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Gaussian process

About: Gaussian process is a research topic. Over the lifetime, 18944 publications have been published within this topic receiving 486645 citations. The topic is also known as: Gaussian stochastic process.


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TL;DR: In this article, the relative merits of different Gaussian process regression approximations and in what situations they are most useful have been investigated, and the quality of the predictions obtained as a function of the compute time taken, and comparing to standard baselines.
Abstract: Gaussian process (GP) predictors are an important component of many Bayesian approaches to machine learning. However, even a straightforward implementation of Gaussian process regression (GPR) requires O(n^2) space and O(n^3) time for a dataset of n examples. Several approximation methods have been proposed, but there is a lack of understanding of the relative merits of the different approximations, and in what situations they are most useful. We recommend assessing the quality of the predictions obtained as a function of the compute time taken, and comparing to standard baselines (e.g., Subset of Data and FITC). We empirically investigate four different approximation algorithms on four different prediction problems, and make our code available to encourage future comparisons.

137 citations

Journal ArticleDOI
TL;DR: This work manifests the best algorithms suited for Gaussian and mean curvature estimation, and shows that different algorithms should be employed to compute the Gaussianand mean curvatures.

137 citations

Journal ArticleDOI
TL;DR: This work investigates MTGPs for physiological monitoring with synthetic data sets and two real-world problems from the field of patient monitoring and radiotherapy, and shows that the framework learned the correlation between physiological time series efficiently, outperforming the existing state of the art.
Abstract: Gaussian process (GP) models are a flexible means of performing nonparametric Bayesian regression. However, GP models in healthcare are often only used to model a single univariate output time series, denoted as single-task GPs (STGP). Due to an increasing prevalence of sensors in healthcare settings, there is an urgent need for robust multivariate time-series tools. Here, we propose a method using multitask GPs (MTGPs) which can model multiple correlated multivariate physiological time series simultaneously. The flexible MTGP framework can learn the correlation between multiple signals even though they might be sampled at different frequencies and have training sets available for different intervals. Furthermore, prior knowledge of any relationship between the time series such as delays and temporal behavior can be easily integrated. A novel normalization is proposed to allow interpretation of the various hyperparameters used in the MTGP. We investigate MTGPs for physiological monitoring with synthetic data sets and two real-world problems from the field of patient monitoring and radiotherapy. The results are compared with standard Gaussian processes and other existing methods in the respective biomedical application areas. In both cases, we show that our framework learned the correlation between physiological time series efficiently, outperforming the existing state of the art.

137 citations

Proceedings ArticleDOI
25 Oct 2008
TL;DR: The combination isotropic principal component analysis (CICA) as mentioned in this paper algorithm is an extension of PCA for clustering points in a mixture of two arbitrary Gaussians, and it is affine-invariant.
Abstract: We present an extension of principal component analysis (PCA) and a new algorithm for clustering points in \Rn based on it. The key property of the algorithm is that it is affine-invariant. When the input is a sample from a mixture of two arbitrary Gaussians, the algorithm correctly classifies the sample assuming only that the two components are separable by a hyperplane, i.e., there exists a halfspace that contains most of one Gaussian and almost none of the other in probability mass. This is nearly the best possible, improving known results substantially. For k>2 components, the algorithm requires only that there be some (k-1)-dimensional subspace in which the ``overlap'' in every direction is small. Our main tools are isotropic transformation, spectral projection and a simple reweighting technique. We call this combination isotropic PCA.

137 citations

Proceedings Article
08 Dec 2014
TL;DR: It is shown that a distinct combination of expressive kernels, a fully non-parametric representation, and scalable inference which exploits existing model structure, are critical for large scale multidimensional pattern extrapolation.
Abstract: The ability to automatically discover patterns and perform extrapolation is an essential quality of intelligent systems. Kernel methods, such as Gaussian processes, have great potential for pattern extrapolation, since the kernel flexibly and interpretably controls the generalisation properties of these methods. However, automatically extrapolating large scale multidimensional patterns is in general difficult, and developing Gaussian process models for this purpose involves several challenges. A vast majority of kernels, and kernel learning methods, currently only succeed in smoothing and interpolation. This difficulty is compounded by the fact that Gaussian processes are typically only tractable for small datasets, and scaling an expressive kernel learning approach poses different challenges than scaling a standard Gaussian process model. One faces additional computational constraints, and the need to retain significant model structure for expressing the rich information available in a large dataset. In this paper, we propose a Gaussian process approach for large scale multidimensional pattern extrapolation. We recover sophisticated out of class kernels, perform texture extrapolation, inpainting, and video extrapolation, and long range forecasting of land surface temperatures, all on large multidimensional datasets, including a problem with 383,400 training points. The proposed method significantly outperforms alternative scalable and flexible Gaussian process methods, in speed and accuracy. Moreover, we show that a distinct combination of expressive kernels, a fully non-parametric representation, and scalable inference which exploits existing model structure, are critical for large scale multidimensional pattern extrapolation.

136 citations


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Performance
Metrics
No. of papers in the topic in previous years
YearPapers
2023502
20221,181
20211,132
20201,220
20191,119
2018978