Related papers: Scalable Deep Basis Kernel Gaussian Processes
Large-scale Gaussian process inference has long faced practical challenges due to time and space complexity that is superlinear in dataset size. While sparse variational Gaussian process models are capable of learning from large-scale data,…
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…
We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes without revisiting any…
Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…
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 $d$…
We provide simple schemes to build Bayesian Neural Networks (BNNs), block by block, inspired by a recent idea of computation skeletons. We show how by adjusting the types of blocks that are used within the computation skeleton, we can…
Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…
Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…
Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…
Regularized least-squares (kernel-ridge / Gaussian process) regression is a fundamental algorithm of statistics and machine learning. Because generic algorithms for the exact solution have cubic complexity in the number of datapoints, large…
Gaussian processes (GPs) provide a nonparametric representation of functions. However, classical GP inference suffers from high computational cost for big data. In this paper, we propose a new Bayesian approach, EigenGP, that learns both…
Gaussian processes are rich distributions over functions, which provide a Bayesian nonparametric approach to smoothing and interpolation. We introduce simple closed form kernels that can be used with Gaussian processes to discover patterns…
Deep Gaussian Process (DGP) as a model prior in Bayesian learning intuitively exploits the expressive power in function composition. DGPs also offer diverse modeling capabilities, but inference is challenging because marginalization in…
Designing categorical kernels is a major challenge for Gaussian process regression with continuous and categorical inputs. Despite previous studies, it is difficult to identify a preferred method, either because the evaluation metrics, the…
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…
We introduce a Gaussian process model of functions which are additive. An additive function is one which decomposes into a sum of low-dimensional functions, each depending on only a subset of the input variables. Additive GPs generalize…
We present a scalable Gaussian Process (GP) method called DSoftKI that can fit and predict full derivative observations. It extends SoftKI, a method that approximates a kernel via softmax interpolation, to the setting with derivatives.…
One major impediment to the wider use of deep learning for clinical decision making is the difficulty of assigning a level of confidence to model predictions. Currently, deep Bayesian neural networks and sparse Gaussian processes are the…