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Related papers: Scalable Meta-Learning with Gaussian Processes

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Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

Meta-Learning is a family of methods that use a set of interrelated tasks to learn a model that can quickly learn a new query task from a possibly small contextual dataset. In this study, we use a probabilistic framework to formalize what…

Machine Learning · Statistics 2020-06-03 Shin-ichi Maeda , Toshiki Nakanishi , Masanori Koyama

Gaussian processes (GPs) are ubiquitous tools for modeling and predicting continuous processes in physical and engineering sciences. This is partly due to the fact that one may employ a Gaussian process as an interpolator while facilitating…

Statistics Theory · Mathematics 2025-12-16 D. Andrew Brown , Peter Kiessler , John Nicholson

We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…

Machine Learning · Computer Science 2018-01-18 Pavel Izmailov , Alexander Novikov , Dmitry Kropotov

Learning from small data sets is critical in many practical applications where data collection is time consuming or expensive, e.g., robotics, animal experiments or drug design. Meta learning is one way to increase the data efficiency of…

Machine Learning · Statistics 2018-07-10 Steindór Sæmundsson , Katja Hofmann , Marc Peter Deisenroth

Scalable Gaussian process (GP) inference is essential for sequential decision-making tasks, yet improving GP scalability remains a challenging problem with many open avenues of research. This paper focuses on iterative GPs, where iterative…

Machine Learning · Computer Science 2025-11-21 Alan Yufei Dong , Jihao Andreas Lin , José Miguel Hernández-Lobato

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

Numerical Analysis · Mathematics 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

Meta-learning extracts common knowledge from learning different tasks and uses it for unseen tasks. It can significantly improve tasks that suffer from insufficient training data, e.g., few shot learning. In most meta-learning methods,…

Machine Learning · Computer Science 2019-11-06 Lu Liu , Tianyi Zhou , Guodong Long , Jing Jiang , Chengqi Zhang

Computing a Gaussian process (GP) posterior has a computational cost cubical in the number of historical points. A reformulation of the same GP posterior highlights that this complexity mainly depends on how many \emph{unique} historical…

Machine Learning · Statistics 2022-02-01 Daniele Calandriello , Luigi Carratino , Alessandro Lazaric , Michal Valko , Lorenzo Rosasco

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

To accelerate learning process with few samples, meta-learning resorts to prior knowledge from previous tasks. However, the inconsistent task distribution and heterogeneity is hard to be handled through a global sharing model…

Machine Learning · Computer Science 2022-06-22 Geng Li , Boyuan Ren , Hongzhi Wang

Stochastic gradient Markov chain Monte Carlo (SG-MCMC) has become increasingly popular for simulating posterior samples in large-scale Bayesian modeling. However, existing SG-MCMC schemes are not tailored to any specific probabilistic…

Machine Learning · Statistics 2018-06-13 Wenbo Gong , Yingzhen Li , José Miguel Hernández-Lobato

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

Gradient-based meta-learning methods leverage gradient descent to learn the commonalities among various tasks. While previous such methods have been successful in meta-learning tasks, they resort to simple gradient descent during…

Machine Learning · Statistics 2018-06-15 Yoonho Lee , Seungjin Choi

Multi-task learning (MTL) aims to improve the generalization of several related tasks by learning them jointly. As a comparison, in addition to the joint training scheme, modern meta-learning allows unseen tasks with limited labels during…

Machine Learning · Computer Science 2021-06-17 Haoxiang Wang , Han Zhao , Bo Li

We study the problem of meta-learning through the lens of online convex optimization, developing a meta-algorithm bridging the gap between popular gradient-based meta-learning and classical regularization-based multi-task transfer methods.…

Machine Learning · Computer Science 2019-05-17 Mikhail Khodak , Maria-Florina Balcan , Ameet Talwalkar

Bayesian Neural Networks(BNNs) with high-dimensional parameters pose a challenge for posterior inference due to the multi-modality of the posterior distributions. Stochastic Gradient MCMC(SGMCMC) with cyclical learning rate scheduling is a…

Machine Learning · Computer Science 2024-08-20 SeungHyun Kim , Seohyeon Jung , Seonghyeon Kim , Juho Lee

Accurate time series forecasting is crucial for optimizing resource allocation, industrial production, and urban management, particularly with the growth of cyber-physical and IoT systems. However, limited training sample availability in…

Machine Learning · Computer Science 2025-06-24 Yunyao Cheng , Chenjuan Guo , Kaixuan Chen , Kai Zhao , Bin Yang , Jiandong Xie , Christian S. Jensen , Feiteng Huang , Kai Zheng

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…

Computation · Statistics 2022-05-25 Arthur Leroy , Pierre Latouche , Benjamin Guedj , Servane Gey

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…