Advanced stationary and nonstationary kernel designs for domain-aware Gaussian processes
- Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States). The Center for Advanced Mathematics for Energy Research Applications (CAMERA)
- Lawrence Berkeley National Lab. (LBNL), Berkeley, CA (United States). The Center for Advanced Mathematics for Energy Research Applications (CAMERA); Univ. of California, Berkeley, CA (United States)
Gaussian process regression is a widely-applied method for function approximation and uncertainty quantification. The technique has gained popularity recently in the machine learning community due to its robustness and interpretability. The mathematical methods we discuss in this paper are an extension of the Gaussian-process framework. We are proposing advanced kernel designs that only allow for functions with certain desirable characteristics to be elements of the reproducing kernel Hilbert space (RKHS) that underlies all kernel methods and serves as the sample space for Gaussian process regression. These desirable characteristics reflect the underlying physics; two obvious examples are symmetry and periodicity constraints. In addition, non-stationary kernel designs can be defined in the same framework to yield flexible multi-task Gaussian processes. We will show the impact of advanced kernel designs on Gaussian processes using several synthetic and two scientific data sets. The results of our research show that including domain knowledge, communicated through advanced kernel designs, has a significant impact on the accuracy and relevance of the function approximation.
- Research Organization:
- Lawrence Berkeley National Laboratory (LBNL), Berkeley, CA (United States)
- Sponsoring Organization:
- USDOE Office of Science (SC), High Energy Physics (HEP); Center for Advanced Mathematics for Energy Research Applications (CAMERA)
- Grant/Contract Number:
- AC02-05CH11231
- OSTI ID:
- 1825900
- Journal Information:
- Communications in Applied Mathematics and Computational Science, Vol. 17, Issue 1; ISSN 1559-3940
- Publisher:
- Mathematical Sciences PublishersCopyright Statement
- Country of Publication:
- United States
- Language:
- English
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