arXiv Machine Learning By Edward T. Stevenson, Eric T. Wolf, Mei Ting Mak, N. J. Mayne, Miles Cranmer

Gaussian Process Latent Factor Regression for Low-Data, High-Dimensional Output Problems

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arXiv:2606. 06576v1 Announce Type: new Abstract: In the sciences, regression tasks often require predicting high-dimensional outputs from few training examples.

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arXiv Machine Learning
Aug 13

A Factor Graph Approach to Scalable Multi-Output Gaussian Process Regression

arXiv:2608. 11917v1 Announce Type: new Abstract: Multi-output Gaussian process regression scales cubically in the number of observations times outputs, and dense kernel-matrix methods need bespoke handling whenever different outputs are observed at different inputs.

By Wouter W. L. Nuijten, Esther G. van Pelt, Albert Podusenko, \.Ismail \c{S}en\"oz, Wouter M. Kouw
arXiv AI
6d ago

Adaptive multi-resolution Gaussian processes: Scalable exact inference with naturally data-sparse covariance matrices

The paper introduces an adaptive multi‑resolution Gaussian process framework that achieves scalable, exact inference by constructing a naturally data‑sparse covariance matrix using basis functions anchored directly to samples. By shrinking the support domains of these basis functions, the resulting matrix has limited block sizes, ensuring sparsity and enabling efficient computation of its inverse via a sparse Cholesky algorithm. The authors demonstrate that this approach yields exact inference with training cost ≠≠ O(n log^2 n) and prediction cost ≠≠ O(log^d n), while also improving predictive uncertainties through an augmented basis function.

By Yanchuang Cao, Jun Liu, Tengchao Yu, Heng Yong