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Variational Gaussian process (GP) approximations have become a standard tool in fast GP inference. This technique requires a user to select variational features to increase efficiency. So far the common choices in the literature are…

机器学习 · 统计学 2021-10-26 Veit Wild , George Wynne

Gaussian process ($GP$) regression is a widely used non-parametric modeling tool, but its cubic complexity in the training size limits its use on massive data sets. A practical remedy is to predict using only the nearest neighbours of each…

机器学习 · 统计学 2026-04-09 Robert Allison , Tomasz Maciazek , Anthony Stephenson

Stochastic gradient descent (SGD) and its variants have established themselves as the go-to algorithms for large-scale machine learning problems with independent samples due to their generalization performance and intrinsic computational…

机器学习 · 统计学 2025-08-25 Hao Chen , Lili Zheng , Raed Al Kontar , Garvesh Raskutti

Approximations to Gaussian processes based on inducing variables, combined with variational inference techniques, enable state-of-the-art sparse approaches to infer GPs at scale through mini batch-based learning. In this work, we address…

机器学习 · 统计学 2021-07-21 Gia-Lac Tran , Dimitrios Milios , Pietro Michiardi , Maurizio Filippone

The canonical technique for nonlinear modeling of spatial/point-referenced data is known as kriging in geostatistics, and as Gaussian Process (GP) regression for surrogate modeling and statistical learning. This article reviews many…

应用统计 · 统计学 2022-12-16 Ryan B. Christianson , Ryan M. Pollyea , Robert B. Gramacy

In this work, we employ the Bayesian inference framework to solve the problem of estimating the solution and particularly, its derivatives, which satisfy a known differential equation, from the given noisy and scarce observations of the…

统计计算 · 统计学 2020-10-09 Hongqiao Wang , Xiang Zhou

We explore how the big-three computing paradigms -- symmetric multi-processor (SMC), graphical processing units (GPUs), and cluster computing -- can together be brought to bare on large-data Gaussian processes (GP) regression problems via a…

统计计算 · 统计学 2014-06-05 Robert B. Gramacy , Jarad Niemi , Robin M. Weiss

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…

机器学习 · 计算机科学 2024-07-03 Daniel Iong , Matthew McAnear , Yuezhou Qu , Shasha Zou , Gabor Toth , Yang Chen

Gaussian processes (GPs) are widely used as surrogate models for emulating computer code, which simulate complex physical phenomena. In many problems, additional boundary information (i.e., the behavior of the phenomena along input…

统计方法学 · 统计学 2019-08-26 Liang Ding , Simon Mak , C. F. Jeff Wu

This paper presents a new approach to a robust Gaussian process (GP) regression. Most existing approaches replace an outlier-prone Gaussian likelihood with a non-Gaussian likelihood induced from a heavy tail distribution, such as the…

机器学习 · 计算机科学 2020-01-15 Chiwoo Park , David J. Borth , Nicholas S. Wilson , Chad N. Hunter , Fritz J. Friedersdorf

This research proposes a flexible Bayesian extension of the composite Gaussian process (CGP) model of Ba and Joseph (2012) for predicting (stationary or) non-stationary $y(\mathbf{x})$. The CGP generalizes the regression plus stationary…

统计方法学 · 统计学 2019-06-27 Casey B. Davis , Christopher M. Hans , Thomas J. Santner

Exact Gaussian Process (GP) regression has O(N^3) runtime for data size N, making it intractable for large N. Many algorithms for improving GP scaling approximate the covariance with lower rank matrices. Other work has exploited structure…

机器学习 · 统计学 2012-09-24 Elad Gilboa , Yunus Saatçi , John P. Cunningham

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…

机器学习 · 统计学 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

Gaussian processes (GPs) are highly flexible function estimators used for geospatial analysis, nonparametric regression, and machine learning, but they are computationally infeasible for large datasets. Vecchia approximations of GPs have…

统计方法学 · 统计学 2020-12-22 Matthias Katzfuss , Joseph Guinness , Wenlong Gong , Daniel Zilber

We examine the general problem of inter-domain Gaussian Processes (GPs): problems where the GP realization and the noisy observations of that realization lie on different domains. When the mapping between those domains is linear, such as…

机器学习 · 计算机科学 2021-06-25 Luhuan Wu , Andrew Miller , Lauren Anderson , Geoff Pleiss , David Blei , John Cunningham

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

系统与控制 · 电气工程与系统科学 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…

数值分析 · 数学 2022-01-05 Vahid Keshavarzzadeh , Shandian Zhe , Robert M. Kirby , Akil Narayan

Gaussian processes (GPs) provide a powerful non-parametric framework for reasoning over functions. Despite appealing theory, its superlinear computational and memory complexities have presented a long-standing challenge. State-of-the-art…

机器学习 · 统计学 2019-01-16 Hugh Salimbeni , Ching-An Cheng , Byron Boots , Marc Deisenroth

Gaussian processes (GPs) are a highly flexible, nonparametric statistical model that are commonly used to fit nonlinear relationships or account for correlation between observations. However, the computational load of fitting a Gaussian…

统计计算 · 统计学 2023-10-30 Matthew J Heaton , Jacob A. Johnson

Multi-agent mapping is a fundamentally important capability for autonomous robot task coordination and execution in complex environments. While successful algorithms have been proposed for mapping using individual platforms, cooperative…

机器人学 · 计算机科学 2021-10-14 James Di , Ehsan Zobeidi , Alec Koppel , Nikolay Atanasov