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Variational methods have been recently considered for scaling the training process of Gaussian process classifiers to large datasets. As an alternative, we describe here how to train these classifiers efficiently using expectation…

Machine Learning · Statistics 2015-07-17 Daniel Hernández-Lobato , José Miguel Hernández-Lobato

This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…

Methodology · Statistics 2024-05-24 Alimu Dayimu , Nikola Simidjievski , Nikolaos Demiris , Jean Abraham

This work presents a new classifier that is specifically designed to be fully interpretable. This technique determines the probability of a class outcome, based directly on probability assignments measured from the training data. The…

Machine Learning · Statistics 2017-10-31 Sapan Agarwal , Corey M. Hudson

We present a method to approximate Gaussian process regression models for large datasets by considering only a subset of the data. Our approach is novel in that the size of the subset is selected on the fly during exact inference with…

Machine Learning · Computer Science 2023-05-01 Simon Bartels , Kristoffer Stensbo-Smidt , Pablo Moreno-Muñoz , Wouter Boomsma , Jes Frellsen , Søren Hauberg

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

The difficulty of multi-class classification generally increases with the number of classes. Using data from a subset of the classes, can we predict how well a classifier will scale with an increased number of classes? Under the assumptions…

Machine Learning · Statistics 2017-12-29 Charles Zheng , Rakesh Achanta , Yuval Benjamini

A method for large scale Gaussian process classification has been recently proposed based on expectation propagation (EP). Such a method allows Gaussian process classifiers to be trained on very large datasets that were out of the reach of…

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

In this paper, we study the problem of deriving fast and accurate classification algorithms with uncertainty quantification. Gaussian process classification provides a principled approach, but the corresponding computational burden is…

Machine Learning · Computer Science 2018-05-29 Dimitrios Milios , Raffaello Camoriano , Pietro Michiardi , Lorenzo Rosasco , Maurizio Filippone

Gaussian Processes face two primary challenges: constructing models for large datasets and selecting the optimal model. This master's thesis tackles these challenges in the low-dimensional case. We examine recent convergence results to…

Machine Learning · Statistics 2024-11-13 Marcel Neugebauer

We present two data-driven methods for estimating reachable sets with probabilistic guarantees. Both methods make use of a probabilistic formulation allowing for a formal definition of a data-driven reachable set approximation that is…

Systems and Control · Electrical Eng. & Systems 2019-10-08 Alex Devonport , Murat Arcak

Medical imaging classifiers can achieve high predictive accuracy, but quantifying their uncertainty remains an unresolved challenge, which prevents their deployment in medical clinics. We present an algorithm that can modify any classifier…

Machine Learning · Computer Science 2024-08-12 Roy Hirsch , Jacob Goldberger

Accurate assessment of systematic uncertainties is an increasingly vital task in physics studies, where large, high-dimensional datasets, like those collected at the Large Hadron Collider, hold the key to new discoveries. Common approaches…

Methodology · Statistics 2025-10-02 Alexis Romero , Kyle Cranmer , Daniel Whiteson

For over a century, extrapolation methods have provided a powerful tool to improve the convergence order of a numerical method. However, these tools are not well-suited to modern computer codes, where multiple continua are discretised and…

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Machine Learning · Computer Science 2025-07-08 Jonathan Wenger , Kaiwen Wu , Philipp Hennig , Jacob R. Gardner , Geoff Pleiss , John P. Cunningham

We propose an efficient method to estimate the accuracy of classifiers using only unlabeled data. We consider a setting with multiple classification problems where the target classes may be tied together through logical constraints. For…

Machine Learning · Computer Science 2017-05-22 Emmanouil A. Platanios , Hoifung Poon , Tom M. Mitchell , Eric Horvitz

When comparing approximate Gaussian process (GP) models, it can be helpful to be able to generate data from any GP. If we are interested in how approximate methods perform at scale, we may wish to generate very large synthetic datasets to…

Machine Learning · Statistics 2023-01-03 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating…

Machine Learning · Computer Science 2012-07-19 Joseph Kahn
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