相关论文: Online Anomaly Detection with Sparse Gaussian Proc…

Mechanistic simulation models are inverted against observations in order to gain inference on modeled processes. However, with the increasing ability to collect high resolution observations, these observations represent more patterns of…

The problem of identifying change points in high-dimensional Gaussian graphical models (GGMs) in an online fashion is of interest, due to new applications in biology, economics and social sciences. The offline version of the problem, where…

Trajectory optimization of a controlled dynamical system is an essential part of autonomy, however many trajectory optimization techniques are limited by the fidelity of the underlying parametric model. In the field of robotics, a lack of…

Gaussian processes (GP) are a widely used model for regression problems in supervised machine learning. Implementation of GP regression typically requires $O(n^3)$ logic gates. We show that the quantum linear systems algorithm [Harrow et…

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse…

Online sensing plays an important role in advancing modern manufacturing. The real-time sensor signals, which can be stored as high-resolution time series data, contain rich information about the operation status. One of its popular usages…

Identifying anomalous patterns in real-world data is essential for understanding where, when, and how systems deviate from their expected dynamics. Yet methods that separately consider the anomalousness of each individual data point have…

Parameter estimation is crucial for modeling, tracking, and control of complex dynamical systems. However, parameter uncertainties can compromise system performance under a controller relying on nominal parameter values. Typically,…

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…

Anomaly detection on time series is a fundamental task in monitoring the Key Performance Indicators (KPIs) of IT systems. Many of the existing approaches in the literature show good performance while requiring a lot of training resources.…

Fine-grained time series data are crucial for accurate and timely online change detection. While both collective anomalies and change points can coexist in such data, their joint online detection has received limited attention. In this…

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…

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

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.…

In an era of ubiquitous large-scale streaming data, the availability of data far exceeds the capacity of expert human analysts. In many settings, such data is either discarded or stored unprocessed in datacenters. This paper proposes a…

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…

Detection of abnormal BGP events is of great importance to preserve the security and robustness of the Internet inter-domain routing system. In this paper, we propose an anomaly detection framework based on machine learning techniques to…

Gaussian processes (GPs) provide a principled Bayesian framework for uncertainty estimation, but their computational complexity severely limits scalability to large datasets. We propose SIKA-GP, which accelerates GP inference using sparse…

Missing value imputation is crucial for real-world data science workflows. Imputation is harder in the online setting, as it requires the imputation method itself to be able to evolve over time. For practical applications, imputation…

Gaussian processes (GPs) are non-parametric Bayesian models that are widely used for diverse prediction tasks. Previous work in adding strong privacy protection to GPs via differential privacy (DP) has been limited to protecting only the…