arXiv research

Paper extends multi-task Gaussian Cox processes for heterogeneous tasks.

This paper evaluates heterogeneous information fusion using multi-task Gaussian processes in the context of geological resource modeling. Specifically, it empirically demonstrates that information integration across heterogeneous information sources leads to superior estimates of all the quantities being modeled, compa…

We tackle the problem of multi-task learning with copula process. Multivariable prediction in spatial and spatial-temporal processes such as natural resource estimation and pollution monitoring have been typically addressed using techniques based on Gaussian processes and co-Kriging. While the Gaussian prior assumption…

This paper simplifies MTGP derivations for Gaussian processes.

Develops a scalable multi-task Gaussian process with neural embedding for improved performance.

MAGMA uses a common mean process to improve multi-step-ahead time series forecasting.

A multi-task GP model tracks time-varying transition probabilities between two states.

Mixture of multi-task GPs for clustering and prediction of functional data.

Paper introduces a new model to handle multi-task learning across different input domains.

Unified model improves multi-task learning by accounting for temporal misalignment.

Extends neural diffusion processes for multi-task regression.

We generalize the log Gaussian Cox process (LGCP) framework to model multiple correlated point data jointly. The observations are treated as realizations of multiple LGCPs, whose log intensities are given by linear combinations of latent functions drawn from Gaussian process priors. The combination coefficients are als…

We present a multi-task learning formulation for Deep Gaussian processes (DGPs), through non-linear mixtures of latent processes. The latent space is composed of private processes that capture within-task information and shared processes that capture across-task dependencies. We propose two different methods for segmen…

Paper proposes a new multi-task causal Gaussian process model for better prediction and uncertainty estimation.

Normative modeling has recently been proposed as an alternative for the case-control approach in modeling heterogeneity within clinical cohorts. Normative modeling is based on single-output Gaussian process regression that provides coherent estimates of uncertainty required by the method but does not consider spatial c…

Unified framework for imputation and prediction in healthcare time series.

We consider evidence integration from potentially dependent observation processes under varying spatio-temporal sampling resolutions and noise levels. We develop a multi-resolution multi-task (MRGP) framework while allowing for both inter-task and intra-task multi-resolution and multi-fidelity. We develop shallow Gauss…

We consider multi-task regression models where observations are assumed to be a linear combination of several latent node and weight functions, all drawn from Gaussian process (GP) priors that allow nonzero covariance between grouped latent functions. We show that when these grouped functions are conditionally independ…

Paper introduces MTGP for engineering tasks with sparse data.

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,…

Multi-task/Multi-output learning seeks to exploit correlation among tasks to enhance performance over learning or solving each task independently. In this paper, we investigate this problem in the context of Gaussian Processes (GPs) and propose a new model which learns a mixture of latent processes by decomposing the c…

CMDE uses deep learning to estimate causal effects from complex data.

Aggregated data is commonplace in areas such as epidemiology and demography. For example, census data for a population is usually given as averages defined over time periods or spatial resolutions (cities, regions or countries). In this paper, we present a novel multi-task learning model based on Gaussian processes for…

Wide neural networks can benefit from multi-task learning in their infinite-width limit.

New method for efficient personalized learning in mobile health.

Multi-task learning leverages shared information among data sets to improve the learning performance of individual tasks. The paper applies this framework for data where each task is a phase-shifted periodic time series. In particular, we develop a novel Bayesian nonparametric model capturing a mixture of Gaussian proc…

We study the average case performance of multi-task Gaussian process (GP) regression as captured in the learning curve, i.e. the average Bayes error for a chosen task versus the total number of examples $n$ for all tasks. For GP covariances that are the product of an input-dependent covariance function and a free-form …

Advanced kernels improve Gaussian process accuracy by incorporating domain knowledge.

Unified framework for efficient surrogate modeling in manufacturing.

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from all tasks. Therefore sparse solutions, that avoid using the entire data directly a…

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …

We present an end-to-end statistical framework for personalized, accurate, and minimally invasive modeling of female reproductive hormonal patterns. Reconstructing and forecasting the evolution of hormonal dynamics is a challenging task, but a critical one to improve general understanding of the menstrual cycle and per…

Study improves GMM learning performance through multi-task and transfer learning.

Bayesian Optimization improved for high-dimensional outputs.

Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and ranking problems - is often constrained by the limited number of experiments that c…

A new multi-task learning estimator improves Gaussian graphical regression model fitting.

New method learns multiple reward functions for complex tasks.

In this paper, we present $\ell_{1,p}$ multi-task structure learning for Gaussian graphical models. We analyze the sufficient number of samples for the correct recovery of the support union and edge signs. We also analyze the necessary number of samples for any conceivable method by providing information-theoretic lowe…

A modular GP framework for efficient transfer learning.

ScaML-GP efficiently learns from few meta-tasks using Gaussian processes.

Most brain disorders are very heterogeneous in terms of their underlying biology and developing analysis methods to model such heterogeneity is a major challenge. A promising approach is to use probabilistic regression methods to estimate normative models of brain function using (f)MRI data then use these to map variat…

The paper uses random matrix theory for multi-task regression, improving time series forecasting.

We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past posterior discoveries become future prior beliefs, to the infinite functional sp…

Bayesian optimization sped up with model approximations for safe online system optimization.

We consider multi-task regression models where the observations are assumed to be a linear combination of several latent node functions and weight functions, which are both drawn from Gaussian process priors. Driven by the problem of developing scalable methods for forecasting distributed solar and other renewable powe…

Pre-trained GPs improve Bayesian optimization efficiency.

MTNPs jointly model multiple correlated tasks from various sources.

Proposes a Bayesian federated learning method for diverse tasks.