相关论文: A novel active learning-based Gaussian process met…

Uncertainty quantification has been a core of the statistical machine learning, but its computational bottleneck has been a serious challenge for both Bayesians and frequentists. We propose a model-based framework in quantifying…

Multi-fidelity modeling and calibration are data fusion tasks that ubiquitously arise in engineering design. In this paper, we introduce a novel approach based on latent-map Gaussian processes (LMGPs) that enables efficient and accurate…

Gaussian Process (GPs) models are a rich distribution over functions with inductive biases controlled by a kernel function. Learning occurs through the optimisation of kernel hyperparameters using the marginal likelihood as the objective.…

This tutorial provides a systematic introduction to Gaussian process learning-based model predictive control (GP-MPC), an advanced approach integrating Gaussian process (GP) with model predictive control (MPC) for enhanced control in…

Gaussian process (GP) models form a core part of probabilistic machine learning. Considerable research effort has been made into attacking three issues with GP models: how to compute efficiently when the number of data is large; how to…

Decoders built on Gaussian processes (GPs) are enticing due to the marginalisation over the non-linear function space. Such models (also known as GP-LVMs) are often expensive and notoriously difficult to train in practice, but can be scaled…

This work demonstrates the ability to produce readily interpretable statistical metrics for model fit, fixed effects covariance coefficients, and prediction confidence. Importantly, this work compares 4 suitable and commonly applied…

Many methods have been proposed to quantify the predictive uncertainty associated with the outputs of deep neural networks. Among them, ensemble methods often lead to state-of-the-art results, though they require modifications to the…

Ensuring fairness in machine learning predictions is a critical challenge, especially when models are deployed in sensitive domains such as credit scoring, healthcare, and criminal justice. While many fairness interventions rely on data…

Gaussian Process (GP) regression has seen widespread use in robotics due to its generality, simplicity of use, and the utility of Bayesian predictions. The predominant implementation of GP regression is a nonparameteric kernel-based…

The paper considers a class of multi-agent Markov decision processes (MDPs), in which the network agents respond differently (as manifested by the instantaneous one-stage random costs) to a global controlled state and the control actions of…

Multi-task regression attempts to exploit the task similarity in order to achieve knowledge transfer across related tasks for performance improvement. The application of Gaussian process (GP) in this scenario yields the non-parametric yet…

Physical modeling is critical for many modern science and engineering applications. From a data science or machine learning perspective, where more domain-agnostic, data-driven models are pervasive, physical knowledge -- often expressed as…

The Alternating Current Optimal Power Flow (ACOPF) problem is a core task in power system operations, aimed at determining cost-effective generation dispatch while satisfying physical and operational constraints. However, conventional ACOPF…

Gaussian processes (GPs) are Bayesian nonparametric models for function approximation with principled predictive uncertainty estimates. Deep Gaussian processes (DGPs) are multilayer generalizations of GPs that can represent complex marginal…

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 study aleatoric and epistemic uncertainty estimation in a learned regressive system dynamics model. Disentangling aleatoric uncertainty (the inherent randomness of the system) from epistemic uncertainty (the lack of data) is crucial for…

In recent years, electricity generation has been responsible for more than a quarter of the greenhouse gas emissions in the US. Integrating a significant amount of renewables into a power grid is probably the most accessible way to reduce…

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…

Deep Gaussian processes (DGPs) are multi-layer hierarchical generalisations of Gaussian processes (GPs) and are formally equivalent to neural networks with multiple, infinitely wide hidden layers. DGPs are probabilistic and non-parametric…