arXiv Machine Learning By Anthony Stephenson

Scalable Gaussian process inference via neural feature maps

Read the original on arXiv Machine Learning →

arXiv:2605. 10285v2 Announce Type: replace-cross Abstract: We present a theoretically grounded Gaussian process framework that leverages neural feature maps to construct expressive kernels.

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arXiv Machine Learning
Jul 27

gp2Scale: A Class of Compactly Supported Non-Stationary Kernels and Distributed Computing for Exact Gaussian Processes on 10 Million Data Points

arXiv:2512. 06143v2 Announce Type: replace Abstract: Despite a large corpus of recent work on scaling up Gaussian processes, a stubborn trade-off between computational speed, prediction and uncertainty quantification accuracy, and customizability persists.

By Marcus M. Noack, Mark D. Risser, Hengrui Luo, Vardaan Tekriwal, Ronald J. Pandolfi
arXiv Machine Learning
Sep 18

Online Adaptive Kernel Mixing for Gaussian Process Decision Making

The paper introduces HACK GPs, a method that treats kernel selection for Gaussian Processes as an online learning problem with expert advice. Each candidate kernel is viewed as a GP expert, and a distribution over these experts is updated online using AdaHedge based on a loss that reflects both function fit and task alignment. Two variants—Mixture of Gaussians and categorical sampling—are presented, with theoretical guarantees that the weight concentrates on the best kernel under a loss‑gap condition, and empirical results show robust performance across Bayesian optimization, level set estimation, and Bayesian active learning compared to standard kernels and simple ensembles.

By Kavin Aravindan, Mani Tej Sriram, Gautam Dasarathy, Tejas Bodas