arXiv:2606. 06576v1 Announce Type: new Abstract: In the sciences, regression tasks often require predicting high-dimensional outputs from few training examples.
By Edward T. Stevenson, Eric T. Wolf, Mei Ting Mak, N. J. Mayne, Miles Cranmer
arXiv:2607. 18209v1 Announce Type: cross Abstract: This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments.
By Yihong Gu, Katherine Liao, Tianxi Cai
The paper presents an exact, efficient solution for the Linear Model of Co‑regionalization (LMC) multitask Gaussian Process by decoupling latent processes under a mild noise‑model assumption. It introduces a full parametrization of the resulting projected LMC, enabling linear‑time optimization and simplifying tasks such as training updates and leave‑one‑out cross‑validation. Experiments on synthetic and real data demonstrate that projected LMC is competitive with state‑of‑the‑art multitask GP models while offering greater interpretability and computational ease.
By Olivier Truffinet (CEA Saclay), Karim Ammar (CEA Saclay), Jean-Philippe Argaud (EDF R&D), Bertrand Bouriquet (EDF)
This paper considers a multi-environment factor model in which high-dimensional covariates are collected from heterogeneous environments, with auxiliary labels available in a subset of these environments. The joint distribution of the covariates may vary across environments, whereas the latent structure is decomposed into invariant factors with shared loadings and heterogeneous factors with environment-specific loadings.
The paper proposes three information‑theoretic criteria for selecting the most relevant basis functions in sparse Gaussian process regression, tailored to different levels of prior knowledge. Experiments on six UCI regression datasets and three basis families (HSGP, VFF, VISH) show that the no‑data criterion is a robust default, often outperforming simple truncation, while the data‑aware criteria yield significant improvements for HSGP. The study demonstrates that careful basis‑function selection can lead to better performance without increasing computational cost.
By Marnix Van Soom, Ivan De Boi
arXiv:2412. 07041v4 Announce Type: replace-cross Abstract: Recovering incomplete multidimensional tensor-structured data is a fundamental task in many real-world applications.
By Mengying Lei, Lijun Sun