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We introduce Soft Kernel Interpolation (SoftKI), a method that combines aspects of Structured Kernel Interpolation (SKI) and variational inducing point methods, to achieve scalable Gaussian Process (GP) regression on high-dimensional…

Machine Learning · Statistics 2025-09-18 Chris Camaño , Daniel Huang

We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel…

Machine Learning · Computer Science 2015-03-04 Andrew Gordon Wilson , Hannes Nickisch

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Learning expressive kernels while retaining tractable inference remains a central challenge in scaling Gaussian processes (GPs) to large and complex datasets. We propose a scalable GP regressor based on deep basis kernels (DBKs). Our DBK is…

Machine Learning · Statistics 2026-02-05 Yunqin Zhu , Henry Shaowu Yuchi , Yao Xie

A key challenge in scaling Gaussian Process (GP) regression to massive datasets is that exact inference requires computation with a dense n x n kernel matrix, where n is the number of data points. Significant work focuses on approximating…

Machine Learning · Computer Science 2021-08-16 Mohit Yadav , Daniel Sheldon , Cameron Musco

We present a mapping algorithm to compute large-scale magnetic field maps in indoor environments with approximate Gaussian process (GP) regression. Mapping the spatial variations in the ambient magnetic field can be used for localization…

Machine Learning · Statistics 2023-11-01 Clara Menzen , Marnix Fetter , Manon Kok

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving…

Machine Learning · Computer Science 2018-02-27 Jacob R. Gardner , Geoff Pleiss , Ruihan Wu , Kilian Q. Weinberger , Andrew Gordon Wilson

Gaussian processes (GPs) are a good choice for function approximation as they are flexible, robust to over-fitting, and provide well-calibrated predictive uncertainty. Deep Gaussian processes (DGPs) are multi-layer generalisations of GPs,…

Machine Learning · Statistics 2017-11-15 Hugh Salimbeni , Marc Deisenroth

Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…

Computation · Statistics 2026-03-26 Deyu Ming , Daniel Williamson

Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

Gaussian processes (GPs) with derivatives are useful in many applications, including Bayesian optimization, implicit surface reconstruction, and terrain reconstruction. Fitting a GP to function values and derivatives at $n$ points in $d$…

Machine Learning · Computer Science 2018-10-30 David Eriksson , Kun Dong , Eric Hans Lee , David Bindel , Andrew Gordon Wilson

In this work, we propose a novel framework for large-scale Gaussian process (GP) modeling. Contrary to the global, and local approximations proposed in the literature to address the computational bottleneck with exact GP modeling, we employ…

Machine Learning · Statistics 2023-12-19 Akhil Vakayil , Roshan Joseph

Gaussian processes are an important regression tool with excellent analytic properties which allow for direct integration of derivative observations. However, vanilla GP methods scale cubically in the amount of observations. In this work,…

Machine Learning · Computer Science 2020-03-06 Emmanouil Angelis , Philippe Wenk , Bernhard Schölkopf , Stefan Bauer , Andreas Krause

Structured kernel interpolation (SKI) accelerates Gaussian process (GP) inference by interpolating the kernel covariance function using a dense grid of inducing points, whose corresponding kernel matrix is highly structured and thus…

Machine Learning · Computer Science 2023-05-26 Mohit Yadav , Daniel Sheldon , Cameron Musco

Deep Gaussian Processes (DGPs) compose GP layers to warp inputs, enabling improved emulation of computer models with nonstationary input-output behavior compared with ordinary GPs. In contrast to GPs, the predictive uncertainty for DGP…

Computation · Statistics 2026-05-12 Yiming Yang , Deyu Ming , Serge Guillas

Deep Gaussian Processes (DGPs) are multi-layer, flexible extensions of Gaussian processes but their training remains challenging. Sparse approximations simplify the training but often require optimization over a large number of inducing…

Machine Learning · Statistics 2021-07-20 Ayush Jain , P. K. Srijith , Mohammad Emtiyaz Khan

Deep Gaussian process models typically employ discrete hierarchies, but recent advancements in differential Gaussian processes (DiffGPs) have extended these models to infinite depths. However, existing DiffGP approaches often overlook the…

Machine Learning · Computer Science 2025-12-16 Jian Xu , Zhiqi Lin , Min Chen , Junmei Yang , Delu Zeng , John Paisley

Deep Gaussian Processes (DGPs) combine the expressiveness of Deep Neural Networks (DNNs) with quantified uncertainty of Gaussian Processes (GPs). Expressive power and intractable inference both result from the non-Gaussian distribution over…

Machine Learning · Computer Science 2020-02-26 Chi-Ken Lu , Scott Cheng-Hsin Yang , Xiaoran Hao , Patrick Shafto

Deep Gaussian processes (DGPs) provide a rich class of models that can better represent functions with varying regimes or sharp changes, compared to conventional GPs. In this work, we propose a novel inference method for DGPs for computer…

Machine Learning · Statistics 2022-08-18 Deyu Ming , Daniel Williamson , Serge Guillas

Gaussian process regression (GPR) is a useful technique to predict composition--property relationships in glasses as the method inherently provides the standard deviation of the predictions. However, the technique remains restricted to…

Computational Physics · Physics 2020-07-07 Suresh Bishnoi , R. Ravinder , Hargun Singh , Hariprasad Kodamana , N. M. Anoop Krishnan
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