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In this paper, we explore the application of Gaussian Processes (GPs) for predicting mean-reverting time series with an underlying structure, using relatively unexplored functional and augmented data structures. While many conventional…

Statistical Finance · Quantitative Finance 2024-03-05 Narayan Tondapu

Commercial establishments like restaurants, service centres and retailers have several sources of customer feedback about products and services, most of which need not be as structured as rated reviews provided by services like Yelp, or…

Computation and Language · Computer Science 2017-03-28 Vineet John

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…

Machine Learning · Statistics 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai

Gaussian Process (GP) models are widely used for Robotic Information Gathering (RIG) in exploring unknown environments due to their ability to model complex phenomena with non-parametric flexibility and accurately quantify prediction…

Robotics · Computer Science 2024-06-07 Weizhe Chen , Lantao Liu , Roni Khardon

This work introduces the concept of parametric Gaussian processes (PGPs), which is built upon the seemingly self-contradictory idea of making Gaussian processes parametric. Parametric Gaussian processes, by construction, are designed to…

Machine Learning · Statistics 2017-05-08 Maziar Raissi

Software qualities such as usability or reliability are among the strongest determinants of mobile app user satisfaction and constitute a significant portion of online user feedback on software products, making it a valuable source of…

Software Engineering · Computer Science 2025-06-16 Eduard C. Groen , Fabiano Dalpiaz , Martijn van Vliet , Boris Winter , Joerg Doerr , Sjaak Brinkkemper

Reputation is a valuable asset in online social lives and it has drawn increased attention. How to evaluate user reputation in online rating systems is especially significant due to the existence of spamming attacks. To address this issue,…

Information Retrieval · Computer Science 2017-01-24 Jian Gao , Tao Zhou

We analyse and explain the increased generalisation performance of iterate averaging using a Gaussian process perturbation model between the true and batch risk surface on the high dimensional quadratic. We derive three phenomena…

Machine Learning · Statistics 2021-11-02 Diego Granziol , Xingchen Wan , Samuel Albanie , Stephen Roberts

While a typical supervised learning framework assumes that the inputs and the outputs are measured at the same levels of granularity, many applications, including global mapping of disease, only have access to outputs at a much coarser…

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

Machine Learning · Statistics 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

We propose a new method for simplification of Gaussian process (GP) models by projecting the information contained in the full encompassing model and selecting a reduced number of variables based on their predictive relevance. Our results…

Methodology · Statistics 2017-12-18 Juho Piironen , Aki Vehtari

Digital platforms increasingly face a common challenge in the age of artificial intelligence (AI): how to elicit richer and more useful user-generated content (UGC) without fully automating content production. We study this question in the…

General Economics · Economics 2026-05-01 Fangyan Wang , Sai Liang , Zaiyan Wei

Additive-interactive regression has recently been shown to offer attractive minimax error rates over traditional nonparametric multivariate regression in a wide variety of settings, including cases where the predictor count is much larger…

Methodology · Statistics 2014-11-26 Shaan Qamar , Surya T. Tokdar

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Gaussian processes (GPs) are generally regarded as the gold standard surrogate model for emulating computationally expensive computer-based simulators. However, the problem of training GPs as accurately as possible with a minimum number of…

Methodology · Statistics 2024-11-26 Hossein Mohammadi , Peter Challenor

Rating prediction is a core problem in recommender systems to quantify user's preferences towards items, however, rating imbalance naturally roots in real-world user ratings that cause biased predictions and lead to poor performance on tail…

Information Retrieval · Computer Science 2022-08-18 Yuexin Wu , Xiaolei Huang

This study introduces an innovative Gaussian Process (GP) model utilizing an ensemble kernel that integrates Radial Basis Function (RBF), Rational Quadratic, and Mat\'ern kernels for product sales forecasting. By applying Bayesian…

Machine Learning · Computer Science 2024-06-12 Shahin Mirshekari , Negin Hayeri Motedayen , Mohammad Ensaf

In this paper we introduce deep Gaussian process (GP) models. Deep GPs are a deep belief network based on Gaussian process mappings. The data is modeled as the output of a multivariate GP. The inputs to that Gaussian process are then…

Machine Learning · Statistics 2013-03-26 Andreas C. Damianou , Neil D. Lawrence

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

Our goal is to evaluate the accuracy of a black-box classification model, not as a single aggregate on a given test data distribution, but as a surface over a large number of combinations of attributes characterizing multiple test data…

Machine Learning · Computer Science 2021-10-27 Vihari Piratla , Soumen Chakrabarty , Sunita Sarawagi
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