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We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical…

Machine Learning · Statistics 2013-10-28 Roman Garnett , Michael A. Osborne , Philipp Hennig

Leveraging autonomous systems in safety-critical scenarios requires verifying their behaviors in the presence of uncertainties and black-box components that influence the system dynamics. In this work, we develop a framework for verifying…

Systems and Control · Electrical Eng. & Systems 2024-07-17 John Skovbekk , Luca Laurenti , Eric Frew , Morteza Lahijanian

In the machine learning domain, active learning is an iterative data selection algorithm for maximizing information acquisition and improving model performance with limited training samples. It is very useful, especially for the industrial…

Machine Learning · Statistics 2020-04-24 Xiaowei Yue , Yuchen Wen , Jeffrey H. Hunt , Jianjun Shi

Decision-makers are faced with the challenge of estimating what is likely to happen when they take an action. For instance, if I choose not to treat this patient, are they likely to die? Practitioners commonly use supervised learning…

Machine Learning · Statistics 2018-02-02 Peter Schulam , Suchi Saria

We present a Gaussian Process - Latent Class Choice Model (GP-LCCM) to integrate a non-parametric class of probabilistic machine learning within discrete choice models (DCMs). Gaussian Processes (GPs) are kernel-based algorithms that…

Econometrics · Economics 2023-08-02 Georges Sfeir , Filipe Rodrigues , Maya Abou-Zeid

An important issue in model-based control design is that an accurate dynamic model of the system is generally nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based…

Systems and Control · Electrical Eng. & Systems 2022-11-08 Yuhan Liu , Pengyu Wang , Roland Tóth

Multi-robot systems require scalable and federated methods to model complex environments under computational and communication constraints. Gaussian Processes (GPs) offer robust probabilistic modeling, but suffer from cubic computational…

Multiagent Systems · Computer Science 2026-02-13 Sanket A. Salunkhe , George P. Kontoudis

An important issue in quadcopter control is that an accurate dynamic model of the system is nonlinear, complex, and costly to obtain. This limits achievable control performance in practice. Gaussian process (GP) based estimation is an…

Systems and Control · Electrical Eng. & Systems 2021-12-23 Yuhan Liu , Roland Tóth

Learning-based approaches are increasingly leveraged to manage and coordinate the operation of grid-edge resources in active power distribution networks. Among these, model-based techniques stand out for their superior data efficiency and…

Systems and Control · Electrical Eng. & Systems 2025-05-01 Daniel Glover , Parikshit Pareek , Deepjyoti Deka , Anamika Dubey

We present an iterative active constraint learning (ACL) algorithm, within the learning from demonstrations (LfD) paradigm, which intelligently solicits informative demonstration trajectories for inferring an unknown constraint in the…

Robotics · Computer Science 2025-12-30 Zheng Qiu , Chih-Yuan Chiu , Glen Chou

This paper proposes a receding horizon active learning and control problem for dynamical systems in which Gaussian Processes (GPs) are utilized to model the system dynamics. The active learning objective in the optimization problem is…

Systems and Control · Electrical Eng. & Systems 2021-05-13 Viet-Anh Le , Truong X. Nghiem

Hyperbolic balance laws with uncertain (random) parameters and inputs are ubiquitous in science and engineering. Quantification of uncertainty in predictions derived from such laws, and reduction of predictive uncertainty via data…

Statistics Theory · Mathematics 2021-04-28 Francesca Boso , Daniel M. Tartakovsky

Multi-fidelity modelling arises in many situations in computational science and engineering world. It enables accurate inference even when only a small set of accurate data is available. Those data often come from a high-fidelity model,…

Machine Learning · Statistics 2022-04-12 Jiahao Zhang , Shiqi Zhang , Guang Lin

Deep Gaussian Processes learn probabilistic data representations for supervised learning by cascading multiple Gaussian Processes. While this model family promises flexible predictive distributions, exact inference is not tractable.…

Machine Learning · Statistics 2020-10-23 Jakob Lindinger , David Reeb , Christoph Lippert , Barbara Rakitsch

This paper explores a federated learning approach that automatically selects the number of latent processes in multi-output Gaussian processes (MGPs). The MGP has seen great success as a transfer learning tool when data is generated from…

Machine Learning · Statistics 2024-07-25 Jingyi Gao , Seokhyun Chung

The absence of formal performance guarantees in machine learning (ML) has limited its adoption for safety-critical power system applications, where confidence and interpretability are as vital as accuracy. In this work, we present a…

Systems and Control · Electrical Eng. & Systems 2025-10-16 Parikshit Pareek , Sidhant Misra , Deepjyoti Deka

The prohibitive cost of performing Uncertainty Quantification (UQ) tasks with a very large number of input parameters can be addressed, if the response exhibits some special structure that can be discovered and exploited. Several physical…

Computational Physics · Physics 2016-02-16 Ilias Bilionis , Rohit Tripathy , Marcial Gonzalez

The composition of multiple Gaussian Processes as a Deep Gaussian Process (DGP) enables a deep probabilistic nonparametric approach to flexibly tackle complex machine learning problems with sound quantification of uncertainty. Existing…

Machine Learning · Statistics 2017-03-02 Kurt Cutajar , Edwin V. Bonilla , Pietro Michiardi , Maurizio Filippone

Non-conjugate Gaussian processes (NCGPs) define a flexible probabilistic framework to model categorical, ordinal and continuous data, and are widely used in practice. However, exact inference in NCGPs is prohibitively expensive for large…

Machine Learning · Computer Science 2025-04-18 Lukas Tatzel , Jonathan Wenger , Frank Schneider , Philipp Hennig

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin