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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

Although various distributed machine learning schemes have been proposed recently for pure linear models and fully nonparametric models, little attention has been paid on distributed optimization for semi-paramemetric models with…

Machine Learning · Statistics 2019-11-05 Shaogao Lv , Heng Lian

In this paper, a sparsity-aware adaptive algorithm for distributed learning in diffusion networks is developed. The algorithm follows the set-theoretic estimation rationale. At each time instance and at each node of the network, a closed…

Information Theory · Computer Science 2015-06-03 Symeon Chouvardas , Konstantinos Slavakis , Yannis Kopsinis , Sergios Theodoridis

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Gaussian processes (GPs) are powerful probabilistic models that define flexible priors over functions, offering strong interpretability and uncertainty quantification. However, GP models often rely on simple, stationary kernels which can…

Machine Learning · Computer Science 2025-05-20 Nima Negarandeh , Carlos Mora , Ramin Bostanabad

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Machine Learning · Computer Science 2026-03-03 Srinath Dama , Prasanth B. Nair

This paper explores the application of kernel learning methods for parameter prediction and evaluation in the Algebraic Multigrid Method (AMG), focusing on several Partial Differential Equation (PDE) problems. AMG is an efficient iterative…

Numerical Analysis · Mathematics 2025-10-31 Junyue Luo , Xiaoqiang Yue , Fangfang Zhang , Juan Zhang

In probabilistic classification, a discriminative model based on the softmax function has a potential limitation in that it assumes unimodality for each class in the feature space. The mixture model can address this issue, although it leads…

Machine Learning · Computer Science 2021-05-10 Hideaki Hayashi , Seiichi Uchida

Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists. This is because the vast majority of…

Machine Learning · Computer Science 2025-12-09 Marcus M. Noack , Mark D. Risser , Hengrui Luo , Vardaan Tekriwal , Ronald J. Pandolfi

Motivated by distributed machine learning settings such as Federated Learning, we consider the problem of fitting a statistical model across a distributed collection of heterogeneous data sets whose similarity structure is encoded by a…

Statistics Theory · Mathematics 2021-11-30 Dominic Richards , Sahand N. Negahban , Patrick Rebeschini

Distributed machine learning (ML) is a modern computation paradigm that divides its workload into independent tasks that can be simultaneously achieved by multiple machines (i.e., agents) for better scalability. However, a typical…

Machine Learning · Computer Science 2018-11-14 Trong Nghia Hoang , Quang Minh Hoang , Kian Hsiang Low , Jonathan How

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

The Gaussian Process with a deep kernel is an extension of the classic GP regression model and this extended model usually constructs a new kernel function by deploying deep learning techniques like long short-term memory networks. A…

Computational Finance · Quantitative Finance 2021-05-27 Yong Shi , Wei Dai , Wen Long , Bo Li

In complex visual recognition tasks it is typical to adopt multiple descriptors, that describe different aspects of the images, for obtaining an improved recognition performance. Descriptors that have diverse forms can be fused into a…

Computer Vision and Pattern Recognition · Computer Science 2015-06-15 Jayaraman J. Thiagarajan , Karthikeyan Natesan Ramamurthy , Andreas Spanias

Supervised learning has recently garnered significant attention in the field of computational physics due to its ability to effectively extract complex patterns for tasks like solving partial differential equations, or predicting material…

Machine Learning · Statistics 2024-03-12 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

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

Deep latent generative models have attracted increasing attention due to the capacity of combining the strengths of deep learning and probabilistic models in an elegant way. The data representations learned with the models are often…

Machine Learning · Computer Science 2023-04-04 Zhao Xu , Daniel Onoro Rubio , Giuseppe Serra , Mathias Niepert

The Gaussian process state-space model (GPSSM) has garnered considerable attention over the past decade. However, the standard GP with a preliminary kernel, such as the squared exponential kernel or Mat\'{e}rn kernel, that is commonly used…

Machine Learning · Computer Science 2023-04-07 Zhid Lin , Feng Yin , Juan Maroñas

Sparse linear algebra kernels play a critical role in numerous applications, covering from exascale scientific simulation to large-scale data analytics. Offloading linear algebra kernels on one GPU will no longer be viable in these…

Distributed, Parallel, and Cluster Computing · Computer Science 2022-09-19 Jieyang Chen , Chenhao Xie , Jesun S Firoz , Jiajia Li , Shuaiwen Leon Song , Kevin Barker , Mark Raugas , Ang Li