Gaussian Processes

568 papers with code • 1 benchmarks • 5 datasets

Gaussian Processes is a powerful framework for several machine learning tasks such as regression, classification and inference. Given a finite set of input output training data that is generated out of a fixed (but possibly unknown) function, the framework models the unknown function as a stochastic process such that the training outputs are a finite number of jointly Gaussian random variables, whose properties can then be used to infer the statistics (the mean and variance) of the function at test values of input.

Source: Sequential Randomized Matrix Factorization for Gaussian Processes: Efficient Predictions and Hyper-parameter Optimization

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Latest papers with no code

Kernel Multigrid: Accelerate Back-fitting via Sparse Gaussian Process Regression

no code yet • 20 Mar 2024

By utilizing a technique called Kernel Packets (KP), we prove that the convergence rate of Back-fitting is no faster than $(1-\mathcal{O}(\frac{1}{n}))^t$, where $n$ and $t$ denote the data size and the iteration number, respectively.

Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility

no code yet • 19 Mar 2024

We develop a framework for composite likelihood inference of parametric continuous-time stationary Gaussian processes.

Informed Spectral Normalized Gaussian Processes for Trajectory Prediction

no code yet • 18 Mar 2024

Previous work has shown that using such informative priors to regularize probabilistic deep learning (DL) models increases their performance and data-efficiency.

A Comprehensive Review of Latent Space Dynamics Identification Algorithms for Intrusive and Non-Intrusive Reduced-Order-Modeling

no code yet • 16 Mar 2024

Numerical solvers of partial differential equations (PDEs) have been widely employed for simulating physical systems.

On the Laplace Approximation as Model Selection Criterion for Gaussian Processes

no code yet • 14 Mar 2024

Our model selection criteria allow significantly faster and high quality model selection of Gaussian process models.

Learning High-Order Control Barrier Functions for Safety-Critical Control with Gaussian Processes

no code yet • 14 Mar 2024

However, the effectiveness of CBFs is closely tied to the system model.

Mechanism Design Optimization through CAD-Based Bayesian Optimization and Quantified Constraints

no code yet • 13 Mar 2024

It investigates how to efficiently integrate Computer-Aided Design (CAD) simulations with Bayesian Optimization (BO) and a constrained design space, aiming to enhance the design optimization process beyond the confines of traditional kinematic and dynamic analysis.

PMBO: Enhancing Black-Box Optimization through Multivariate Polynomial Surrogates

no code yet • 12 Mar 2024

We introduce a surrogate-based black-box optimization method, termed Polynomial-model-based optimization (PMBO).

Explaining Bayesian Optimization by Shapley Values Facilitates Human-AI Collaboration

no code yet • 7 Mar 2024

We address this issue by proposing ShapleyBO, a framework for interpreting BO's proposals by game-theoretic Shapley values. They quantify each parameter's contribution to BO's acquisition function.

Controller Adaptation via Learning Solutions of Contextual Bayesian Optimization

no code yet • 7 Mar 2024

In this letter, we propose a framework for adapting the controller's parameters based on learning optimal solutions from contextual black-box optimization problems.