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We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

One of the main approaches used to construct prior distributions for objective Bayes methods is the concept of random imaginary observations. Under this setup, the expected-posterior prior (EPP) offers several advantages, among which it has…

Methodology · Statistics 2020-10-09 Dimitris Fouskakis , Ioannis Ntzoufras

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

For a learning task, Gaussian process (GP) is interested in learning the statistical relationship between inputs and outputs, since it offers not only the prediction mean but also the associated variability. The vanilla GP however struggles…

Machine Learning · Statistics 2020-09-01 Haitao Liu , Yew-Soon Ong , Xiaomo Jiang , Xiaofang Wang

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Machine Learning · Computer Science 2022-03-31 Andrew Gordon Wilson , Pavel Izmailov

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several…

Machine Learning · Statistics 2012-06-28 Pasi Jylänki , Jarno Vanhatalo , Aki Vehtari

The primary objective of learning methods is generalization. Classic uniform generalization bounds, which rely on VC-dimension or Rademacher complexity, fail to explain the significant attribute that over-parameterized models in deep…

Machine Learning · Computer Science 2025-03-07 Lijia Yu , Yibo Miao , Yifan Zhu , Xiao-Shan Gao , Lijun Zhang

Gaussian processes (GPs) are instrumental in modeling spatial processes, offering precise interpolation and prediction capabilities across fields such as environmental science and biology. Recently, there has been growing interest in…

Methodology · Statistics 2025-09-04 Jiawen Chen , Aritra Halder , Yun Li , Sudipto Banerjee , Didong Li

For regression tasks, standard Gaussian processes (GPs) provide natural uncertainty quantification (UQ), while deep neural networks (DNNs) excel at representation learning. Deterministic UQ methods for neural networks have successfully…

Machine Learning · Statistics 2025-03-17 Felix Jimenez , Matthias Katzfuss

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

Deep Neural Networks often require good regularizers to generalize well. Dropout is one such regularizer that is widely used among Deep Learning practitioners. Recent work has shown that Dropout can also be viewed as performing Approximate…

Machine Learning · Computer Science 2016-11-22 Suraj Srinivas , R. Venkatesh Babu

The power-expected-posterior (PEP) prior is an objective prior for Gaussian linear models, which leads to consistent model selection inference, under the M-closed scenario, and tends to favor parsimonious models. Recently, two new forms of…

Methodology · Statistics 2019-11-22 Dimitris Fouskakis , Ioannis Ntzoufras , Konstantinos Perrakis

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…

Machine Learning · Computer Science 2021-11-12 Antti Honkela , Laila Melkas

A common theoretical approach to understanding neural networks is to take an infinite-width limit, at which point the outputs become Gaussian process (GP) distributed. This is known as a neural network Gaussian process (NNGP). However, the…

Machine Learning · Statistics 2025-06-26 Ben Anson , Edward Milsom , Laurence Aitchison

We propose \emph{MaxUp}, an embarrassingly simple, highly effective technique for improving the generalization performance of machine learning models, especially deep neural networks. The idea is to generate a set of augmented data with…

Machine Learning · Computer Science 2020-02-24 Chengyue Gong , Tongzheng Ren , Mao Ye , Qiang Liu

Aiming at the traditional grasping method for manipulators based on 2D camera, when faced with the scene of gathering or covering, it can hardly perform well in unstructured scenes that appear as gathering and covering, for the reason that…

Robotics · Computer Science 2021-01-05 Peng Gang , Liao Jinhu , Guan Shangbin

Many inferential tasks involve fitting models to observed data and predicting outcomes at new covariate values, requiring interpolation or extrapolation. Conventional methods select a single best-fitting model, discarding fits that were…

Methodology · Statistics 2026-01-01 Soonhong Cho , Doeun Kim , Chad Hazlett

We introduce Deep Sigma Point Processes, a class of parametric models inspired by the compositional structure of Deep Gaussian Processes (DGPs). Deep Sigma Point Processes (DSPPs) retain many of the attractive features of (variational)…

Machine Learning · Statistics 2020-12-29 Martin Jankowiak , Geoff Pleiss , Jacob R. Gardner

Neural Processes (NPs) are a family of conditional generative models that are able to model a distribution over functions, in a way that allows them to perform predictions at test time conditioned on a number of context points. A recent…

Machine Learning · Computer Science 2021-06-14 Jens Petersen , Gregor Köhler , David Zimmerer , Fabian Isensee , Paul F. Jäger , Klaus H. Maier-Hein