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We introduce a new structured kernel interpolation (SKI) framework, which generalises and unifies inducing point methods for scalable Gaussian processes (GPs). SKI methods produce kernel approximations for fast computations through kernel…

Machine Learning · Computer Science 2015-03-04 Andrew Gordon Wilson , Hannes Nickisch

Gaussian processes (GPs) are flexible models that can capture complex structure in large-scale dataset due to their non-parametric nature. However, the usage of GPs in real-world application is limited due to their high computational cost…

Machine Learning · Statistics 2018-11-06 Congzheng Song , Yiming Sun

Gaussian Processes (GP) have become popular machine-learning methods for kernel-based learning on datasets with complicated covariance structures. In this paper, we present a novel extension to the GP framework using a contaminated normal…

Machine Learning · Computer Science 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

Machine Learning · Statistics 2022-02-25 Hugh Dance , Brooks Paige

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2010-02-23 Yuan Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Machine Learning · Computer Science 2012-07-02 Edward Snelson , Zoubin Ghahramani

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 · Statistics 2024-09-18 Sawan Kumar , Rajdip Nayek , Souvik Chakraborty

Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…

Machine Learning · Computer Science 2020-06-09 Jarred Barber

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

We introduce a new scalable approximation for Gaussian processes with provable guarantees which hold simultaneously over its entire parameter space. Our approximation is obtained from an improved sample complexity analysis for sparse…

Machine Learning · Computer Science 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Deep neural networks (DNN) and Gaussian processes (GP) are two powerful models with several theoretical connections relating them, but the relationship between their training methods is not well understood. In this paper, we show that…

Machine Learning · Statistics 2020-07-21 Mohammad Emtiyaz Khan , Alexander Immer , Ehsan Abedi , Maciej Korzepa

We introduce a new class of inter-domain variational Gaussian processes (GP) where data is mapped onto the unit hypersphere in order to use spherical harmonic representations. Our inference scheme is comparable to variational Fourier…

Machine Learning · Statistics 2020-07-01 Vincent Dutordoir , Nicolas Durrande , James Hensman

Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety-critical applications is hindered by the lack of good performance guarantees. To…

Machine Learning · Statistics 2019-08-27 David Reeb , Andreas Doerr , Sebastian Gerwinn , Barbara Rakitsch

In decision-making systems, it is important to have classifiers that have calibrated uncertainties, with an optimisation objective that can be used for automated model selection and training. Gaussian processes (GPs) provide uncertainty…

Machine Learning · Statistics 2020-03-05 Vincent Dutordoir , Mark van der Wilk , Artem Artemev , James Hensman

We introduce a framework and early results for massively scalable Gaussian processes (MSGP), significantly extending the KISS-GP approach of Wilson and Nickisch (2015). The MSGP framework enables the use of Gaussian processes (GPs) on…

Machine Learning · Computer Science 2015-11-06 Andrew Gordon Wilson , Christoph Dann , Hannes Nickisch

Sequential learning with Gaussian processes (GPs) is challenging when access to past data is limited, for example, in continual and active learning. In such cases, errors can accumulate over time due to inaccuracies in the posterior,…

Machine Learning · Computer Science 2023-06-07 Paul E. Chang , Prakhar Verma , S. T. John , Arno Solin , Mohammad Emtiyaz Khan

Gaussian Processes (GPs) are known to provide accurate predictions and uncertainty estimates even with small amounts of labeled data by capturing similarity between data points through their kernel function. However traditional GP kernels…

Machine Learning · Computer Science 2021-11-16 Ankur Mallick , Chaitanya Dwivedi , Bhavya Kailkhura , Gauri Joshi , T. Yong-Jin Han

Gaussian processes (GPs) provide a probabilistic nonparametric representation of functions in regression, classification, and other problems. Unfortunately, exact learning with GPs is intractable for large datasets. A variety of approximate…

Machine Learning · Computer Science 2012-03-19 Yuan , Qi , Ahmed H. Abdel-Gawad , Thomas P. Minka

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

Machine Learning · Statistics 2024-02-27 Jiaxin Shi , Michalis K. Titsias , Andriy Mnih

Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…

Machine Learning · Statistics 2014-10-01 Yarin Gal , Mark van der Wilk , Carl E. Rasmussen