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Multi-output Gaussian processes (MOGPs) have been introduced to deal with multiple tasks by exploiting the correlations between different outputs. Generally, MOGPs models assume a flat correlation structure between the outputs. However,…

Machine Learning · Computer Science 2023-09-01 Chunchao Ma , Arthur Leroy , Mauricio Alvarez

The Multi-Output Gaussian Process is is a popular tool for modelling data from multiple sources. A typical choice to build a covariance function for a MOGP is the Linear Model of Coregionalization (LMC) which parametrically models the…

Machine Learning · Computer Science 2025-06-13 Xiaoyu Jiang , Sokratia Georgaka , Magnus Rattray , Mauricio A. Álvarez

Often in machine learning, data are collected as a combination of multiple conditions, e.g., the voice recordings of multiple persons, each labeled with an ID. How could we build a model that captures the latent information related to these…

Machine Learning · Statistics 2017-05-30 Zhenwen Dai , Mauricio A. Álvarez , Neil D. Lawrence

Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can…

The data-driven approach is emerging as a promising method for the topological design of multiscale structures with greater efficiency. However, existing data-driven methods mostly focus on a single class of microstructures without…

Computational Engineering, Finance, and Science · Computer Science 2020-09-17 Liwei Wang , Siyu Tao , Ping Zhu , Wei Chen

Transformed Gaussian Processes (TGPs) are stochastic processes specified by transforming samples from the joint distribution from a prior process (typically a GP) using an invertible transformation; increasing the flexibility of the base…

Machine Learning · Computer Science 2023-11-03 Francisco Javier Sáez-Maldonado , Juan Maroñas , Daniel Hernández-Lobato

With the advent of artificial intelligence and machine learning, various domains of science and engineering communities have leveraged data-driven surrogates to model complex systems through fusing numerous sources of information (data)…

Scientific and engineering problems often require the use of artificial intelligence to aid understanding and the search for promising designs. While Gaussian processes (GP) stand out as easy-to-use and interpretable learners, they have…

Machine Learning · Computer Science 2021-07-01 Liwei Wang , Suraj Yerramilli , Akshay Iyer , Daniel Apley , Ping Zhu , Wei Chen

We develop a framework for derivative Gaussian process latent variable models (DGP-LVMs) that can handle multi-dimensional output data using modified derivative covariance functions. The modifications account for complexities in the…

Methodology · Statistics 2025-06-10 Soham Mukherjee , Manfred Claassen , Paul-Christian Bürkner

Multi-output Gaussian processes (MOGPs) leverage the flexibility and interpretability of GPs while capturing structure across outputs, which is desirable, for example, in spatio-temporal modelling. The key problem with MOGPs is their…

Machine Learning · Statistics 2020-07-20 Wessel P. Bruinsma , Eric Perim , Will Tebbutt , J. Scott Hosking , Arno Solin , Richard E. Turner

Multi-output Gaussian processes (MOGPs) are an extension of Gaussian Processes (GPs) for predicting multiple output variables (also called channels, tasks) simultaneously. In this paper we use the convolution theorem to design a new kernel…

Machine Learning · Computer Science 2021-10-11 Kai Chen , Twan van Laarhoven , Perry Groot , Jinsong Chen , Elena Marchiori

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

Machine Learning · Statistics 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Machine Learning · Statistics 2021-09-21 Haitao Liu , Jiaqi Ding , Xinyu Xie , Xiaomo Jiang , Yusong Zhao , Xiaofang Wang

Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…

Machine Learning · Statistics 2021-10-13 Nicholas Oune , Ramin Bostanabad

We present the Mixed Likelihood Gaussian process latent variable model (GP-LVM), capable of modeling data with attributes of different types. The standard formulation of GP-LVM assumes that each observation is drawn from a Gaussian…

Machine Learning · Computer Science 2018-11-20 Samuel Murray , Hedvig Kjellström

Graph-structured data is a type of data to be obtained associated with a graph structure where vertices and edges describe some kind of data correlation. This paper proposes a regression method on graph-structured data, which is based on…

Machine Learning · Computer Science 2025-05-23 Ayano Nakai-Kasai , Tadashi Wadayama

Artificial intelligence and machine learning frameworks have served as computationally efficient mapping between inputs and outputs for engineering problems. These mappings have enabled optimization and analysis routines that have warranted…

Machine Learning · Statistics 2024-07-17 Yigitcan Comlek , Sandipp Krishnan Ravi , Piyush Pandita , Sayan Ghosh , Liping Wang , Wei Chen

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Machine Learning · Statistics 2022-01-17 Nicholas Oune , Jonathan Tammer Eweis-Labolle , Ramin Bostanabad

Multi-output Gaussian processes (MOGP) are probability distributions over vector-valued functions, and have been previously used for multi-output regression and for multi-class classification. A less explored facet of the multi-output…

Machine Learning · Statistics 2015-02-10 Sebastián Gómez-González , Mauricio A. Álvarez , Hernán Felipe García

We present MOGPTK, a Python package for multi-channel data modelling using Gaussian processes (GP). The aim of this toolkit is to make multi-output GP (MOGP) models accessible to researchers, data scientists, and practitioners alike. MOGPTK…

Machine Learning · Statistics 2020-02-11 Taco de Wolff , Alejandro Cuevas , Felipe Tobar
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