相关论文: A Sparse Expansion For Deep Gaussian Processes

We introduce a new interpretation of sparse variational approximations for Gaussian processes using inducing points, which can lead to more scalable algorithms than previous methods. It is based on decomposing a Gaussian process as a sum of…

A Gaussian Process (GP) is a prominent mathematical framework for stochastic function approximation in science and engineering applications. This success is largely attributed to the GP's analytical tractability, robustness, non-parametric…

We introduce a scalable Gaussian process (GP) framework with deep product kernels for data-driven learning of parametrized spatio-temporal fields over fixed or parameter-dependent domains. The proposed framework learns a continuous…

Deep Gaussian processes (DGPs) upgrade ordinary GPs through functional composition, in which intermediate GP layers warp the original inputs, providing flexibility to model non-stationary dynamics. Two DGP regimes have emerged in recent…

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…

Recent advances in Deep Gaussian Processes (DGPs) show the potential to have more expressive representation than that of traditional Gaussian Processes (GPs). However, there exists a pathology of deep Gaussian processes that their learning…

The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about…

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…

One obstacle to the use of Gaussian processes (GPs) in large-scale problems, and as a component in deep learning system, is the need for bespoke derivations and implementations for small variations in the model or inference. In order to…

The growing demand for accurate, efficient, and scalable solutions in computational mechanics highlights the need for advanced operator learning algorithms that can efficiently handle large datasets while providing reliable uncertainty…

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

We propose a simple method that combines neural networks and Gaussian processes. The proposed method can estimate the uncertainty of outputs and flexibly adjust target functions where training data exist, which are advantages of Gaussian…

Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Gaussian processes (GP) are Bayesian non-parametric models that are widely used for probabilistic regression. Unfortunately, it cannot scale well with large data nor perform real-time predictions due to its cubic time cost in the data size.…

Combining Gaussian processes with the expressive power of deep neural networks is commonly done nowadays through deep kernel learning (DKL). Unfortunately, due to the kernel optimization process, this often results in losing their Bayesian…

Bayesian models based on Gaussian processes (GPs) offer a flexible framework to predict spatially distributed variables with uncertainty. But the use of nonstationary priors, often necessary for capturing complex spatial patterns, makes…

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…