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Active learning methods for emulating complex computer models that rely on stationary Gaussian processes tend to produce design points that uniformly fill the entire experimental region, which can be wasteful for functions which vary only…

Methodology · Statistics 2025-07-16 Shangkun Wang , V. Roshan Joseph

Gathering labeled data to train well-performing machine learning models is one of the critical challenges in many applications. Active learning aims at reducing the labeling costs by an efficient and effective allocation of costly labeling…

Machine Learning · Computer Science 2020-06-03 Daniel Kottke , Marek Herde , Christoph Sandrock , Denis Huseljic , Georg Krempl , Bernhard Sick

In this paper, we propose an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice with minimized…

Machine Learning · Statistics 2018-05-07 Jie Yang , Diego Klabjan

We develop a simulation-based method for the online updating of Gaussian process regression and classification models. Our method exploits sequential Monte Carlo to produce a fast sequential design algorithm for these models relative to the…

Computation · Statistics 2010-07-07 Robert B. Gramacy , Nicholas G. Polson

The acquisition of labels for supervised learning can be expensive. To improve the sample efficiency of neural network regression, we study active learning methods that adaptively select batches of unlabeled data for labeling. We present a…

Machine Learning · Statistics 2023-08-02 David Holzmüller , Viktor Zaverkin , Johannes Kästner , Ingo Steinwart

Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accuracy is not the end goal when the results are used for…

Machine Learning · Statistics 2021-10-22 Louis Filstroff , Iiris Sundin , Petrus Mikkola , Aleksei Tiulpin , Juuso Kylmäoja , Samuel Kaski

The paper covers the design and analysis of experiments to discriminate between two Gaussian process models, such as those widely used in computer experiments, kriging, sensor location and machine learning. Two frameworks are considered.…

Methodology · Statistics 2022-11-22 Elham Yousefi , Luc Pronzato , Markus Hainy , Werner G. Müller , Henry P. Wynn

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process…

Machine Learning · Computer Science 2015-02-19 Rafael Boloix-Tortosa , F. Javier Payán-Somet , Eva Arias-de-Reyna , Juan José Murillo-Fuentes

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For…

Machine Learning · Computer Science 2024-02-12 Christoph Zimmer , Mona Meister , Duy Nguyen-Tuong

Gaussian process regression is a well-established Bayesian machine learning method. We propose a new approach to Gaussian process regression using quantum kernels based on parameterized quantum circuits. By employing a hardware-efficient…

Quantum Physics · Physics 2024-02-06 Frederic Rapp , Marco Roth

This paper presents a unified treatment of Gaussian process models that extends to data from the exponential dispersion family and to survival data. Our specific interest is in the analysis of data sets with predictors that have an a priori…

Methodology · Statistics 2011-06-17 Terrance Savitsky , Marina Vannucci , Naijun Sha

Active learning enables efficient model training by leveraging interactions between machine learning agents and human annotators. We study and propose a novel framework that formulates batch active learning from the sparse approximation's…

Machine Learning · Computer Science 2022-11-08 Maohao Shen , Bowen Jiang , Jacky Yibo Zhang , Oluwasanmi Koyejo

Derivatives play a critical role in computational statistics, examples being Bayesian inference using Hamiltonian Monte Carlo sampling and the training of neural networks. Automatic differentiation is a powerful tool to automate the…

Mathematical Software · Computer Science 2019-03-27 Charles C. Margossian

With the rapid development of modern technology, massive amounts of data with complex pattern are generated. Gaussian process models that can easily fit the non-linearity in data become more and more popular nowadays. It is often the case…

Applications · Statistics 2023-09-11 Zhiyong Hu , Dipak Dey

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Methodology · Statistics 2026-03-10 Adam Gorm Hoffmann , Claus Thorn Ekstrøm , Andreas Kryger Jensen

Gaussian processes are Bayesian non-parametric models used in many areas. In this work, we propose a Non-stationary Heteroscedastic Gaussian process model which can be learned with gradient-based techniques. We demonstrate the…

Machine Learning · Computer Science 2022-12-26 Zeel B Patel , Nipun Batra , Kevin Murphy

We develop adaptive replicated designs for Gaussian process metamodels of stochastic experiments. Adaptive batching is a natural extension of sequential design heuristics with the benefit of replication growing as response features are…

Machine Learning · Statistics 2021-07-14 Xiong Lyu , Mike Ludkovski

One of the pivotal tasks in scientific machine learning is to represent underlying dynamical systems from time series data. Many methods for such dynamics learning explicitly require the derivatives of state data, which are not directly…

Machine Learning · Computer Science 2024-04-17 Dongwei Ye , Mengwu Guo

Recommender systems are often designed based on a collaborative filtering approach, where user preferences are predicted by modelling interactions between users and items. Many common approaches to solve the collaborative filtering task are…

Machine Learning · Computer Science 2021-10-11 Yinchong Yang , Florian Buettner