Related papers: Scaling Gaussian Process Regression with Full Deri…

A fast multilevel algorithm based on directionally scaled tensor-product Gaussian kernels on structured sparse grids is proposed for interpolation of high-dimensional functions and for the numerical integration of high-dimensional…

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…

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…

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Deep Gaussian Processes (DGPs) are hierarchical generalizations of Gaussian Processes that combine well calibrated uncertainty estimates with the high flexibility of multilayer models. One of the biggest challenges with these models is that…

Gaussian process (GP) regression is a flexible, nonparametric approach to regression that naturally quantifies uncertainty. In many applications, the number of responses and covariates are both large, and a goal is to select covariates that…

Global sensitivity analysis of complex numerical simulators is often limited by the small number of model evaluations that can be afforded. In such settings, surrogate models built from a limited set of simulations can substantially reduce…

Deep Gaussian processes (DGPs) provide a robust paradigm for Bayesian deep learning. In DGPs, a set of sparse integration locations called inducing points are selected to approximate the posterior distribution of the model. This is done to…

Recent work introduced deep kernel processes as an entirely kernel-based alternative to NNs (Aitchison et al. 2020). Deep kernel processes flexibly learn good top-layer representations by alternately sampling the kernel from a distribution…

Gaussian processes (GPs) are flexible distributions over functions that enable high-level assumptions about unknown functions to be encoded in a parsimonious, flexible and general way. Although elegant, the application of GPs is limited by…

Gaussian processes (GPs) are non-parametric, flexible, models that work well in many tasks. Combining GPs with deep learning methods via deep kernel learning (DKL) is especially compelling due to the strong representational power induced by…

We introduce a general framework for large-scale model-based derivative-free optimization based on iterative minimization within random subspaces. We present a probabilistic worst-case complexity analysis for our method, where in particular…

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

This paper presents a variational Bayesian kernel selection (VBKS) algorithm for sparse Gaussian process regression (SGPR) models. In contrast to existing GP kernel selection algorithms that aim to select only one kernel with the highest…

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)…

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

Decentralized Gaussian process (GP) methods offer a scalable framework for multi-agent scalar-field estimation by replacing a centralized global model with multiple local models maintained by individual agents. A team of agents operates…

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…

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…