Related papers: nuGPR: GPU-Accelerated Gaussian Process Regression…

Gaussian Process Regression (GPR) is a nonparametric supervised learning method, widely valued for its ability to quantify uncertainty. Despite its advantages and broad applications, classical GPR implementations face significant…

Gaussian processes (GPs) have gained popularity as flexible machine learning models for regression and function approximation with an in-built method for uncertainty quantification. However, GPs suffer when the amount of training data is…

Gaussian process regression (GPR) is a non-parametric Bayesian technique for interpolating or fitting data. The main barrier to further uptake of this powerful tool rests in the computational costs associated with the matrices which arise…

Gaussian process regression (GPR) is a powerful machine learning method which has recently enjoyed wider use, in particular in physical sciences. In its original formulation, GPR uses a square matrix of covariances among training data and…

Gaussian processes (GPs) are a widely used regression tool, but the cubic complexity of exact solvers limits their scalability. To address this challenge, we extend the GPRat library by incorporating a fully GPU-resident GP prediction…

Gaussian Process Regression (GPR) is widely used for inferring functions from noisy data. GPR crucially relies on the choice of a kernel, which might be specified in terms of a collection of hyperparameters that must be chosen or learned.…

Model selection in Gaussian processes scales prohibitively with the size of the training dataset, both in time and memory. While many approximations exist, all incur inevitable approximation error. Recent work accounts for this error in the…

Almost all scientific data have uncertainties originating from different sources. Gaussian process regression (GPR) models are a natural way to model data with Gaussian-distributed uncertainties. GPR also has the benefit of reducing I/O…

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

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…

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

Gaussian Process Regression (GPR) is widely used in statistics and machine learning for prediction tasks requiring uncertainty measures. Its efficacy depends on the appropriate specification of the mean function, covariance kernel function,…

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

In this paper we propose a novel Bayesian solution for nonlinear regression in complex fields. Previous solutions for kernels methods usually assume a complexification approach, where the real-valued kernel is replaced by a complex-valued…

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 GPR_calculator, a package based on Python and C++ programming languages to build an on-the-fly surrogate model using Gaussian Process Regression (GPR) to approximate expensive electronic structure calculations. The key idea is to…

In this work, we present a novel machine learning approach for pricing high-dimensional American options based on the modified Gaussian process regression (GPR). We incorporate deep kernel learning and sparse variational Gaussian processes…