peilin Zhao , Lucian Chan , Junzhou Huang , Dino Sejdinovic

Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…

Numerical Analysis · Mathematics 2023-09-08 Sergei Manzhos , Manabu Ihara

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen

Gaussian processes are powerful, yet analytically tractable models for supervised learning. A Gaussian process is characterized by a mean function and a covariance function (kernel), which are determined by a model selection criterion. The…

Machine Learning · Statistics 2016-10-05 Benjamin Fischer , Nico Gorbach , Stefan Bauer , Yatao Bian , Joachim M. Buhmann

Uncertainty Quantification (UQ) is essential for the reliable application of computational models in engineering and science. Among surrogate modeling techniques, Gaussian Process Regression (GPR) is particularly valuable for its…

Computation · Statistics 2025-12-15 Jinglai Li , Hongqiao Wang

Despite rapid recent advances in quantum machine learning, the field is in many ways stuck. Existing approaches can exhibit serious limitations, and we still lack learning frameworks that are simple, interpretable, scalable, and naturally…