Related papers: Lightweight Gaussian Process Inference in C++ on M…
The exponential growth in data has intensified the demand for computational power to train large-scale deep learning models. However, the rapid growth in model size and complexity raises concerns about equal and fair access to computational…
Gaussian processes (GPs) are sophisticated distributions to model functional data. Whilst theoretically appealing, they are computationally cumbersome except for small datasets. We implement two methods for scaling GP inference in Stan:…
Gaussian process (GP) emulators have become essential tools for approximating complex simulators, significantly reducing computational demands in optimization, sensitivity analysis, and model calibration. While traditional GP emulators…
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…
The Gaussian process (GP) is a widely used probabilistic machine learning method with implicit uncertainty characterization for stochastic function approximation, stochastic modeling, and analyzing real-world measurements of nonlinear…
Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms,…
Adaptive learning is necessary for non-stationary environments where the learning machine needs to forget past data distribution. Efficient algorithms require a compact model update to not grow in computational burden with the incoming data…
This work introduces the Efficient Transformed Gaussian Process (ETGP), a new way of creating C stochastic processes characterized by: 1) the C processes are non-stationary, 2) the C processes are dependent by construction without needing a…
Gaussian Processes (GPs) are widely used to model dependencies in spatial statistics and machine learning. However, exact inference is computationally intractable for GP regression, with a time complexity of $O(n^3)$. The Vecchia…
We present the GPry algorithm for fast Bayesian inference of general (non-Gaussian) posteriors with a moderate number of parameters. GPry does not need any pre-training, special hardware such as GPUs, and is intended as a drop-in…
We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…
We introduce a GPU-accelerated Monte Carlo framework for nonconvex, free-final-time trajectory optimization problems. This framework makes use of the prox-linear method, which belongs to the larger family of sequential convex programming…
With the announcement that the Aurora Supercomputer will be composed of general purpose Intel CPUs complemented by discrete high performance Intel GPUs, and the deployment of the oneAPI ecosystem, Intel has committed to enter the arena of…
The Interpretable Generalization (IG) mechanism recently published in IEEE Transactions on Information Forensics and Security delivers state-of-the-art, evidence-based intrusion detection by discovering coherent normal and attack patterns…
We describe the GPU implementation of shifted or multimass iterative solvers for sparse linear systems of the sort encountered in lattice gauge theory. We provide a generic tool that can be used by those without GPU programming experience…
Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…
In high-performance computing, hotspot GPU kernels are primary bottlenecks, and expert manual tuning is costly and hard to port. Large language model methods often assume kernels can be compiled and executed cheaply, which fails in large…
We investigate the capabilities and limitations of Gaussian process models by jointly exploring three complementary directions: (i) scalable and statistically efficient inference; (ii) flexible kernels; and (iii) objective functions for…
The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…
Machine learning (ML) workloads launch hundreds to thousands of short-running GPU kernels per iteration. With GPU compute throughput growing rapidly, CPU-side launch latency of kernels is emerging as a bottleneck. CUDA Graphs promise to…