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1,092篇论文匹配“Gaussian Processes”
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Applications · Chemistry, Physics, and Earth Sciences

Da Long, Zhitong Xu, Guang Yang, Akil Narayan, Shandian Zhe

Modern physics simulation often involves multiple functions of interests, and traditional numerical approaches are known to be complex and computationally costly. While machine learning-based surrogate models can offer significant cost reductions, most focus on a single task, such as forward prediction, and typically lack uncertainty quantification --- an essential component in many applications. To overcome these limitations, we propose Arbitrarily-Conditioned Multi-Functional Diffusion (ACM-FD), a versatile probabilistic surrogate model for multi-physics emulation. ACM-FD can perform a wide range of tasks within a single framework, including forward prediction, various inverse problems, and simulating data for entire systems or subsets of quantities conditioned on others. Specifically, we extend the standard Denoising Diffusion Probabilistic Model (DDPM) for multi-functional generation by modeling noise as Gaussian processes (GP). We propose a random-mask based, zero-regularized denoising loss to achieve flexible and robust conditional generation. We induce a Kronecker product structure in the GP covariance matrix, substantially reducing the computational cost and enabling efficient training and sampling. We demonstrate the effectiveness of ACM-FD across several fundamental multi-physics systems.

Social Aspects · Privacy

Richeng Jin, Huaiyu (David) Dai

The prevalent distributed machine learning paradigm faces two critical challenges: communication efficiency and data privacy. SIGNSGD provides a simple-to-implement approach with improved communication efficiency by requiring workers to share only the signs of the gradients. However, it fails to converge in the presence of data heterogeneity, and a simple fix is to add Gaussian noise before taking the signs, which leads to the Noisy SIGNSGD algorithm that enjoys competitive performance while significantly reducing the communication overhead. Existing results suggest that Noisy SIGNSGD with additive Gaussian noise has the same privacy guarantee as classic DP-SGD due to the post-processing property of differential privacy, and logistic noise may be a good alternative to Gaussian noise when combined with the sign-based compressor. Nonetheless, discarding the magnitudes in Noisy SIGNSGD leads to information loss, which may intuitively amplify privacy. In this paper, we make this intuition rigorous and quantify the privacy amplification of the sign-based compressor. Particularly, we analytically show that Gaussian noise leads to a smaller estimation error than logistic noise when combined with the sign-based compressor and may be more suitable for distributed learning with heterogeneous data. Then, we further establish the convergence of Noisy SIGNSGD. Finally, extensive experiments are conducted to validate the theoretical results.

General Machine Learning · Causality

Anish Dhir, Ruby Sedgwick, Avinash Kori, Ben Glocker, Mark van der Wilk

Current causal discovery approaches require restrictive model assumptions in the absence of interventional data to ensure structure identifiability. These assumptions often do not hold in real-world applications leading to a loss of guarantees and poor performance in practice. Recent work has shown that, in the bivariate case, Bayesian model selection can greatly improve performance by exchanging restrictive modelling for more flexible assumptions, at the cost of a small probability of making an error. Our work shows that this approach is useful in the important multivariate case as well. We propose a scalable algorithm leveraging a continuous relaxation of the discrete model selection problem. Specifically, we employ the Causal Gaussian Process Conditional Density Estimator (CGP-CDE) as a Bayesian non-parametric model, using its hyperparameters to construct an adjacency matrix. This matrix is then optimised using the marginal likelihood and an acyclicity regulariser, giving the maximum a posteriori causal graph. We demonstrate the competitiveness of our approach, showing it is advantageous to perform multivariate causal discovery without infeasible assumptions using Bayesian model selection.

General Machine Learning · Online Learning, Active Learning and Bandits

Shion Takeno, Yoshito Okura, Yu Inatsu, Tatsuya Aoyama, Tomonari Tanaka, Satoshi Akahane, Hiroyuki Hanada, Noriaki Hashimoto, Taro Murayama, Hanju Lee 等

Gaussian process regression (GPR) or kernel ridge regression is a widely used and powerful tool for nonlinear prediction. Therefore, active learning (AL) for GPR, which actively collects data labels to achieve an accurate prediction with fewer data labels, is an important problem. However, existing AL methods do not theoretically guarantee prediction accuracy for target distribution. Furthermore, as discussed in the distributionally robust learning literature, specifying the target distribution is often difficult. Thus, this paper proposes two AL methods that effectively reduce the worst-case expected error for GPR, which is the worst-case expectation in target distribution candidates. We show an upper bound of the worst-case expected squared error, which suggests that the error will be arbitrarily small by a finite number of data labels under mild conditions. Finally, we demonstrate the effectiveness of the proposed methods through synthetic and real-world datasets.

Theory

Fabiola Ricci, Lorenzo Bardone, Sebastian Goldt

Deep neural networks learn structured features from complex, non-Gaussian inputs, but the mechanisms behind this process remain poorly understood. Our work is motivated by the observation that the first-layer filters learnt by deep convolutional neural networks from natural images resemble those learnt by independent component analysis (ICA), a simple unsupervised method that seeks the most non-Gaussian projections of its inputs. This similarity suggests that ICA provides a simple, yet principled model for studying feature learning. Here, we leverage this connection to investigate the interplay between data structure and optimisation in feature learning for the most popular ICA algorithm, FastICA, and stochastic gradient descent (SGD), which is used to train deep networks. We rigorously establish that FastICA requires at least $n\gtrsim d^4$ samples to recover a single non-Gaussian direction from $d$-dimensional inputs on a simple synthetic data model. We show that vanilla online SGD outperforms FastICA, and prove that the optimal sample complexity $n\gtrsim d^2$ can be reached by smoothing the loss, albeit in a data-dependent way. We finally demonstrate the existence of a search phase for FastICA on ImageNet, and discuss how the strong non-Gaussianity of said images compensates for the poor sample complexity of FastICA.

Theory · Online Learning and Bandits

Shogo Iwazaki, Shion Takeno

We study the Gaussian process (GP) bandit problem, whose goal is to minimize regret under an unknown reward function lying in some reproducing kernel Hilbert space (RKHS). The maximum posterior variance analysis is vital in analyzing near-optimal GP bandit algorithms such as maximum variance reduction (MVR) and phased elimination (PE).Therefore, we first show the new upper bound of the maximum posterior variance, which improves the dependence of the noise variance parameters of the GP. By leveraging this result, we refine the MVR and PE to obtain (i) a nearly optimal regret upper bound in the noiseless setting and (ii) regret upper bounds that are optimal with respect to the RKHS norm of the reward function. Furthermore, as another application of our proposed bound, we analyze the GP bandit under the time-varying noise variance setting, which is the kernelized extension of the linear bandit with heteroscedastic noise. For this problem, we show that MVR and PE-based algorithms achieve noise variance-dependent regret upper bounds, which matches our regret lower bound.

Applications · Computer Vision

Hongbi ZHOU, Zhangkai NI

3D Gaussian Splatting (3DGS) has emerged as a powerful technique for novel view synthesis. However, existing methods struggle to adaptively optimize the distribution of Gaussian primitives based on scene characteristics, making it challenging to balance reconstruction quality and efficiency. Inspired by human perception, we propose scene-adaptive perceptual densification for Gaussian Splatting (Perceptual-GS), a novel framework that integrates perceptual sensitivity into the 3DGS training process to address this challenge. We first introduce a perception-aware representation that models human visual sensitivity while constraining the number of Gaussian primitives. Building on this foundation, we develop a perceptual sensitivity-adaptive distribution to allocate finer Gaussian granularity to visually critical regions, enhancing reconstruction quality and robustness. Extensive evaluations on multiple datasets, including BungeeNeRF for large-scale scenes, demonstrate that Perceptual-GS achieves state-of-the-art performance in reconstruction quality, efficiency, and robustness. The code is publicly available at: https://github.com/eezkni/Perceptual-GS

Probabilistic Methods · Gaussian Processes

Tim Steinert, David Ginsbourger, August Lykke-Møller, Ove Christiansen, Henry Moss

We study the incorporation of equivariances into vector-valued GPs and more general classes of random field models. While kernels guaranteeing equivariances have been investigated previously, their evaluation is often computationally prohibitive due to required integrations over the involved groups. In this work, we provide a kernel characterization of stochastic equivariance for centred second-order vector-valued random fields and we construct integration-free equivariant kernels based on the notion of fundamental regions of group actions. We establish data-efficient and computationally lightweight GP models for velocity fields and molecular electric dipole moments and demonstrate that proposed integration-free kernels may also be leveraged to extract equivariant components from data.

Theory · Deep Learning

Noa Rubin, Kirsten Fischer, Javed Lindner, Inbar Seroussi, Zohar Ringel, Michael Krämer, Moritz Helias

Feature learning in neural networks is crucial for their expressive power and inductive biases, motivating various theoretical approaches. Some approaches describe network behavior after training through a change in kernel scale from initialization, resulting in a generalization power comparable to a Gaussian process. Conversely, in other approaches training results in the adaptation of the kernel to the data, involving directional changes to the kernel. The relationship and respective strengths of these two views have so far remained unresolved. This work presents a theoretical framework of multi-scale adaptive feature learning bridging these two views. Using methods from statistical mechanics, we derive analytical expressions for network output statistics which are valid across scaling regimes and in the continuum between them. A systematic expansion of the network's probability distribution reveals that mean-field scaling requires only a saddle-point approximation, while standard scaling necessitates additional correction terms. Remarkably, we find across regimes that kernel adaptation can be reduced to an effective kernel rescaling when predicting the mean network output in the special case of a linear network. However, for linear and non-linear networks, the multi-scale adaptive approach captures directional feature learning effects, providing richer insights than what could be recovered from a rescaling of the kernel alone.

Applications · Chemistry, Physics, and Earth Sciences

Rohit Sonker, Alexandre Capone, Andrew Rothstein, Hiro Kaga, Egemen Kolemen, Jeff Schneider

Machine learning algorithms often struggle to control complex real-world systems. In the case of nuclear fusion, these challenges are exacerbated, as the dynamics are notoriously complex, data is poor, hardware is subject to failures, and experiments often affect dynamics beyond the experiment's duration. Existing tools like reinforcement learning, supervised learning, and Bayesian optimization address some of these challenges but fail to provide a comprehensive solution. To overcome these limitations, we present a multi-scale Bayesian optimization approach that integrates a high-frequency data-driven dynamics model with a low-frequency Gaussian process. By updating the Gaussian process between experiments, the method rapidly adapts to new data, refining the predictions of the less reliable dynamical model. We validate our approach by controlling tearing instabilities in the DIII-D nuclear fusion plant. Offline testing on historical data shows that our method significantly outperforms several baselines. Results on live experiments on the DIII-D tokamak, conducted under high-performance plasma scenarios prone to instabilities, shows a 50\% success rate — marking a 117\% improvement over historical outcomes.

Deep Learning · Generative Models and Autoencoders

Marta Gentiloni Silveri, Antonio Ocello

Score-based Generative Models (SGMs) aim to sample from a target distribution by learning score functions using samples perturbed by Gaussian noise. Existing convergence bounds for SGMs in the $\mathcal{W}_2$-distance rely on stringent assumptions about the data distribution. In this work, we present a novel framework for analyzing $\mathcal{W}_2$-convergence in SGMs, significantly relaxing traditional assumptions such as log-concavity and score regularity. Leveraging the regularization properties of the Ornstein-Uhlenbeck (OU) process, we show that weak log-concavity of the data distribution evolves into log-concavity over time. This transition is rigorously quantified through a PDE-based analysis of the Hamilton-Jacobi-Bellman equation governing the log-density of the forward process. Moreover, we establish that the drift of the time-reversed OU process alternates between contractive and non-contractive regimes, reflecting the dynamics of concavity.Our approach circumvents the need for stringent regularity conditions on the score function and its estimators, relying instead on milder, more practical assumptions. We demonstrate the wide applicability of this framework through explicit computations on Gaussian mixture models, illustrating its versatility and potential for broader classes of data distributions.

Theory · Learning Theory

Ilias Diakonikolas, Giannis Iakovidis, Daniel Kane, Thanasis Pittas

We study the algorithmic problem of robust mean estimation of an identity covariance Gaussian in the presence of mean-shift contamination. In this contamination model, we are given a set of points in $\mathbb{R}^d$ generated i.i.d. via the following process. For a parameter $\alpha<1/2$, the $i$-th sample $x_i$ is obtained as follows: with probability $1-\alpha$, $x_i$ is drawn from $\mathcal{N}(\mu, I)$, where $\mu \in \mathbb{R}^d$ is the target mean; and with probability $\alpha$, $x_i$ is drawn from $\mathcal{N}(z_i, I)$, where $z_i$ is unknown and potentially arbitrary. Prior work characterized the information-theoretic limits of this task. Specifically, it was shown that— in contrast to Huber contamination— in the presence of mean-shift contamination consistent estimation is possible. On the other hand, all known robust estimators in the mean-shift model have running times exponential in the dimension. Here we give the first computationally efficient algorithm for high-dimensional robust mean estimation with mean-shift contamination that can tolerate a constant fraction of outliers. In particular, our algorithm has near-optimal sample complexity, runs in sample-polynomial time, and approximates the target mean to any desired accuracy. Conceptually, our result contributes to a growing body of work that studies inference with respect to natural noise models lying in between fully adversarial and random settings.

Probabilistic Methods · Gaussian Processes

Siavash Ameli, Chris van der Heide, Liam Hodgkinson, Fred Roosta, Michael Mahoney

Calculating or accurately estimating log-determinants of large positive semi-definite matrices is of fundamental importance in many machine learning tasks. While its cubic computational complexity can already be prohibitive, in modern applications even storing the matrices themselves can pose a memory bottleneck. To address this, we derive a novel hierarchical algorithm based on block-wise computation of the LDL decomposition for large-scale log-determinant calculation in memory-constrained settings. In extreme cases where matrices are highly ill-conditioned, accurately computing the full matrix itself may be infeasible. This is particularly relevant when considering kernel matrices at scale, including the empirical Neural Tangent Kernel (NTK) of neural networks trained on large datasets. Under the assumption of neural scaling laws in the test error, we show that the ratio of pseudo-determinants satisfies a power-law relationship, enabling the derivation of corresponding scaling laws. This allows for accurate estimation of NTK log-determinants from a tiny fraction of the full dataset; in our experiments, this results in a $\sim$100,000$\times$ speedup with improved accuracy to other state-of-the-art approaches. Using these techniques, we successfully estimate log-determinants for dense matrices of extreme sizes, which were previously deemed intractable and inaccessible due to their enormous scale and computational requirements.

Deep Learning · Generative Models and Autoencoders

Sathvik Chereddy, John Femiani

We present SketchDNN, a generative model for synthesizing CAD sketches that jointly models both continuous parameters and discrete class labels through a unified continuous-discrete diffusion process. Our core innovation is Gaussian-Softmax diffusion, where logits perturbed with Gaussian noise are projected onto the probability simplex via a softmax transformation, facilitating blended class labels for discrete variables. This formulation addresses 2 key challenges, namely, the heterogeneity of primitive parameterizations and the permutation invariance of primitives in CAD sketches. Our approach significantly improves generation quality, reducing Fréchet Inception Distance (FID) from 16.04 to 7.80 and negative log-likelihood (NLL) from 84.8 to 81.33, establishing a new state-of-the-art in CAD sketch generation on the SketchGraphs dataset.

Deep Learning · Sequential Models, Time series

Mehmet Yiğit Balık, Maksim Sinelnikov, Priscilla Ong, Harri Lähdesmäki

High-dimensional time-series datasets are common in domains such as healthcare and economics. Variational autoencoder (VAE) models, where latent variables are modeled with a Gaussian process (GP) prior, have become a prominent model class to analyze such correlated datasets. However, their applications are challenged by the inherent cubic time complexity that requires specific GP approximation techniques, as well as the general challenge of modeling both shared and individual-specific correlations across time. Though inducing points enhance GP prior VAE scalability, optimizing them remains challenging, especially since discrete covariates resist gradient‑based methods. In this work, we propose a scalable basis function approximation technique for GP prior VAEs that mitigates these challenges and results in linear time complexity, with a global parametrization that eliminates the need for amortized variational inference and the associated amortization gap, making it well-suited for conditional generation tasks where accuracy and efficiency are crucial. Empirical evaluations on synthetic and real-world benchmark datasets demonstrate that our approach not only improves scalability and interpretability but also drastically enhances predictive performance.

Deep Learning · Graph Neural Networks

Zhiqiang Wang, Jianghao Wen, Jianqing Liang

Dynamic graph representation learning using Spiking Neural Networks (SNNs) exploits the temporal spiking behavior of neurons, offering advantages in capturing the temporal evolution and sparsity of dynamic graphs. However, existing SNN-based methods often fail to effectively capture the impact of latency in information propagation on node representations. To address this, we propose Delay-DSGN, a dynamic spiking graph neural network incorporating a learnable delay mechanism. By leveraging synaptic plasticity, the model dynamically adjusts connection weights and propagation speeds, enhancing temporal correlations and enabling historical data to influence future representations. Specifically, we introduce a Gaussian delay kernel into the neighborhood aggregation process at each time step, adaptively delaying historical information to future time steps and mitigating information forgetting. Experiments on three large-scale dynamic graph datasets demonstrate that Delay-DSGN outperforms eight state-of-the-art methods, achieving the best results in node classification tasks. We also theoretically derive the constraint conditions between the Gaussian kernel's standard deviation and size, ensuring stable training and preventing gradient explosion and vanishing issues.

Reinforcement Learning · Planning

Tuan Dam, Pascal Stenger, Lukas Schneider, Joni Pajarinen, Carlo D&#x27;Eramo, Odalric-Ambrym Maillard

This paper introduces a novel backup strategy for Monte-Carlo Tree Search (MCTS) tailored for highly stochastic and partially observable Markov decision processes. We adopt a probabilistic approach, modeling both value and action-value nodes as Gaussian distributions, to introduce a novel backup operator that computes value nodes as the Wasserstein barycenter of their action-value children nodes; thus, propagating the uncertainty of the estimate across the tree to the root node. We study our novel backup operator when using a novel combination of $L^1$-Wasserstein barycenter with $\alpha$-divergence, by drawing a crucial connection to the generalized mean backup operator. We complement our probabilistic backup operator with two sampling strategies, based on optimistic selection and Thompson sampling, obtaining our Wasserstein MCTS algorithm. We provide theoretical guarantees of asymptotic convergence of $\mathcal{O}(n^{-1/2})$, with $n$ as the number of visited trajectories, to the optimal policy and an empirical evaluation on several stochastic and partially observable environments, where our approach outperforms well-known related baselines.

Applications · Computer Vision

Chong Cheng, Gaochao Song, Yiyang Yao, Qinzheng Zhou, Gangjian Zhang, Hao Wang

This paper investigates an open research challenge of reconstructing high-quality, large-scale 3D open scenes from images. It is observed existing methods have various limitations, such as requiring precise camera poses for input and dense viewpoints for supervision. To perform effective and efficient 3D scene reconstruction, we propose a novel graph-guided 3D scene reconstruction framework, GraphGS. Specifically, given a set of images captured by RGB cameras on a scene, we first design a spatial prior-based scene structure estimation method. This is then used to create a camera graph that includes information about the camera topology. Further, we propose to apply the graph-guided multi-view consistency constraint and adaptive sampling strategy to the 3D Gaussian Splatting optimization process. This greatly alleviates the issue of Gaussian points overfitting to specific sparse viewpoints and expedites the 3D reconstruction process. We demonstrate GraphGS achieves high-fidelity 3D reconstruction from images, which presents state-of-the-art performance through quantitative and qualitative evaluation across multiple datasets.

Applications · Computer Vision

runjie yan, Yinbo Chen, Xiaolong Wang

Score Distillation Sampling (SDS) has made significant strides in distilling image-generative models for 3D generation. However, its maximum-likelihood-seeking behavior often leads to degraded visual quality and diversity, limiting its effectiveness in 3D applications. In this work, we propose Consistent Flow Distillation (CFD), which addresses these limitations. We begin by leveraging the gradient of the diffusion ODE or SDE sampling process to guide the 3D generation. From the gradient-based sampling perspective, we find that the consistency of 2D image flows across different viewpoints is important for high-quality 3D generation. To achieve this, we introduce multi-view consistent Gaussian noise on the 3D object, which can be rendered from various viewpoints to compute the flow gradient. Our experiments demonstrate that CFD, through consistent flows, significantly outperforms previous methods in text-to-3D generation.

Deep Learning · Generative Models and Autoencoders

Kushagra Pandey, Jaideep Pathak, Yilun Xu, Stephan Mandt, Michael Pritchard, Arash Vahdat, Morteza Mardani

Diffusion models achieve state-of-the-art generation quality across many applications, but their ability to capture rare or extreme events in heavy-tailed distributions remains unclear. In this work, we show that traditional diffusion and flow-matching models with standard Gaussian priors fail to capture heavy-tailed behavior. We address this by repurposing the diffusion framework for heavy-tail estimation using multivariate Student-t distributions. We develop a tailored perturbation kernel and derive the denoising posterior based on the conditional Student-t distribution for the backward process. Inspired by $\gamma$-divergence for heavy-tailed distributions, we derive a training objective for heavy-tailed denoisers. The resulting framework introduces controllable tail generation using only a single scalar hyperparameter, making it easily tunable for diverse real-world distributions. As specific instantiations of our framework, we introduce t-EDM and t-Flow, extensions of existing diffusion and flow models that employ a Student-t prior. Remarkably, our approach is readily compatible with standard Gaussian diffusion models and requires only minimal code changes. Empirically, we show that our t-EDM and t-Flow outperform standard diffusion models in heavy-tail estimation on high-resolution weather datasets in which generating rare and extreme events is crucial.