用深度高斯过程建模函数间映射,提升非线性关系捕捉与不确定性估计能力。
Deep Gaussian Processes for Functional Maps
- 通过核积分变换与高斯过程激活构建函数空间的多层非线性映射
- 在真实与合成数据上实现更优预测精度和校准的不确定性量化
- 适用于稀疏、噪声大或不规则采样的函数型数据分析任务
学习函数空间间的映射(即函数对函数回归)是功能数据分析中的基础问题,广泛应用于时空预测、曲线拟合和气候建模。现有方法常难以捕捉复杂非线性关系,且在数据噪声大、稀疏或不规则采样时缺乏可靠的不确定性量化。为此,我们提出深度高斯过程函数映射(DGPFM)。该方法直接在函数空间中构建一系列基于高斯过程的线性和非线性变换,利用核积分变换、高斯过程条件均值及从高斯过程采样的非线性激活。关键洞察在于:在固定评估点下,核积分变换的离散近似可简化为直接函数积分变换,从而实现多样变换设计的无缝集成。为支持可扩展的概率推断,我们在变分学习框架中采用诱导点和白化变换。在真实世界和合成基准数据集上的实验表明,DGPFM在预测精度和不确定性校准方面具有优势。
原文摘要 · Abstract (English)
Learning mappings between functional spaces, also known as function-on-function regression, is a fundamental problem in functional data analysis with broad applications, including spatiotemporal forecasting, curve prediction, and climate modeling. Existing approaches often struggle to capture complex nonlinear relationships and/or provide reliable uncertainty quantification when data are noisy, sparse, or irregularly sampled. To address these challenges, we propose Deep Gaussian Processes for Functional Maps (DGPFM). Our method constructs a sequence of GP-based linear and nonlinear transformations directly in function space, leveraging kernel integral transforms, GP conditional means, and nonlinear activations sampled from Gaussian processes. A key insight enables a simplified and flexible implementation: under fixed evaluation locations, discrete approximations of kernel integral transforms reduce to direct functional integral transforms, allowing seamless integration of diverse transform designs. To support scalable probabilistic inference, we adopt inducing points and whitening transformations within a variational learning framework. Empirical results on both real-world and synthetic benchmark datasets demonstrate the advantages of DGPFM in terms of predictive accuracy and uncertainty calibration.
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