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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…
Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…
Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…
Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…
Probabilistic models are often used to make predictions in regions of the data space where no observations are available, but it is not always clear whether such predictions are well-informed by previously seen data. In this paper, we…
This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…
The accurate prediction of time-changing variances is an important task in the modeling of financial data. Standard econometric models are often limited as they assume rigid functional relationships for the variances. Moreover, function…
The control of a single agent in complex and uncertain multi-agent environments requires careful consideration of the interactions between the agents. In this context, this paper proposes a dual model predictive control (MPC) method using…
We employ Gaussian process (GP) regression to adjust for systematic errors in D3-type dispersion corrections introducing the associated, statistically improved model D3-GP. We generated a data set containing interaction energies for 1,248…
Trial-and-error based reinforcement learning (RL) has seen rapid advancements in recent times, especially with the advent of deep neural networks. However, the majority of autonomous RL algorithms require a large number of interactions with…
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…
Models for human choice prediction in preference learning and psychophysics often consider only binary response data, requiring many samples to accurately learn preferences or perceptual detection thresholds. The response time (RT) to make…
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,…
Gaussian Processes (GPs) are a class of kernel methods that have shown to be very useful in geoscience applications. They are widely used because they are simple, flexible and provide very accurate estimates for nonlinear problems,…
In this paper, we propose a novel framework for multi-agent reinforcement learning that enhances sample efficiency and coordination through accurate per-agent advantage estimation. The core of our approach is Generalized Per-Agent Advantage…
Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…
Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with…
Learning uncertain dynamics models using Gaussian process~(GP) regression has been demonstrated to enable high-performance and safety-aware control strategies for challenging real-world applications. Yet, for computational tractability,…
An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…
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…