English
Related papers

Related papers: Active Learning in Gaussian Process State Space Mo…

200 papers

State-space models are a popular statistical framework for analysing sequential data. Within this framework, particle filters are often used to perform inference on non-linear state-space models. We introduce a new method, StateMixNN, that…

Machine Learning · Computer Science 2025-03-28 Benjamin Cox , Santiago Segarra , Victor Elvira

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

The test bench time needed for model-based calibration can be reduced with active learning methods for test design. This paper presents an improved strategy for active output selection. This is the task of learning multiple models in the…

Machine Learning · Computer Science 2021-01-12 Adrian Prochaska , Julien Pillas , Bernard Bäker

Active inference provides a general framework for behavior and learning in autonomous agents. It states that an agent will attempt to minimize its variational free energy, defined in terms of beliefs over observations, internal states and…

Machine Learning · Computer Science 2022-09-12 Samuel T. Wauthier , Bram Vanhecke , Tim Verbelen , Bart Dhoedt

We consider a nonlinear state-space model with the state transition and observation functions expressed as basis function expansions. The coefficients in the basis function expansions are learned from data. Using a connection to Gaussian…

Computation · Statistics 2017-03-29 Andreas Svensson , Thomas B. Schön

Mapping the surrounding environment is essential for the successful operation of autonomous robots. While extensive research has focused on mapping geometric structures and static objects, the environment is also influenced by the movement…

Robotics · Computer Science 2023-09-04 Junyi Shi , Tomasz Piotr Kucner

Efficient Reinforcement Learning usually takes advantage of demonstration or good exploration strategy. By applying posterior sampling in model-free RL under the hypothesis of GP, we propose Gaussian Process Posterior Sampling Reinforcement…

Machine Learning · Computer Science 2018-12-12 Ying Fan , Letian Chen , Yizhou Wang

Active learning methods for neural networks are usually based on greedy criteria which ultimately give a single new design point for the evaluation. Such an approach requires either some heuristics to sample a batch of design points at one…

Machine Learning · Computer Science 2020-01-28 Evgenii Tsymbalov , Sergei Makarychev , Alexander Shapeev , Maxim Panov

Most environmental phenomena, such as wind profiles, ozone concentration and sunlight distribution under a forest canopy, exhibit nonstationary dynamics i.e. phenomenon variation change depending on the location and time of occurrence.…

Machine Learning · Computer Science 2018-04-30 Sahil Garg , Amarjeet Singh , Fabio Ramos

The identification of a nonlinear dynamic model is an open topic in control theory, especially from sparse input-output measurements. A fundamental challenge of this problem is that very few to zero prior knowledge is available on both the…

Systems and Control · Electrical Eng. & Systems 2022-06-13 Steeven Janny , Quentin Possamai , Laurent Bako , Madiha Nadri , Christian Wolf

Experimental exploration of high-cost systems with safety constraints, common in engineering applications, is a challenging endeavor. Data-driven models offer a promising solution, but acquiring the requisite data remains expensive and is…

Machine Learning · Computer Science 2025-04-17 Markus Lange-Hegermann , Christoph Zimmer

Gaussian Process (GP) emulators are widely used to approximate complex computer model behaviour across the input space. Motivated by the problem of coupling computer models, recently progress has been made in the theory of the analysis of…

Applications · Statistics 2022-04-20 Victoria Volodina , Nikki Sonenberg , Peter Challenor , Jim Q. Smith

Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…

Methodology · Statistics 2020-10-29 Sina Mews , Roland Langrock , Marius Ötting , Houda Yaqine , Jost Reinecke

Active learning of physical systems must commonly respect practical safety constraints, which restricts the exploration of the design space. Gaussian Processes (GPs) and their calibrated uncertainty estimations are widely used for this…

Machine Learning · Computer Science 2024-04-16 Jörn Tebbe , Christoph Zimmer , Ansgar Steland , Markus Lange-Hegermann , Fabian Mies

While optimal input design for linear systems has been well-established, no systematic approach exists for nonlinear systems where robustness to extrapolation/interpolation errors is prioritized over minimizing estimated parameter variance.…

Systems and Control · Electrical Eng. & Systems 2025-05-09 Yuhan Liu , Máté Kiss , Roland Tóth , Maarten Schoukens

The paper deals with the problem of output regulation of nonlinear systems by presenting a learning-based adaptive internal model-based design strategy. We borrow from the adaptive internal model design technique recently proposed in [1]…

Systems and Control · Electrical Eng. & Systems 2022-06-27 Lorenzo Gentilini , Michelangelo Bin , Lorenzo Marconi

Active learning is usually applied to acquire labels of informative data points in supervised learning, to maximize accuracy in a sample-efficient way. However, maximizing the accuracy is not the end goal when the results are used for…

Machine Learning · Statistics 2021-10-22 Louis Filstroff , Iiris Sundin , Petrus Mikkola , Aleksei Tiulpin , Juuso Kylmäoja , Samuel Kaski

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

This paper presents a problem of model learning for the purpose of learning how to navigate a ball to a goal state in a circular maze environment with two degrees of freedom. The motion of the ball in the maze environment is influenced by…

Robotics · Computer Science 2018-09-20 Diego Romeres , Devesh Jha , Alberto Dalla Libera , William Yerazunis , Daniel Nikovski

Many real-world dynamical systems can be described as State-Space Models (SSMs). In this formulation, each observation is emitted by a latent state, which follows first-order Markovian dynamics. A Probabilistic Deep SSM (ProDSSM)…

Machine Learning · Computer Science 2023-09-18 Andreas Look , Melih Kandemir , Barbara Rakitsch , Jan Peters