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Gaussian processes (GPs) are nonparametric priors over functions. Fitting a GP implies computing a posterior distribution of functions consistent with the observed data. Similarly, deep Gaussian processes (DGPs) should allow us to compute a…

We present a novel approach for explaining Gaussian processes (GPs) that can utilize the full analytical covariance structure present in GPs. Our method is based on the popular solution concept of Shapley values extended to stochastic…

机器学习 · 统计学 2023-05-25 Siu Lun Chau , Krikamol Muandet , Dino Sejdinovic

Dynamic paired comparison models, such as Elo and Glicko, are frequently used for sports prediction and ranking players or teams. We present an alternative dynamic paired comparison model which uses a Gaussian Process (GP) as a prior for…

应用统计 · 统计学 2019-02-21 Martin Ingram

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

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

机器学习 · 统计学 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak

Gaussian Processes (GPs) are widely recognized as powerful non-parametric models for regression and classification. Traditional GP frameworks predominantly operate under the assumption that the inputs are either accurately known or subject…

系统与控制 · 电气工程与系统科学 2025-10-14 Muzaffar Qureshi , Tochukwu Elijah Ogri , Zachary I. Bell , Wanjiku A. Makumi , Rushikesh Kamalapurkar

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) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

机器学习 · 计算机科学 2024-02-16 Sebastian W. Ober , Artem Artemev , Marcel Wagenländer , Rudolfs Grobins , Mark van der Wilk

In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models,…

机器学习 · 统计学 2018-06-05 Haitao Liu , Jianfei Cai , Yi Wang , Yew-Soon Ong

Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…

机器学习 · 统计学 2019-02-27 James Requeima , Will Tebbutt , Wessel Bruinsma , Richard E. Turner

Gaussian processes (GPs) are an important tool in machine learning and statistics with applications ranging from social and natural science through engineering. They constitute a powerful kernelized non-parametric method with…

机器学习 · 统计学 2021-12-20 Manuel Schürch , Dario Azzimonti , Alessio Benavoli , Marco Zaffalon

Bayesian inference on non-Gaussian data is often non-analytic and requires computationally expensive approximations such as sampling or variational inference. We propose an approximate inference framework primarily designed to be…

机器学习 · 计算机科学 2022-10-12 Marius Hobbhahn , Philipp Hennig

Gaussian Processes are widely used for regression tasks. A known limitation in the application of Gaussian Processes to regression tasks is that the computation of the solution requires performing a matrix inversion. The solution also…

机器学习 · 计算机科学 2017-08-22 Sourish Das , Sasanka Roy , Rajiv Sambasivan

Earth observation from satellite sensory data poses challenging problems, where machine learning is currently a key player. In recent years, Gaussian Process (GP) regression has excelled in biophysical parameter estimation tasks from…

Despite the widespread utilization of Gaussian process models for versatile nonparametric modeling, they exhibit limitations in effectively capturing abrupt changes in function smoothness and accommodating relationships with heteroscedastic…

机器学习 · 统计学 2023-09-01 Taehee Lee , Jun S. Liu

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…

机器学习 · 统计学 2026-04-14 Mark D. Risser , Marcus M. Noack , Hengrui Luo , Ronald Pandolfi

We adapt Gaussian processes for estimating the average dose-response function in observational settings, introducing a powerful complement to treatment effect estimation for understanding heterogeneous effects. We incorporate samples from a…

统计理论 · 数学 2024-09-26 Jake R. Dailey

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

We present an approximate Bayesian inference approach for estimating the intensity of an inhomogeneous Poisson process, where the intensity function is modelled using a Gaussian process (GP) prior via a sigmoid link function. Augmenting the…

机器学习 · 统计学 2019-05-06 Christian Donner , Manfred Opper

Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…

机器学习 · 统计学 2024-04-04 Didem Kochan , Xiu Yang