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pith:JKA3UNY6

pith:2026:JKA3UNY6MDSWFLQAY4QZEDYV4U
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Safe Bayesian Optimization for Uncertain Correlations Matrices in Linear Models of Co-Regionalization

Annika Eichler, Jannis L\"ubsen

Uniform error bounds extend safety guarantees for multi-task Bayesian optimization to linear models of co-regionalization with uncertain correlations.

arxiv:2605.13302 v1 · 2026-05-13 · cs.LG · cs.SY · eess.SY

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Claims

C1strongest claim

We derive uniform error bounds for vector-valued functions sampled from a Gaussian process with a linear model of co-reginalization kernel.

C2weakest assumption

That the safety guarantees previously derived for intrinsic co-regionalization models transfer directly to linear models of co-regionalization without requiring additional restrictions on the feature composition or the uncertainty in the correlation matrices.

C3one line summary

Extends uniform error bounds and safety guarantees to linear models of co-regionalization kernels for safe multi-task Bayesian optimization, showing performance gains on a benchmark.

References

65 extracted · 65 resolved · 0 Pith anchors

[1] Safe Exploration for Optimization with 2015
[2] 2006 , number = 2006
[3] Horn, Roger A. , publisher =. Matrix analysis , year =
[4] Reproducing Kernel Hilbert Spaces in Probability and Statistics , year =
[5] Capone, Alexandre and Lederer, Armin and Hirche, Sandra , booktitle =
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First computed 2026-05-18T02:44:49.033455Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

4a81ba371e60e562ae00c721920f15e537ac0b14aba46d9eb9e8aff7d37aa5e3

Aliases

arxiv: 2605.13302 · arxiv_version: 2605.13302v1 · doi: 10.48550/arxiv.2605.13302 · pith_short_12: JKA3UNY6MDSW · pith_short_16: JKA3UNY6MDSWFLQA · pith_short_8: JKA3UNY6
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/JKA3UNY6MDSWFLQAY4QZEDYV4U \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 4a81ba371e60e562ae00c721920f15e537ac0b14aba46d9eb9e8aff7d37aa5e3
Canonical record JSON
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    "license": "http://creativecommons.org/licenses/by-nc-nd/4.0/",
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    "submitted_at": "2026-05-13T10:14:43Z",
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