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Gaussian process (GP) priors are non-parametric generative models with appealing modelling properties for Bayesian inference: they can model non-linear relationships through noisy observations, have closed-form expressions for training and…

Recently there has been an increasing interest in methods that deal with multiple outputs. This has been motivated partly by frameworks like multitask learning, multisensor networks or structured output data. From a Gaussian processes…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

A novel multi-task Gaussian process (GP) framework is proposed, by using a common mean process for sharing information across tasks. In particular, we investigate the problem of time series forecasting, with the objective to improve…

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Computational models providing accurate estimates of their uncertainty are crucial for risk management associated with decision making in healthcare contexts. This is especially true since many state-of-the-art systems are trained using the…

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,…

Physics-constrained machine learning is emerging as an important topic in the field of machine learning for physics. One of the most significant advantages of incorporating physics constraints into machine learning methods is that the…

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

Inspired by recent advances in the field of expert-based approximations of Gaussian processes (GPs), we present an expert-based approach to large-scale multi-output regression using single-output GP experts. Employing a deeply structured…

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and…

Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this…

We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

We present the first treatment of the arc length of the Gaussian Process (GP) with more than a single output dimension. GPs are commonly used for tasks such as trajectory modelling, where path length is a crucial quantity of interest.…

Gaussian processes (GPs) provide a framework for Bayesian inference that can offer principled uncertainty estimates for a large range of problems. For example, if we consider regression problems with Gaussian likelihoods, a GP model enjoys…

Gaussian Process (GP) regression is a popular and sample-efficient approach for many engineering applications, where observations are expensive to acquire, and is also a central ingredient of Bayesian optimization (BO), a highly prevailing…