Posterior Variance Analysis of Gaussian Processes with Application to Average Learning Curves
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Abstract (arXiv)
The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance which captures its behavior for finite and infinite number of training data is missing. This paper derives a novel bound for the posterior variance function which requires only local information because it depends only on the number of training samples in the proximity of a considered test point. Furthermore, we prove sufficient conditions which ensure the convergence of the posterior variance to zero. Finally, we demonstrate that the extension of our bound to an average learning bound outperforms existing approaches.
Key facts. Cited by 12 papers in the map (data through 7 Oct 2026). First posted on arXiv 4 Jun 2019.
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Citing papers per year: 2021: 1; 2022: 3; 2023: 3; 2024: 3; 2025: 0; 2026: 2.
12 papers.
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimizationcited by 144
- 2021The Shape of Learning Curves: a Reviewcited by 67
- 2024Stopping Bayesian Optimization with Probabilistic Regret Boundscited by 11
- 2022Monotonicity and Double Descent in Uncertainty Estimation with Gaussian Processescited by 10
- 2023Information-theoretic Analysis of Test Data Sensitivity in Uncertaintycited by 3
- 2022Networked Online Learning for Control of Safety-Critical Resource-Constrained Systems based on Gaussian Processescited by 2
- 2023Wiener Chaos in Kernel Regression: Towards Untangling Aleatoric and Epistemic Uncertaintycited by 1
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfercited by 1
- 2026PolicyGuard: Towards Test-time and Step-level Adversary (Backdoor) Defense for Reinforcement Learning Agentcited by 1
- 2022Excess risk analysis for epistemic uncertainty with application to variational inferencecited by 0
- 2024OptEx: Expediting First-Order Optimization with Approximately Parallelized Iterationscited by 0
- 2026Estimating Mixture Distributions via Stochastic Mirror Descentcited by 0
- 2026PolicyGuard: Towards Test-time and Step-level Adversary (Backdoor) Defense for Reinforcement Learning Agent11 Jun 2026
- 2026Estimating Mixture Distributions via Stochastic Mirror Descent24 May 2026
- 2024Stopping Bayesian Optimization with Probabilistic Regret Bounds26 Feb 2024
- 2024Global Safe Sequential Learning via Efficient Knowledge Transfer22 Feb 2024
- 2024OptEx: Expediting First-Order Optimization with Approximately Parallelized Iterations18 Feb 2024
- 2023Wiener Chaos in Kernel Regression: Towards Untangling Aleatoric and Epistemic Uncertainty12 Dec 2023
- 2023Unexpected Improvements to Expected Improvement for Bayesian Optimization31 Oct 2023
- 2023Information-theoretic Analysis of Test Data Sensitivity in Uncertainty23 Jul 2023
- 2022Monotonicity and Double Descent in Uncertainty Estimation with Gaussian Processes14 Oct 2022
- 2022Excess risk analysis for epistemic uncertainty with application to variational inference2 Jun 2022
- 2022Networked Online Learning for Control of Safety-Critical Resource-Constrained Systems based on Gaussian Processes23 Feb 2022
- 2021The Shape of Learning Curves: a Review19 Mar 2021