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Deep Gaussian Processes (DGP) are hierarchical generalizations of Gaussian Processes (GP) that have proven to work effectively on a multiple supervised regression tasks. They combine the well calibrated uncertainty estimates of GPs with the…

Machine Learning · Statistics 2018-01-10 Marton Havasi , José Miguel Hernández-Lobato , Juan José Murillo-Fuentes

GPflow is a Gaussian process library that uses TensorFlow for its core computations and Python for its front end. The distinguishing features of GPflow are that it uses variational inference as the primary approximation method, provides…

Gaussian processes (GPs) are Bayesian non-parametric models useful in a myriad of applications. Despite their popularity, the cost of GP predictions (quadratic storage and cubic complexity with respect to the number of training points)…

Machine Learning · Computer Science 2022-05-24 Alec M. Dunton , Benjamin W. Priest , Amanda Muyskens

Sparse convolution plays a pivotal role in emerging workloads, including point cloud processing in AR/VR, autonomous driving, and graph understanding in recommendation systems. Since the computation pattern is sparse and irregular,…

Distributed, Parallel, and Cluster Computing · Computer Science 2023-11-23 Haotian Tang , Shang Yang , Zhijian Liu , Ke Hong , Zhongming Yu , Xiuyu Li , Guohao Dai , Yu Wang , Song Han

In this tutorial we explain the inference procedures developed for the sparse Gaussian process (GP) regression and Gaussian process latent variable model (GPLVM). Due to page limit the derivation given in Titsias (2009) and Titsias &…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk

Multitask Gaussian processes (MTGP) are the Gaussian process (GP) framework's solution for multioutput regression problems in which the $T$ elements of the regressors cannot be considered conditionally independent given the observations.…

Machine Learning · Computer Science 2022-08-26 Óscar García-Hinde , Vanessa Gómez-Verdejo , Manel Martínez-Ramón

We introduce GPflux, a Python library for Bayesian deep learning with a strong emphasis on deep Gaussian processes (DGPs). Implementing DGPs is a challenging endeavour due to the various mathematical subtleties that arise when dealing with…

Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating…

Machine Learning · Computer Science 2025-11-18 Zewen Yang , Dongfa Zhang , Xiaobing Dai , Fengyi Yu , Chi Zhang , Bingkun Huang , Hamid Sadeghian , Sami Haddadin

Gaussian Processes (GPs) are expressive models for capturing signal statistics and expressing prediction uncertainty. As a result, the robotics community has gathered interest in leveraging these methods for inference, planning, and…

Robotics · Computer Science 2023-08-29 Francesco Crocetti , Jeffrey Mao , Alessandro Saviolo , Gabriele Costante , Giuseppe Loianno

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

Gaussian processes (GPs) are crucial in machine learning for quantifying uncertainty in predictions. However, their associated covariance matrices, defined by kernel functions, are typically dense and large-scale, posing significant…

Machine Learning · Computer Science 2025-04-02 Theresa Wagner , Tianshi Xu , Franziska Nestler , Yuanzhe Xi , Martin Stoll

We present a novel computational approach for extracting weak signals, whose exact location and width may be unknown, from complex background distributions with an arbitrary functional form. We focus on datasets that can be naturally…

High Energy Physics - Experiment · Physics 2023-03-22 Abhijith Gandrakota , Amitabh Lath , Alexandre V. Morozov , Sindhu Murthy

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the…

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian Processes (GPs) are Bayesian models that provide uncertainty estimates associated to the predictions made. They are also very flexible due to their non-parametric nature. Nevertheless, GPs suffer from poor scalability as the number…

Machine Learning · Computer Science 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

Machine learning (ML) techniques have recently gained significant attention for solving compliance minimization (CM) problems. However, these methods typically provide poor feature boundaries, are very expensive, and lack a systematic…

Machine Learning · Computer Science 2025-11-06 Xiangyu Sun , Amin Yousefpour , Shirin Hosseinmardi , Ramin Bostanabad

We propose two methods for exact Gaussian process (GP) inference and learning on massive image, video, spatial-temporal, or multi-output datasets with missing values (or "gaps") in the observed responses. The first method ignores the gaps…

Machine Learning · Statistics 2018-08-13 Trefor W. Evans , Prasanth B. Nair

Making predictions and quantifying their uncertainty when the input data is sequential is a fundamental learning challenge, recently attracting increasing attention. We develop SigGPDE, a new scalable sparse variational inference framework…

Machine Learning · Statistics 2021-10-13 Maud Lemercier , Cristopher Salvi , Thomas Cass , Edwin V. Bonilla , Theodoros Damoulas , Terry Lyons

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.…

Machine Learning · Computer Science 2014-08-12 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet

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.…

Machine Learning · Statistics 2013-05-27 Jie Chen , Nannan Cao , Kian Hsiang Low , Ruofei Ouyang , Colin Keng-Yan Tan , Patrick Jaillet