For the Spectral Mixture Kernel, we use 4 mixtures. The CNF component for our model was inspired by FFJORD. For NGGP, we use the same CNF component architecture as in for the sines dataset. Adding noise allows for better performance when learning with the CNF component. We also use the same CNF component architecture as in the sines dataset. For this dataset, we tested NGGP and DKT models with RBF and Spectral kernels only.

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the last application since they rely on Normal distributions and enable closed-form computation of the posterior probability function. Unfortunately, because the resulting posterior is not flexible enough to capture complex distributions, GPs assume high similarity between subsequent tasks - a requirement rarely met in real-world conditions. In this work, we address this limitation by leveraging the flexibility of Normalizing Flows to modulate the posterior predictive distribution of the GP. This makes the GP posterior locally non-Gaussian, therefore we name our method Non-Gaussian Gaussian Processes (NGGPs). More precisely, we propose an invertible ODE-based mapping that operates on each component of the random variable vectors and shares the parameters across all of them. We empirically tested the flexibility of NGGPs on various few-shot learning regression datasets, showing that the mapping can incorporate context embedding information to model different noise levels for periodic functions. As a result, our method shares the structure of the problem between subsequent tasks, but the contextualization allows for adaptation to dissimilarities. NGGPs outperform the competing state-of-the-art approaches on a diversified set of benchmarks and applications.

For the Spectral Mixture Kernel, we use 4 mixtures. The CNF component for our model was inspired by FFJORD. For NGGP, we use the same CNF component architecture as in for the sines dataset. Adding noise allows for better performance when learning with the CNF component. We also use the same CNF component architecture as in the sines dataset. For this dataset, we tested NGGP and DKT models with RBF and Spectral kernels only.

GPs are particularly useful in the last application since they rely on Normal distributions and enable closed-form computation of the posterior probability function. Unfortunately, because the resulting posterior is not flexible enough to capture complex distributions, GPs assume high similarity between subsequent tasks - a requirement rarely met in real-world conditions.

Learning control policies for real-world robotic tasks often involve challenges such as multimodality, local discontinuities, and the need for computational efficiency. These challenges arise from the complexity of robotic environments, where multiple solutions may coexist. To address these issues, we propose Composite Gaussian Processes Flows (CGP-Flows), a novel semi-parametric model for robotic policy. CGP-Flows integrate Overlapping Mixtures of Gaussian Processes (OMGPs) with the Continuous Normalizing Flows (CNFs), enabling them to model complex policies addressing multimodality and local discontinuities. This hybrid approach retains the computational efficiency of OMGPs while incorporating the flexibility of CNFs. Experiments conducted in both simulated and real-world robotic tasks demonstrate that CGP-flows significantly improve performance in modeling control policies. In a simulation task, we confirmed that CGP-Flows had a higher success rate compared to the baseline method, and the success rate of GCP-Flow was significantly different from the success rate of other baselines in chi-square tests.

Gaussian Processes (GPs) have been widely used in machine learning to model distributions over functions, with applications including multi-modal regression, time-series prediction, and few-shot learning. GPs are particularly useful in the last application since they rely on Normal distributions and enable closed-form computation of the posterior probability function. Unfortunately, because the resulting posterior is not flexible enough to capture complex distributions, GPs assume high similarity between subsequent tasks - a requirement rarely met in real-world conditions. In this work, we address this limitation by leveraging the flexibility of Normalizing Flows to modulate the posterior predictive distribution of the GP. This makes the GP posterior locally non-Gaussian, therefore we name our method Non-Gaussian Gaussian Processes (NGGPs).

The count-min sketch (CMS) is a randomized data structure that provides estimates of tokens' frequencies in a large data stream using a compressed representation of the data by random hashing. In this paper, we rely on a recent Bayesian nonparametric (BNP) view on the CMS to develop a novel learning-augmented CMS under power-law data streams. We assume that tokens in the stream are drawn from an unknown discrete distribution, which is endowed with a normalized inverse Gaussian process (NIGP) prior. Then, using distributional properties of the NIGP, we compute the posterior distribution of a token's frequency in the stream, given the hashed data, and in turn corresponding BNP estimates. Applications to synthetic and real data show that our approach achieves a remarkable performance in the estimation of low-frequency tokens. This is known to be a desirable feature in the context of natural language processing, where it is indeed common in the context of the power-law behaviour of the data.

In theory, Bayesian nonparametric (BNP) models are well suited to streaming data scenarios due to their ability to adapt model complexity with the observed data. Unfortunately, such benefits have not been fully realized in practice; existing inference algorithms are either not applicable to streaming applications or not extensible to BNP models. For the special case of Dirichlet processes, streaming inference has been considered. However, there is growing interest in more flexible BNP models building on the class of normalized random measures (NRMs). We work within this general framework and present a streaming variational inference algorithm for NRM mixture models. Our algorithm is based on assumed density filtering (ADF), leading straightforwardly to expectation propagation (EP) for large-scale batch inference as well. We demonstrate the efficacy of the algorithm on clustering documents in large, streaming text corpora.