相关论文: Gaussian Process Regression with Mismatched Models

Model predictive control allows to provide high performance and safety guarantees in the form of constraint satisfaction. These properties, however, can be satisfied only if the underlying model, used for prediction, of the controlled…

In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…

In many areas of science and engineering, discovering the governing differential equations from the noisy experimental data is an essential challenge. It is also a critical step in understanding the physical phenomena and prediction of the…

We consider a teacher-student model of supervised learning with a fully-trained two-layer neural network whose width $k$ and input dimension $d$ are large and proportional. We provide an effective theory for approximating the Bayes-optimal…

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Class imbalance in real-world data poses a common bottleneck for machine learning tasks, since achieving good generalization on under-represented examples is often challenging. Mitigation strategies, such as under or oversampling the data…

Obstacle-aware trajectory navigation is crucial for many systems. For example, in real-world navigation tasks, an agent must avoid obstacles, such as furniture in a room, while planning a trajectory. Gaussian Process (GP) regression, in its…

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of…

Gaussian process regression is a powerful Bayesian nonlinear regression method. Recent research has enabled the capture of many types of observations using non-Gaussian likelihoods. To deal with various tasks in spatial modeling, we benefit…

Despite being able to capture a range of features of the data, high accuracy models trained with supervision tend to make similar predictions. This seemingly implies that high-performing models share similar biases regardless of training…

Developments in Deep Learning have significantly improved time series forecasting by enabling more accurate modeling of complex temporal dependencies inherent in sequential data. The effectiveness of such models is often demonstrated on…

Multi-task learning requires accurate identification of the correlations between tasks. In real-world time-series, tasks are rarely perfectly temporally aligned; traditional multi-task models do not account for this and subsequent errors in…

Recent work has shown that Transformers can perform in-context learning for linear regression under restrictive assumptions, including i.i.d. data, Gaussian noise, and Gaussian regression coefficients. However, real-world data often violate…

Gaussian process regression is a frequently used statistical method for flexible yet fully probabilistic non-linear regression modeling. A common obstacle is its computational complexity which scales poorly with the number of observations.…

Gaussian process regression (GPR) is a fundamental model used in machine learning. Owing to its accurate prediction with uncertainty and versatility in handling various data structures via kernels, GPR has been successfully used in various…

This tutorial aims to provide an intuitive introduction to Gaussian process regression (GPR). GPR models have been widely used in machine learning applications due to their representation flexibility and inherent capability to quantify…

How quickly can a given class of concepts be learned from examples? It is common to measure the performance of a supervised machine learning algorithm by plotting its "learning curve", that is, the decay of the error rate as a function of…

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

A method to reconstruct fields, source strengths and physical parameters based on Gaussian process regression is presented for the case where data are known to fulfill a given linear differential equation with localized sources. The…

Real-world data generation often involves certain geometries (e.g., graphs) that induce instance-level interdependence. This characteristic makes the generalization of learning models more difficult due to the intricate interdependent…