The Kernel Manifold: A Geometric Approach to Gaussian Process Model Selection
- URL: http://arxiv.org/abs/2601.05371v2
- Date: Tue, 13 Jan 2026 16:22:49 GMT
- Title: The Kernel Manifold: A Geometric Approach to Gaussian Process Model Selection
- Authors: Md Shafiqul Islam, Shakti Prasad Padhy, Douglas Allaire, Raymundo Arróyave,
- Abstract summary: We present a Bayesian optimization framework built on kernel-of- Kernels geometry.<n>A multidimensional scaling (MDS) embedding maps a discrete kernel library into a continuous Euclidean manifold, enabling smooth BO.<n>We demonstrate the approach on synthetic benchmarks, real-world time-series datasets, and an additive manufacturing case study.
- Score: 0.8536502059643899
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: Gaussian Process (GP) regression is a powerful nonparametric Bayesian framework, but its performance depends critically on the choice of covariance kernel. Selecting an appropriate kernel is therefore central to model quality, yet remains one of the most challenging and computationally expensive steps in probabilistic modeling. We present a Bayesian optimization framework built on kernel-of-kernels geometry, using expected divergence-based distances between GP priors to explore kernel space efficiently. A multidimensional scaling (MDS) embedding of this distance matrix maps a discrete kernel library into a continuous Euclidean manifold, enabling smooth BO. In this formulation, the input space comprises kernel compositions, the objective is the log marginal likelihood, and featurization is given by the MDS coordinates. When the divergence yields a valid metric, the embedding preserves geometry and produces a stable BO landscape. We demonstrate the approach on synthetic benchmarks, real-world time-series datasets, and an additive manufacturing case study predicting melt-pool geometry, achieving superior predictive accuracy and uncertainty calibration relative to baselines including Large Language Model (LLM)-guided search. This framework establishes a reusable probabilistic geometry for kernel search, with direct relevance to GP modeling and deep kernel learning.
Related papers
- Scalable Gaussian process modeling of parametrized spatio-temporal fields [2.005299372367689]
We develop a scalable framework for learning of parametized equations over fixed or parameter-temporal domains.<n>A key feature of our approach is the efficient computation of the posterior variance at essentially the same computational cost as the posterior mean.<n>Results establish the proposed framework as an effective tool for data-driven surrogate modeling, particularly when uncertainty estimates are required for downstream tasks.
arXiv Detail & Related papers (2026-02-27T20:16:21Z) - Scalable Gaussian Processes with Low-Rank Deep Kernel Decomposition [7.532273334759435]
Kernels are key to encoding prior beliefs and data structures in Gaussian process (GP) models.<n>Deep kernel learning enhances kernel flexibility by feeding inputs through a neural network before applying a standard parametric form.<n>We introduce a fully data-driven, scalable deep kernel representation where a neural network directly represents a low-rank kernel.
arXiv Detail & Related papers (2025-05-24T05:42:11Z) - Weighted Euclidean Distance Matrices over Mixed Continuous and Categorical Inputs for Gaussian Process Models [1.22995445255292]
We introduce WEighted Euclidean distance matrices Gaussian Process (WEGP)<n>We construct the kernel function for each categorical input by estimating the Euclidean distance matrix (EDM) among all categorical choices of this input.<n>We achieve superior performance on both synthetic and real-world optimization problems.
arXiv Detail & Related papers (2025-03-04T13:55:22Z) - MIK: Modified Isolation Kernel for Biological Sequence Visualization, Classification, and Clustering [3.9146761527401424]
This research proposes a novel approach called the Modified Isolation Kernel (MIK) as an alternative to the Gaussian kernel.
MIK uses adaptive density estimation to capture local structures more accurately and integrates robustness measures.
It exhibits improved preservation of the local and global structure and enables better visualization of clusters and subclusters in the embedded space.
arXiv Detail & Related papers (2024-10-21T06:57:09Z) - Monte Carlo Neural PDE Solver for Learning PDEs via Probabilistic Representation [59.45669299295436]
We propose a Monte Carlo PDE solver for training unsupervised neural solvers.<n>We use the PDEs' probabilistic representation, which regards macroscopic phenomena as ensembles of random particles.<n>Our experiments on convection-diffusion, Allen-Cahn, and Navier-Stokes equations demonstrate significant improvements in accuracy and efficiency.
arXiv Detail & Related papers (2023-02-10T08:05:19Z) - Numerically Stable Sparse Gaussian Processes via Minimum Separation
using Cover Trees [57.67528738886731]
We study the numerical stability of scalable sparse approximations based on inducing points.
For low-dimensional tasks such as geospatial modeling, we propose an automated method for computing inducing points satisfying these conditions.
arXiv Detail & Related papers (2022-10-14T15:20:17Z) - FaDIn: Fast Discretized Inference for Hawkes Processes with General
Parametric Kernels [82.53569355337586]
This work offers an efficient solution to temporal point processes inference using general parametric kernels with finite support.
The method's effectiveness is evaluated by modeling the occurrence of stimuli-induced patterns from brain signals recorded with magnetoencephalography (MEG)
Results show that the proposed approach leads to an improved estimation of pattern latency than the state-of-the-art.
arXiv Detail & Related papers (2022-10-10T12:35:02Z) - Geometry-aware Bayesian Optimization in Robotics using Riemannian
Mat\'ern Kernels [64.62221198500467]
We show how to implement geometry-aware kernels for Bayesian optimization.
This technique can be used for control parameter tuning, parametric policy adaptation, and structure design in robotics.
arXiv Detail & Related papers (2021-11-02T09:47:22Z) - A Note on Optimizing Distributions using Kernel Mean Embeddings [94.96262888797257]
Kernel mean embeddings represent probability measures by their infinite-dimensional mean embeddings in a reproducing kernel Hilbert space.
We show that when the kernel is characteristic, distributions with a kernel sum-of-squares density are dense.
We provide algorithms to optimize such distributions in the finite-sample setting.
arXiv Detail & Related papers (2021-06-18T08:33:45Z) - Scalable Variational Gaussian Processes via Harmonic Kernel
Decomposition [54.07797071198249]
We introduce a new scalable variational Gaussian process approximation which provides a high fidelity approximation while retaining general applicability.
We demonstrate that, on a range of regression and classification problems, our approach can exploit input space symmetries such as translations and reflections.
Notably, our approach achieves state-of-the-art results on CIFAR-10 among pure GP models.
arXiv Detail & Related papers (2021-06-10T18:17:57Z) - Sparse Gaussian Processes via Parametric Families of Compactly-supported
Kernels [0.6091702876917279]
We propose a method for deriving parametric families of kernel functions with compact support.
The parameters of this family of kernels can be learned from data using maximum likelihood estimation.
We show that these approximations incur minimal error over the exact models when modeling data drawn directly from a target GP.
arXiv Detail & Related papers (2020-06-05T20:44:09Z) - Linear-time inference for Gaussian Processes on one dimension [17.77516394591124]
We investigate data sampled on one dimension for which state-space models are popular due to their linearly-scaling computational costs.
We provide the first general proof of conjecture that state-space models are general, able to approximate any one-dimensional Gaussian Processes.
We develop parallelized algorithms for performing inference and learning in the LEG model, test the algorithm on real and synthetic data, and demonstrate scaling to datasets with billions of samples.
arXiv Detail & Related papers (2020-03-11T23:20:13Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.