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We consider the problem of calculating learning curves (i.e., average generalization performance) of Gaussian processes used for regression. On the basis of a simple expression for the generalization error, in terms of the eigenvalue…

Disordered Systems and Neural Networks · Physics 2007-05-23 Peter Sollich , Anason Halees

We study the average case performance of multi-task Gaussian process (GP) regression as captured in the learning curve, i.e. the average Bayes error for a chosen task versus the total number of examples $n$ for all tasks. For GP covariances…

Machine Learning · Computer Science 2012-11-05 Simon R. F. Ashton , Peter Sollich

This paper deals with the speed of convergence of the learning curve in a Gaussian process regression framework. The learning curve describes the average generalization error of the Gaussian process used for the regression. More…

Statistics Theory · Mathematics 2013-01-14 Loic Le Gratiet , Josselin Garnier

Teacher-student models provide a framework in which the typical-case performance of high-dimensional supervised learning can be described in closed form. The assumptions of Gaussian i.i.d. input data underlying the canonical teacher-student…

Learning curves provide insight into the dependence of a learner's generalization performance on the training set size. This important tool can be used for model selection, to predict the effect of more training data, and to reduce the…

Machine Learning · Computer Science 2022-11-08 Tom Viering , Marco Loog

Regression is typically treated as a curve-fitting process where the goal is to fit a prediction function to data. With the help of conditional generative adversarial networks, we propose to solve this age-old problem in a different way; we…

Machine Learning · Computer Science 2024-04-23 Deddy Jobson , Eddy Hudson

This work is concerned with the convergence of Gaussian process regression. A particular focus is on hierarchical Gaussian process regression, where hyper-parameters appearing in the mean and covariance structure of the Gaussian process…

Numerical Analysis · Mathematics 2020-07-20 Aretha L Teckentrup

In recent years, significant attention in deep learning theory has been devoted to analyzing when models that interpolate their training data can still generalize well to unseen examples. Many insights have been gained from studying models…

Machine Learning · Statistics 2023-10-24 Jacob A. Zavatone-Veth , Cengiz Pehlevan

Reinforcement learning has been successful across several applications in which agents have to learn to act in environments with sparse feedback. However, despite this empirical success there is still a lack of theoretical understanding of…

Machine Learning · Statistics 2023-11-08 Blake Bordelon , Paul Masset , Henry Kuo , Cengiz Pehlevan

Collecting operationally realistic data to inform machine learning models can be costly. Before collecting new data, it is helpful to understand where a model is deficient. For example, object detectors trained on images of rare objects may…

Machine Learning · Statistics 2025-12-24 Anna R. Flowers , Christopher T. Franck , Robert B. Gramacy , Justin A. Krometis

Gaussian processes are ubiquitous in machine learning, statistics, and applied mathematics. They provide a flexible modelling framework for approximating functions, whilst simultaneously quantifying uncertainty. However, this is only true…

Statistics Theory · Mathematics 2021-05-19 George Wynne , François-Xavier Briol , Mark Girolami

This paper is concerned with sample size determination methodology for prediction models. We propose combining the individual calculations via a learning-type curve. We suggest two distinct ways of doing so, a deterministic skeleton of a…

Methodology · Statistics 2024-05-24 Alimu Dayimu , Nikola Simidjievski , Nikolaos Demiris , Jean Abraham

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

Machine Learning · Computer Science 2020-08-25 Vladimir Joukov , Dana Kulić

Within the past two decades, Gaussian process regression has been increasingly used for modeling dynamical systems due to some beneficial properties such as the bias variance trade-off and the strong connection to Bayesian mathematics. As…

Systems and Control · Electrical Eng. & Systems 2021-02-11 Thomas Beckers

We characterize the power-law asymptotics of learning curves for Gaussian process regression (GPR) under the assumption that the eigenspectrum of the prior and the eigenexpansion coefficients of the target function follow a power law. Under…

Machine Learning · Computer Science 2021-11-30 Hui Jin , Pradeep Kr. Banerjee , Guido Montúfar

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies.…

Systems and Control · Electrical Eng. & Systems 2025-02-05 Anna Scampicchio , Elena Arcari , Amon Lahr , Melanie N. Zeilinger

This paper analyzes the convergence and generalization of training a one-hidden-layer neural network when the input features follow the Gaussian mixture model consisting of a finite number of Gaussian distributions. Assuming the labels are…

Machine Learning · Computer Science 2023-01-30 Hongkang Li , Shuai Zhang , Meng Wang

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…

Machine Learning · Statistics 2025-03-11 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is…

Systems and Control · Electrical Eng. & Systems 2023-07-11 Armin Lederer , Jonas Umlauft , Sandra Hirche

Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical…

Systems and Control · Electrical Eng. & Systems 2022-11-22 Elena Arcari , Andrea Carron , Melanie N. Zeilinger
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