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Gaussian Processes (\textbf{GPs}) are flexible non-parametric models with strong probabilistic interpretation. While being a standard choice for performing inference on time series, GPs have few techniques to work in a streaming setting.…

Machine Learning · Statistics 2021-07-22 Théo Galy-Fajou , Manfred Opper

High-dimensional optimization is a critical challenge for operating large-scale scientific facilities. We apply a physics-informed Gaussian process (GP) optimizer to tune a complex system by conducting efficient global search. Typical GP…

Computational Physics · Physics 2021-07-14 Adi Hanuka , X. Huang , J. Shtalenkova , D. Kennedy , A. Edelen , V. R. Lalchand , D. Ratner , J. Duris

Acquiring a substantial number of data points for training accurate machine learning (ML) models is a big challenge in scientific fields where data collection is resource-intensive. Here, we propose a novel approach for constructing a…

Machine Learning · Computer Science 2025-05-07 M. R. Mahani , Igor A. Nechepurenko , Yasmin Rahimof , Andreas Wicht

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…

Machine Learning · Computer Science 2025-01-17 Richard Cornelius Suwandi , Zhidi Lin , Feng Yin , Zhiguo Wang , Sergios Theodoridis

This paper introduces a new method of partitioning the solution space of a multi-objective optimisation problem for parallel processing, called Efficient Projection Partitioning. This method projects solutions down into a single dimension,…

Optimization and Control · Mathematics 2017-11-23 William Pettersson , Melih Ozlen

Federated learning (FL) facilitates the secure utilization of decentralized images, advancing applications in medical image recognition and autonomous driving. However, conventional FL faces two critical challenges in real-world deployment:…

Computer Vision and Pattern Recognition · Computer Science 2026-02-26 Shiwei Lu , Yuhang He , Jiashuo Li , Qiang Wang , Yihong Gong

Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…

We revisit the problem of fair representation learning by proposing Fair Partial Least Squares (PLS) components. PLS is widely used in statistics to efficiently reduce the dimension of the data by providing representation tailored for the…

Machine Learning · Computer Science 2025-02-25 Elena M. De-Diego , Adrián Perez-Suay , Paula Gordaliza , Jean-Michel Loubes

Projection-based model reduction is among the most widely adopted methods for constructing parametric Reduced-Order Models (ROM). Utilizing the snapshot data from solving full-order governing equations, the Proper Orthogonal Decomposition…

Machine Learning · Statistics 2025-09-16 Xiao Liu , Jingyi Feng , Xinchao Liu

The prediction of learning curves for Natural Language Processing (NLP) models enables informed decision-making to meet specific performance objectives, while reducing computational overhead and lowering the costs associated with dataset…

Machine Learning · Computer Science 2025-10-21 Viktoria Schram , Markus Hiller , Daniel Beck , Trevor Cohn

Gaussian processes (GP) provide a prior over functions and allow finding complex regularities in data. Gaussian processes are successfully used for classification/regression problems and dimensionality reduction. In this work we consider…

Machine Learning · Computer Science 2016-11-21 Pavel Izmailov , Dmitry Kropotov

Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…

Machine Learning · Computer Science 2023-06-07 Alexander Lin , Bahareh Tolooshams , Yves Atchadé , Demba Ba

Gaussian processes have been successful in both supervised and unsupervised machine learning tasks, but their computational complexity has constrained practical applications. We introduce a new approximation for large-scale Gaussian…

Machine Learning · Computer Science 2015-11-03 David A. Moore , Stuart J. Russell

Data-driven Model Predictive Control (MPC), where the system model is learned from data with machine learning, has recently gained increasing interests in the control community. Gaussian Processes (GP), as a type of statistical models, are…

Systems and Control · Computer Science 2019-10-03 Truong X. Nghiem

Gaussian process training decomposes into inference of the (approximate) posterior and learning of the hyperparameters. For non-Gaussian (non-conjugate) likelihoods, two common choices for approximate inference are Expectation Propagation…

Machine Learning · Computer Science 2022-11-14 Rui Li , ST John , Arno Solin

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties…

Machine Learning · Computer Science 2021-08-02 Armin Lederer , Alejandro Jose Ordonez Conejo , Korbinian Maier , Wenxin Xiao , Jonas Umlauft , Sandra Hirche

Low-precision arithmetic has had a transformative effect on the training of neural networks, reducing computation, memory and energy requirements. However, despite its promise, low-precision arithmetic has received little attention for…

Machine Learning · Computer Science 2022-07-15 Wesley J. Maddox , Andres Potapczynski , Andrew Gordon Wilson

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.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Large language model (LLM) training and finetuning are often bottlenecked by limited GPU memory. While existing projection-based optimization methods address this by projecting gradients into a lower-dimensional subspace to reduce optimizer…

Machine Learning · Computer Science 2024-06-26 Aashiq Muhamed , Oscar Li , David Woodruff , Mona Diab , Virginia Smith

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…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser