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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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3486961,0441,392 · Jun 202019922001200920172026
48 results for Gaussian process regression networks

We introduce a new regression framework, Gaussian process regression networks (GPRN), which combines the structural properties of Bayesian neural networks with the non-parametric flexibility of Gaussian processes. This model accommodates input dependent signal and noise correlations between multiple response variables,…

2011-10-19abs ↗pdf ↗

Stochastic gradient descent improves Gaussian process regression.

problem Efficiently solving large linear systems in Gaussian process regression.
method Developed a stochastic dual descent algorithm using insights from optimisation and kernel communities.
result Stochastic gradient descent is highly effective when done right.

This note explains when neural networks can be seen as Gaussian processes.

problem Understanding the relationship between neural networks and Gaussian processes.
method Formulating a Gaussian process regression based on neural network outputs and analyzing the resulting posterior mean functions.
result The posterior mean functions of neural networks follow a Gaussian process in certain cases, providing an interpretation of reproducing kernel Hilbert spaces.

A scalable method for efficient inference in Gaussian process regression networks.

problem Intractable inference in Gaussian process regression networks (GPRN).
method Tensorization of output space, tensor/matrix-normal variational posteriors, joint optimization, and exploiting Kronecker product structure.
result Captures posterior dependencies and improves inference quality for large number of outputs.

Active learning improves GP regression on complex, high-dimensional data.

problem Improving Gaussian Process regression in high-dimensional spaces with discontinuous functions.
method Combines manifold learning with active learning to optimize data selection and reduce dimensionality.
result Superior performance over random learning in synthetic data experiments.

The neural tangent kernel equivalence theorem fails in practice.

problem Does the neural tangent kernel (NTK) equivalence theorem hold in practical neural network training?
method Rigorously derived NTK and conducted numerical experiments to evaluate the equivalence theorem.
result Adding a layer to a neural network and the corresponding updated NTK do not yield matching changes in predictor error.

Deep neural networks and Gaussian processes are shown to be equivalent through activation functions.

problem Understanding the relationship between neural networks and Gaussian processes.
method Developing an equivalence theory based on activation functions and kernels.
result Models can be seen as neural networks with improved uncertainty prediction or deep Gaussian processes with increased accuracy.

GPRNs accurately model stellar activity affecting RV measurements of exoplanets.

problem Stellar activity limits detection and characterisation of exoplanets.
method Gaussian Process Regression Networks (GPRNs) for joint analysis of RV data and stellar activity indicators.
result GPRNs accurately describe solar RV data, correlating with activity at separations of a few days.

Meta-learning improves Gaussian process uncertainty estimation.

problem Poor uncertainty estimation in Gaussian processes with deep kernels.
method Meta-learning to calibrate deep kernel GPs using task-specific uncalibrated and calibrated distributions.
result Improves uncertainty estimation performance with high regression performance.

Gaussian processes struggle with compositional functions, but deep Gaussian processes can outperform.

problem Gaussian process regression struggles with compositional functions.
method We study information-theoretic lower bounds for posterior contraction rates in Gaussian process regression for a continuous regression model.
result Posterior based on any mean-zero Gaussian process can only recover the truth at a rate strictly slower than the minimax rate for generalized additive functions.

Local laGPR speeds up multiscale mechanics simulations without neural networks.

problem High computational costs in multiscale mechanics simulations.
method Local approximate Gaussian process regression (laGPR) combined with FE schemes.
result laGPR offers better accuracy than neural networks for stress predictions.

Develops a new method for functional regression that works with non-Gaussian data.

problem Limited models for regression in function spaces with Gaussian process priors.
method Introduces Neural Operator Flows (OpFlow) for non-Gaussian function spaces.
result OpFlow enables robust and accurate uncertainty quantification for functional regression.

Bayesian inference for wide neural networks using Edgeworth expansion.

problem Analyzing the non-Gaussian behavior of wide neural networks in Bayesian inference.
method Proposed a non-Gaussian distribution using multivariate Edgeworth expansion for finite-width neural networks.
result Derived non-Gaussian posterior distribution in Bayesian regression tasks.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

Develops intrinsic Gaussian process regression for manifold-valued data.

problem Lack of intrinsic Gaussian process methods for manifold-valued response variables.
method Proposes an intrinsic covariance structure and a novel intrinsic Gaussian process regression model.
result Establishes asymptotic properties and shows posterior consistency.

This paper speeds up Gaussian process regression for autocorrelated data.

problem Temporal overfitting in Gaussian process models for autocorrelated data.
method Modifying existing Gaussian process approximations to handle blocked, de-correlated data.
result Proposed methods accelerate Gaussian process regression on autocorrelated data without sacrificing performance.

Optimized GPRNN reduces model complexity and overfitting, improving performance.

problem Overfitting in neural networks and high model complexity.
method Gaussian Process Regression - Neural Network hybrid with optimized redundant coordinates.
result Optimized GPRNN achieves lower test set error with fewer terms/neurons.

We propose a novel deep learning paradigm of differential flows that learn a stochastic differential equation transformations of inputs prior to a standard classification or regression function. The key property of differential Gaussian processes is the warping of inputs through infinitely deep, but infinitesimal, diff…

2018-10-09abs ↗pdf ↗

Proposes GPLFR for predicting high-dimensional outputs with few data.

problem Predicting high-dimensional outputs from limited data.
method GPLFR combines Gaussian process and linear-Gaussian decoding for high-dimensional prediction.
result GPLFR outperforms existing methods in predicting high-dimensional outputs.

Optimal neuron activation functions improve neural network performance.

problem Limited expressive power of standard neuron activation functions in neural networks.
method Additive Gaussian process regression to construct individual neuron activation functions.
result Optimal neuron activation functions lead to better performance and reduced overfitting.

We propose and investigate new complementary methodologies for estimating predictive variance networks in regression neural networks. We derive a locally aware mini-batching scheme that result in sparse robust gradients, and show how to make unbiased weight updates to a variance network. Further, we formulate a heurist…

2019-06-04abs ↗pdf ↗

Bayesian estimators for causal inference using hierarchical Gaussian Processes.

problem Estimating causal effects in sharp and fuzzy RD/RK designs.
method Hierarchical Gaussian Process models for regression and classification.
result Hierarchical GP models improve precision and coverage of RD/RK estimations.

New sparse Gaussian process method tackles unconstrained regression problems.

problem Dealing with physical systems that satisfy inequality constraints.
method Extends constrained Gaussian process by redefining hat basis functions.
result Reduces computational complexity from O(n3)O(n^{3}) to O(nm2)O(nm^{2}).

Bayesian neural networks use ridgelet prior for uncertainty quantification.

problem Combining strong predictive performance with uncertainty quantification in Bayesian neural networks.
method Proposes a ridgelet prior that approximates a Gaussian process covariance function in the output space of the network.
result Establishes universality property allowing Bayesian neural networks to approximate any Gaussian process.

Paper introduces robust Gaussian process regression without sacrificing computational efficiency.

problem Violation of independent and identically distributed Gaussian observation noise assumption in Gaussian process regression.
method Proves robust and conjugate Gaussian process regression (RCGP) at no additional cost using generalised Bayesian inference.
result RCGP enables exact conjugate closed form updates in all settings where standard GPs admit them.

The paper examines how kernel approximations affect Gaussian process regression in large data applications.

problem Effect of kernel approximations on Gaussian process regression in large data applications.
method Unified framework to analyze Gaussian process regression under computational and epistemic misspecification.
result Theoretical analysis of Gaussian process regression under various misspecifications.

New method scales Gaussian processes with derivatives using variational inference.

problem Scaling Gaussian processes with derivative information for high-dimensional problems.
method Introducing inducing directional derivatives to sparsify derivative information using variational inference.
result Achieves fully scalable Gaussian process regression with derivatives.

This work approximates finite neural networks with Gaussian processes, providing error bounds and applications in prior selection.

problem Approximating finite neural networks with Gaussian processes for error bounds and uncertainty quantification.
method Iterative approximation of neural network layers as mixtures of Gaussian processes, using optimal transport and Gaussian processes.
result The ability to return a mixture of Gaussian processes that is ε-close to the neural network at a finite set of input points.

Extends Gaussian Process regression for handling multiple prior distributions.

problem Handling multiple prior distributions in Bayesian Machine Learning models.
method Mixtures of Gaussian Processes with analytical and Sparse Variational approaches.
result Effective in accounting for prior misspecification in functional regression problems.

New method renormalizes neural network Gaussian processes to identify learnable vs. unlearnable modes.

problem Separating learnable from unlearnable information in neural networks.
method Wilsonian renormalization applied to Gaussian Process Regression.
result Obtains a universal flow of the ridge parameter that becomes input-dependent.

A new Gaussian process regression method infers implicit manifold structure from data.

problem Scaling Gaussian process regression to high-dimensional data.
method Proposes a fully differentiable Gaussian process regression technique that infers implicit manifold structure from data.
result Improves predictive performance and calibration of standard Gaussian process regression in high-dimensional settings.

Study uses AI and ML to predict and optimize corrosion resistance of aluminum alloys.

problem Corrosion resistance of aluminum alloys in marine environments.
method Investigated two ML approaches: direct and inverse, using Random Forest, neural network, and Gaussian Process Regression.
result Gaussian Process Regression with hybrid kernel functions provided superior predictive performance.

GP-ND avoids obstacles in trajectory planning using Gaussian Process regression.

problem Avoiding obstacles in trajectory planning for real-world systems.
method GP-ND models negative data pairs using Gaussian distributions and maximizes their KL divergence from the GP to avoid them.
result GP-ND outperforms traditional GP learning in obstacle-aware trajectory planning.

Batch Active Learning uses derivative information for Gaussian Process regression.

problem Efficiently selecting data batches in Gaussian Process regression models.
method Proposes using the predictive covariance matrix to select data batches, exploiting full correlation.
result Demonstrates the effectiveness of incorporating derivative information across diverse applications.

A novel Laplace-approximated Bayesian Tensor Network Kernel Machine (LA-TNKM) provides principled uncertainty estimates.

problem How to provide principled uncertainty estimates for tensor network kernel machines.
method Employing a linearized Laplace approximation for Bayesian inference.
result Consistently matches or surpasses Gaussian Processes and BNNs across diverse UCI regression benchmarks.

This study converts BART to Gaussian process regression, revealing its limitations and potential improvements.

problem Understanding the Gaussian process limit of BART and its implications.
method Deriving and computing BART's prior covariance function, implementing the infinite trees limit as GP regression, and tuning hyperparameters.
result The Gaussian process limit of BART is inferior to standard BART but can be made competitive with proper hyperparameter tuning.

Quantum neural networks converge to Gaussian processes as they grow.

problem Understanding the convergence of quantum neural networks to Gaussian processes.
method Analyzing Haar random unitary and orthogonal deep QNNs, considering input states, measurement observables, and non-independence of unitary matrix entries.
result Quantum neural networks outputs converge to Gaussian processes in the limit of large Hilbert space dimension.