Gaussian Process Latent Factor Regression for Low-Data, High-Dimensional Output Problems

arXiv:2606.06576v1 Announce Type: new Abstract: In the sciences, regression tasks often require predicting high-dimensional outputs from few training examples. Multi-output Gaussian processes excel in low-data regimes but typically struggle with high-dimensional outputs. Compress-then-predict pipelines such as PCA-GP (principal component analysis plus Gaussian process regression) handle high dimensionality, but rely on bases optimized for reconstruction rather than prediction. To address this gap, we propose a model that represents each output as a linear-Gaussian decoding of a low-dimensional

Source: arXiv cs.LG — read the full report at the original publisher.

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