Related papers: STN-GPR: A Singularity Tensor Network Framework fo…
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…
To address the scalability limitations of Gaussian process (GP) regression, several approximation techniques have been proposed. One such method is based on tensor networks, which utilizes an exponential number of basis functions without…
A key bottleneck in quantum machine learning is the computational cost of repeated quantum circuit evaluations during the inference phase. To address this, we present a framework for constructing fast, cheap, provably accurate classical…
This paper introduces a tensor neural network (TNN) to address nonparametric regression problems, leveraging its distinct sub-network structure to effectively facilitate variable separation and enhance the approximation of complex,…
Recently, a Gaussian Process Regression - neural network (GPRNN) hybrid machine learning method was proposed, which is based on additive-kernel GPR in redundant coordinates constructed by rules [J. Phys. Chem. A 127 (2023) 7823]. The method…
We propose a method (TT-GP) for approximate inference in Gaussian Process (GP) models. We build on previous scalable GP research including stochastic variational inference based on inducing inputs, kernel interpolation, and structure…
We implemented a geometry optimizer based on Gaussian process regression (GPR) to find minimum structures on potential energy surfaces. We tested both a two times differentiable form of the Mat\'{e}rn kernel and the squared exponential…
Recurrent neural networks (RNNs) are powerful tools for sequential modeling, but typically require significant overparameterization and regularization to achieve optimal performance. This leads to difficulties in the deployment of large…
The tensor-train (TT) format is a data-sparse tensor representation commonly used in high dimensional data approximations. In order to represent data with interpretability in data science, researchers develop data-centric skeletonized low…
Treating high dimensionality is one of the main challenges in the development of computational methods for solving problems arising in finance, where tasks such as pricing, calibration, and risk assessment need to be performed accurately…
Spiking Neural Networks (SNNs) have gained significant attention as a potentially energy-efficient alternative for standard neural networks with their sparse binary activation. However, SNNs suffer from memory and computation overhead due…
This paper presents a method for approximate Gaussian process (GP) regression with tensor networks (TNs). A parametric approximation of a GP uses a linear combination of basis functions, where the accuracy of the approximation depends on…
Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…
Uncertainty estimation is essential for robust decision-making in the presence of ambiguous or out-of-distribution inputs. Gaussian Processes (GPs) are classical kernel-based models that offer principled uncertainty quantification and…
Recently, tensor data (or multidimensional array) have been generated in many modern applications, such as functional magnetic resonance imaging (fMRI) in neuroscience and videos in video analysis. Many efforts are made in recent years to…
Recurrent Neural Network (RNN) are a popular choice for modeling temporal and sequential tasks and achieve many state-of-the-art performance on various complex problems. However, most of the state-of-the-art RNNs have millions of parameters…
Recently, a tensor-on-tensor (ToT) regression model has been proposed to generalize tensor recovery, encompassing scenarios like scalar-on-tensor regression and tensor-on-vector regression. However, the exponential growth in tensor…
Constrained combinatorial optimization problems abound in industry, from portfolio optimization to logistics. One of the major roadblocks in solving these problems is the presence of non-trivial hard constraints which limit the valid search…
In this work, we firstly apply the Train-Tensor (TT) networks to construct a compact representation of the classical Multilayer Perceptron, representing a reduction of up to 95% of the coefficients. A comparative analysis between tensor…
In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption…