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Choosing the most adequate kernel is crucial in many Machine Learning applications. Gaussian Process is a state-of-the-art technique for regression and classification that heavily relies on a kernel function. However, in the Gaussian…

Machine Learning · Computer Science 2019-10-15 Ibai Roman , Roberto Santana , Alexander Mendiburu , Jose A. Lozano

Gaussian process (GP) is a Bayesian model which provides several advantages for regression tasks in machine learning such as reliable quantitation of uncertainty and improved interpretability. Their adoption has been precluded by their…

Machine Learning · Computer Science 2023-06-26 Jonathan Parkinson , Wei Wang

This research employs Gaussian Process Regression (GPR) with an ensemble kernel, integrating Exponential Squared, Revised Mat\'ern, and Rational Quadratic kernels to analyze pharmaceutical sales data. Bayesian optimization was used to…

Machine Learning · Computer Science 2024-05-01 Shahin Mirshekari , Mohammadreza Moradi , Hossein Jafari , Mehdi Jafari , Mohammad Ensaf

Gaussian process regression (GPR) model is a popular nonparametric regression model. In GPR, features of the regression function such as varying degrees of smoothness and periodicities are modeled through combining various covarinace…

Statistics Theory · Mathematics 2023-03-07 Jaehoan Kim , Jaeyong Lee

Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…

Machine Learning · Statistics 2022-10-12 Marcus M. Noack , James A. Sethian

In this work, we investigate Gaussian process regression used to recover a function based on noisy observations. We derive upper and lower error bounds for Gaussian process regression with possibly misspecified correlation functions. The…

Statistics Theory · Mathematics 2022-07-20 Wenjia Wang , Bing-Yi Jing

Nonparametric modeling approaches show very promising results in the area of system identification and control. A naturally provided model confidence is highly relevant for system-theoretical considerations to provide guarantees for…

Machine Learning · Computer Science 2018-11-19 Thomas Beckers , Jonas Umlauft , Sandra Hirche

Accurate channel state information (CSI) is critical for current and next-generation multi-antenna systems. Yet conventional pilot-based estimators incur prohibitive overhead as antenna counts grow. In this paper, we address this challenge…

Signal Processing · Electrical Eng. & Systems 2026-01-05 Syed Luqman Shah , Nurul Huda Mahmood , Italo Atzeni

Gaussian process hyperparameter optimization requires linear solves with, and log-determinants of, large kernel matrices. Iterative numerical techniques are becoming popular to scale to larger datasets, relying on the conjugate gradient…

Machine Learning · Computer Science 2022-06-22 Jonathan Wenger , Geoff Pleiss , Philipp Hennig , John P. Cunningham , Jacob R. Gardner

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…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

Learning in Gaussian Process models occurs through the adaptation of hyperparameters of the mean and the covariance function. The classical approach entails maximizing the marginal likelihood yielding fixed point estimates (an approach…

Machine Learning · Statistics 2020-04-07 Vidhi Lalchand , Carl Edward Rasmussen

The accurate prediction of the two-phase heat transfer coefficient (HTC) as a function of working fluids, channel geometries and process conditions is key to the optimal design and operation of compact heat exchangers. Advances in…

Fluid Dynamics · Physics 2023-05-31 Tullio Traverso , Francesco Coletti , Luca Magri , Tassos G. Karayiannis , Omar K. Matar

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…

Machine Learning · Computer Science 2022-11-03 Killian Wood , Alec M. Dunton , Amanda Muyskens , Benjamin W. Priest

In this article, we evaluate the performance of a data-driven background estimate method based on Gaussian Process Regression (GPR). A realistic background spectrum from a search conducted by CMS is considered, where a large sub-region…

High Energy Physics - Experiment · Physics 2025-08-20 Jackson Barr , Bingxuan Liu

A common task is the determination of system parameters from spectroscopy, where one compares the experimental spectrum with calculated spectra, that depend on the desired parameters. Here we discuss an approach based on a machine learning…

Quantum Physics · Physics 2022-05-04 Farhad Taher-Ghahramani , Fulu Zheng , Alexander Eisfeld

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

Quantum Physics · Physics 2019-05-29 Zhikuan Zhao , Jack K. Fitzsimons , Joseph F. Fitzsimons

In this paper, we study random subsampling of Gaussian process regression, one of the simplest approximation baselines, from a theoretical perspective. Although subsampling discards a large part of training data, we show provable guarantees…

Machine Learning · Statistics 2019-01-29 Kohei Hayashi , Masaaki Imaizumi , Yuichi Yoshida

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

Quantum Physics · Physics 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

The application of Gaussian processes (GPs) to large data sets is limited due to heavy memory and computational requirements. A variety of methods has been proposed to enable scalability, one of which is to exploit structure in the kernel…

Machine Learning · Computer Science 2019-12-30 Jan Graßhoff , Alexandra Jankowski , Philipp Rostalski