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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…

机器学习 · 计算机科学 2023-05-16 Idan Achituve , Gal Chechik , Ethan Fetaya

Gaussian process (GP) regression is a powerful probabilistic modeling technique with built-in uncertainty quantification. When one has access to multiple correlated simulations (tasks), it is common to fit a multitask GP (MTGP) surrogate…

统计计算 · 统计学 2026-03-18 Aleksei G. Sorokin , Pieterjan Robbe , Fred J. Hickernell

Gaussian Processes (GPs) are a versatile method that enables different approaches towards learning for dynamics and control. Gaussianity assumptions appear in two dimensions in GPs: The positive semi-definite kernel of the underlying…

机器学习 · 统计学 2024-09-13 T. Faulwasser , O. Molodchyk

The high efficiency of a recently proposed method for computing with Gaussian processes relies on expanding a (translationally invariant) covariance kernel into complex exponentials, with frequencies lying on a Cartesian equispaced grid.…

数值分析 · 数学 2023-05-19 Alex Barnett , Philip Greengard , Manas Rachh

Gaussian processes (GPs) are the most common formalism for defining probability distributions over spaces of functions. While applications of GPs are myriad, a comprehensive understanding of GP sample paths, i.e. the function spaces over…

机器学习 · 计算机科学 2026-01-06 Nathaël Da Costa , Marvin Pförtner , Lancelot Da Costa , Philipp Hennig

Variable selection in Gaussian processes (GPs) is typically undertaken by thresholding the inverse lengthscales of automatic relevance determination kernels, but in high-dimensional datasets this approach can be unreliable. A more…

机器学习 · 统计学 2022-02-25 Hugh Dance , Brooks Paige

We present a new strategy for learning the functional relation between a pair of variables, while addressing inhomogeneities in the correlation structure of the available data, by modelling the sought function as a sample function of a…

机器学习 · 统计学 2024-04-22 Gargi Roy , Dalia Chakrabarty

Gaussian Process (GP) models are a class of flexible non-parametric models that have rich representational power. By using a Gaussian process with additive structure, complex responses can be modelled whilst retaining interpretability.…

机器学习 · 统计学 2022-06-22 Xiaoyu Lu , Alexis Boukouvalas , James Hensman

Gaussian processes (GPs) furnish accurate nonlinear predictions with well-calibrated uncertainty. However, the typical GP setup has a built-in stationarity assumption, making it ill-suited for modeling data from processes with sudden…

统计方法学 · 统计学 2025-11-21 Anna R. Flowers , Christopher T. Franck , Mickaël Binois , Chiwoo Park , Robert B. Gramacy

Recently, there has been a growing interest in mixed-categorical metamodels based on Gaussian Process (GP) for Bayesian optimization. In this context, different approaches can be used to build the mixed-categorical GP. Many of these…

最优化与控制 · 数学 2024-05-14 Paul Saves , Youssef Diouane , Nathalie Bartoli , Thierry Lefebvre , Joseph Morlier

We develop a novel framework to accelerate Gaussian process regression (GPR). In particular, we consider localization kernels at each data point to down-weigh the contributions from other data points that are far away, and we derive the GPR…

机器学习 · 统计学 2022-10-19 Davit Gogolashvili , Bogdan Kozyrskiy , Maurizio Filippone

Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…

机器学习 · 计算机科学 2020-08-25 Vladimir Joukov , Dana Kulić

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

多智能体系统 · 计算机科学 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

Multi-output Gaussian processes (MOGPs) are an extension of Gaussian Processes (GPs) for predicting multiple output variables (also called channels, tasks) simultaneously. In this paper we use the convolution theorem to design a new kernel…

机器学习 · 计算机科学 2021-10-11 Kai Chen , Twan van Laarhoven , Perry Groot , Jinsong Chen , Elena Marchiori

Gaussian Process Regression is a well-known machine learning technique for which several quantum algorithms have been proposed. We show here that in a wide range of scenarios these algorithms show no exponential speedup. We achieve this by…

量子物理 · 物理学 2025-07-04 Dominic Lowe , M. S. Kim , Roberto Bondesan

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region.…

机器学习 · 计算机科学 2018-07-10 Chiwoo Park , Daniel Apley

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 a new polynomial-free prolongation scheme for Adaptive Mesh Refinement (AMR) simulations of compressible and incompressible computational fluid dynamics. The new method is constructed using a multi-dimensional kernel-based…

数值分析 · 数学 2022-10-12 Steven I. Reeves , Dongwook Lee , Adam Reyes , Carlo Graziani , Petros Tzeferacos

Gaussian processes (GPs), or distributions over arbitrary functions in a continuous domain, can be generalized to the multi-output case: a linear model of coregionalization (LMC) is one approach. LMCs estimate and exploit correlations…

机器学习 · 统计学 2017-10-24 Vladimir Feinberg , Li-Fang Cheng , Kai Li , Barbara E Engelhardt

Gaussian process (GP) models provide a powerful tool for prediction but are computationally prohibitive using large data sets. In such scenarios, one has to resort to approximate methods. We derive an approximation based on a composite…

机器学习 · 统计学 2018-02-02 Xiuming Liu , Dave Zachariah , Edith C. H. Ngai