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Related papers: Operator Learning with Gaussian Processes

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We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP…

Machine Learning · Computer Science 2017-05-08 Ming Jin , Andreas Damianou , Pieter Abbeel , Costas Spanos

Bayesian optimization is an effective methodology for the global optimization of functions with expensive evaluations. It relies on querying a distribution over functions defined by a relatively cheap surrogate model. An accurate model for…

High-dimensional PDEs have been a longstanding computational challenge. We propose to solve high-dimensional PDEs by approximating the solution with a deep neural network which is trained to satisfy the differential operator, initial…

Mathematical Finance · Quantitative Finance 2018-10-17 Justin Sirignano , Konstantinos Spiliopoulos

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

Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…

Machine Learning · Computer Science 2026-01-13 Marshal Arijona Sinaga , Julien Martinelli , Samuel Kaski

The classical development of neural networks has been primarily for mappings between a finite-dimensional Euclidean space and a set of classes, or between two finite-dimensional Euclidean spaces. The purpose of this work is to generalize…

Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data…

Machine Learning · Statistics 2019-06-10 Linning Xu , Feng Yin , Jiawei Zhang , Zhi-Quan Luo , Shuguang Cui

A kernel-based approach for the learning of the solution operator of general nonhomogeneous partial differential equations (PDEs) is proposed. The method incorporates physical priors, typically encoded through the PDE operator, into a…

Numerical Analysis · Mathematics 2026-05-12 Jianyu Hu , Juan-Pablo Ortega

Gaussian processes (GPs) are versatile tools that have been successfully employed to solve nonlinear estimation problems in machine learning, but that are rarely used in signal processing. In this tutorial, we present GPs for regression as…

The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…

Machine Learning · Statistics 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

This paper presents a machine learning framework (GP-NODE) for Bayesian systems identification from partial, noisy and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in…

Machine Learning · Computer Science 2021-03-08 Mohamed Aziz Bhouri , Paris Perdikaris

We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

Methodology · Statistics 2019-04-25 Filip Tronarp , Hans Kersting , Simo Särkkä , Philipp Hennig

Precise probabilistic information about drug-target interaction (DTI) predictions is vital for understanding limitations and boosting predictive performance. Gaussian processes (GP) offer a scalable framework to integrate state-of-the-art…

Machine Learning · Computer Science 2026-01-01 Bence Bolgár , András Millinghoffer , Péter Antal

Neural Operators offer a powerful, data-driven tool for solving parametric PDEs as they can represent maps between infinite-dimensional function spaces. In this work, we employ physics-informed Neural Operators in the context of…

Machine Learning · Statistics 2023-03-08 Sebastian Kaltenbach , Paris Perdikaris , Phaedon-Stelios Koutsourelakis

Gaussian Mixture Models (GMMs) range among the most frequently used models in machine learning. However, training large, general GMMs becomes computationally prohibitive for datasets that have many data points $N$ of high-dimensionality…

Machine Learning · Statistics 2025-12-12 Sebastian Salwig , Till Kahlke , Florian Hirschberger , Dennis Forster , Jörg Lücke

Gaussian Process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset…

Computation · Statistics 2024-09-19 Juliette Mukangango , Amanda Muyskens , Benjamin W. Priest

Variational inference is a powerful tool for approximate inference, and it has been recently applied for representation learning with deep generative models. We develop the variational Gaussian process (VGP), a Bayesian nonparametric…

Machine Learning · Statistics 2016-04-19 Dustin Tran , Rajesh Ranganath , David M. Blei

Scientific computing using deep learning has seen significant advancements in recent years. There has been growing interest in models that learn the operator from the parameters of a partial differential equation (PDE) to the corresponding…

Machine Learning · Computer Science 2024-02-14 Sung Woong Cho , Jae Yong Lee , Hyung Ju Hwang

We introduce a fast algorithm for Gaussian process regression in low dimensions, applicable to a widely-used family of non-stationary kernels. The non-stationarity of these kernels is induced by arbitrary spatially-varying vertical and…

Numerical Analysis · Mathematics 2025-03-28 P. Michael Kielstra , Michael Lindsey

The fundamental computational issues in Bayesian inverse problems (BIP) governed by partial differential equations (PDEs) stem from the requirement of repeated forward model evaluations. A popular strategy to reduce such costs is to replace…

Numerical Analysis · Mathematics 2024-09-05 Zhiwei Gao , Liang Yan , Tao Zhou