VariationalAuto-RegressiveGaussianProcessesforContinualLearningSanyamKapoor1TheofanisKaraletsos2ThangD.Bui3Abstract(a)VAR-GP(ours)Throughsequentialconstructionofposteriorson(b)VCL(withcoresetsize10...
Value-at-RiskOptimizationwithGaussianProcessesQuocPhongNguyen1ZhongxiangDai1BryanKianHsiangLow1PatrickJaillet2AbstractuncertaintyinZcanbecontrolledviathemean-varianceoptimizationframework(Iwazakiet...
SparsewithinSparseGaussianProcessesusingNeighborInformationGia-LacTran12DimitriosMilios1PietroMichiardi1MaurizioFilippone1Abstract&Ghahramani,2005;Naish-Guzman&Holden,2007;Tit-sias,2009;Hensmanetal...
SigGPDE:ScalingSparseGaussianProcessesonSequentialDataMaudLemercier1CristopherSalvi2ThomasCass3EdwinV.Bonilla4TheodorosDamoulas1TerryLyons2AbstractvationsN,withnaïveapproacheshavingatimecomplexity...
ScalableVariationalGaussianProcessesviaHarmonicKernelDecompositionShengyangSun12JiaxinShi3AndrewGordonWilson4RogerGrosse12Abstract2t=0t=1t=2t=3WeintroduceanewscalablevariationalGaus-1sianprocessapp...
ReinforcementLearningforCost-AwareMarkovDecisionProcessesWesleyA.Suttle1KaiqingZhang2ZhuoranYang3DavidN.Kraemer1JiLiu4Abstractquentlyusedinpractice.Nevertheless,alternativeobjectiveshaveseenincreas...
Meta-learningHyperparameterPerformancePredictionwithNeuralProcessesYingWei1PeilinZhao2JunzhouHuang2AbstractFreefromthelimitationsofexhaustivesearch(Bergstra&Bengio,2012)beingcomputationallyexpensiv...
EquivariantLearningofStochasticFields:GaussianProcessesandSteerableConditionalNeuralProcessesPeterHolderrieth1MichaelHutchinson1YeeWhyeTeh12AbstractFigure1.Aschematicofequivariantlearningofvectorfi...
DeepkernelProcessesLaurenceAitchison1AdamX.Yang1SebastianW.Ober2Abstractalreadyexist.Inthesemethods,whicharecloselyre-latedtoinfiniteBayesianneuralnetworks(Leeetal.,2017;WedefinedeepkernelProcesses...
CumulantsofHawkesProcessesareRobusttoObservationNoiseWilliamTrouleau1JalalEtesami2MatthiasGrossglauser1NegarKiyavash2PatrickThiran1Abstracttheyareusedtomodelthestochastictimeevolutionoflimitorderbo...
ConditionalTemporalNeuralProcesseswithCovarianceLossBoseonYoo1JiwooLee2JanghoonJu2SeijunChung1SoyeonKim1JaesikChoi13Abstractducedin(Garneloetal.,2018a),whicharethenoveleffortsthatimplementsuchGPswi...
Bias-FreeScalableGaussianProcessesviaRandomizedTruncationsAndresPotapczynski1LuhuanWu2DanBiderman1GeoffPleiss1JohnP.Cunningham12Abstractbiasofinducingpointmethods(Baueretal.,2016;Burtetal.,2019),th...
StochasticGradientandLangevinProcessesXiangCheng1DongYin1PeterBartlett1MichaelJordan1AbstractrestrictedtoisotropicGaussiannoise,whereasthenoiseinSGDcanbefarfromGaussian.Second,thenoisedependsWeprov...
SparseGaussianProcesseswithSphericalHarmonicFeaturesVincentDutordoir1NicolasDurrande1JamesHensman2AbstractyWeintroduceanewclassofinter-domainvari-biasationalGaussianProcesses(GP)wheredataismappedon...
ScalableExactInferenceinMulti-OutputGaussianProcessesWesselP.Bruinsma12EricPerim2WillTebbutt1J.ScottHosking34ArnoSolin5RichardE.Turner16Abstract(Hennigetal.,2015),suchasinoptimisation(Brochuetal.,2...
ReinforcementLearningforNon-StationaryMarkovDecisionProcesses:TheBlessingof(More)OptimismWangChiCheung1DavidSimchi-Levi2RuihaoZhu2Abstractimizesitscumulativerewards,whilefacingthefollowingchallenge...
RandomlyProjectedAdditiveGaussianProcessesforRegressionIanDelbridge1DavidBindel1AndrewGordonWilson2Abstractsmall-dataregime,wherecarefuluncertaintyrepresentationisparticularlycrucial,strongpriorspr...
NeuralClusteringProcessesAriPakman1YueqiWang12CatalinMitelut1JinHyungLee1LiamPaninski1Abstractticularlychallenging,sinceingeneralinthesecasesthemodelparameterscannotbemarginalizedandmustbekeptProba...
LearningAdversarialMarkovDecisionProcesseswithBanditFeedbackandUnknownTransitionChiJin1TianchengJin2HaipengLuo2SuvritSra3TianchengYu3AbstractThemajorityoftheliteratureinlearningMDPsassumesstationar...