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Gaussian processes (GPs) are a popular class of Bayesian nonparametric models, but its training can be computationally burdensome for massive training datasets. While there has been notable work on scaling up these models for big data,…

统计方法学 · 统计学 2023-11-16 Kevin Li , Simon Mak

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…

机器学习 · 计算机科学 2021-07-16 Bahram Jafrasteh , Carlos Villacampa-Calvo , Daniel Hernández-Lobato

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…

计算物理 · 物理学 2025-06-09 Christopher DeGrendele , Dongwook Lee

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

统计方法学 · 统计学 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

This article proposes an efficient numerical method for solving nonlinear partial differential equations (PDEs) based on sparse Gaussian processes (SGPs). Gaussian processes (GPs) have been extensively studied for solving PDEs by…

数值分析 · 数学 2023-08-09 Rui Meng , Xianjin Yang

Gaussian processes (GPs) offer a flexible class of priors for nonparametric Bayesian regression, but popular GP posterior inference methods are typically prohibitively slow or lack desirable finite-data guarantees on quality. We develop an…

机器学习 · 统计学 2019-03-28 Jonathan H. Huggins , Trevor Campbell , Mikołaj Kasprzak , Tamara Broderick

Gaussian processes (GPs) are widely used in nonparametric regression, classification and spatio-temporal modeling, motivated in part by a rich literature on theoretical properties. However, a well known drawback of GPs that limits their use…

统计方法学 · 统计学 2011-06-29 Anjishnu Banerjee , David Dunson , Surya Tokdar

Gaussian processes (GPs) are powerful non-parametric function estimators. However, their applications are largely limited by the expensive computational cost of the inference procedures. Existing stochastic or distributed synchronous…

机器学习 · 统计学 2017-06-14 Hao Peng , Shandian Zhe , Yuan Qi

Belonging to the family of Bayesian nonparametrics, Gaussian process (GP) based approaches have well-documented merits not only in learning over a rich class of nonlinear functions, but also in quantifying the associated uncertainty.…

机器学习 · 统计学 2021-10-14 Qin Lu , Georgios V. Karanikolas , Georgios B. Giannakis

Sparse variational Gaussian process (SVGP) methods are a common choice for non-conjugate Gaussian process inference because of their computational benefits. In this paper, we improve their computational efficiency by using a dual…

机器学习 · 计算机科学 2022-01-20 Vincent Adam , Paul E. Chang , Mohammad Emtiyaz Khan , Arno Solin

Variational inference techniques based on inducing variables provide an elegant framework for scalable posterior estimation in Gaussian process (GP) models. Besides enabling scalability, one of their main advantages over sparse…

机器学习 · 统计学 2021-02-24 Simone Rossi , Markus Heinonen , Edwin V. Bonilla , Zheyang Shen , Maurizio Filippone

Gaussian processes (GPs) are widely used in non-parametric Bayesian modeling, and play an important role in various statistical and machine learning applications. In a variety tasks of uncertainty quantification, generating random sample…

统计计算 · 统计学 2024-08-02 Haoyuan Chen , Rui Tuo

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…

机器学习 · 计算机科学 2020-11-18 Quang Minh Hoang , Trong Nghia Hoang , Hai Pham , David P. Woodruff

Missing values are common in many real-life datasets. However, most of the current machine learning methods can not handle missing values. This means that they should be imputed beforehand. Gaussian Processes (GPs) are non-parametric models…

While the great capability of Transformers significantly boosts prediction accuracy, it could also yield overconfident predictions and require calibrated uncertainty estimation, which can be commonly tackled by Gaussian processes (GPs).…

机器学习 · 计算机科学 2024-05-29 Yingyi Chen , Qinghua Tao , Francesco Tonin , Johan A. K. Suykens

Gaussian processes (GP) for machine learning have been studied systematically over the past two decades and they are by now widely used in a number of diverse applications. However, GP kernel design and the associated hyper-parameter…

机器学习 · 计算机科学 2020-10-28 Feng Yin , Lishuo Pan , Xinwei He , Tianshi Chen , Sergios Theodoridis , Zhi-Quan , Luo

We consider Bayesian inference problems with computationally intensive likelihood functions. We propose a Gaussian process (GP) based method to approximate the joint distribution of the unknown parameters and the data. In particular, we…

统计计算 · 统计学 2018-03-15 Hongqiao Wang , Jinglai Li

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian…

机器学习 · 计算机科学 2016-09-22 P. K. Srijith , P. Balamurugan , Shirish Shevade

Inter-domain Gaussian processes (GPs) allow for high flexibility and low computational cost when performing approximate inference in GP models. They are particularly suitable for modeling data exhibiting global structure but are limited to…

机器学习 · 统计学 2020-11-03 Tim G. J. Rudner , Dino Sejdinovic , Yarin Gal

Gaussian processes (GPs) are frequently used in machine learning and statistics to construct powerful models. However, when employing GPs in practice, important considerations must be made, regarding the high computational burden,…

统计计算 · 统计学 2021-03-08 Karla Monterrubio-Gómez , Sara Wade