Related papers: Information-Theoretic Safe Exploration with Gaussi…
Gaussian Processes (GPs) offer an attractive method for regression over small, structured and correlated datasets. However, their deployment is hindered by computational costs and limited guidelines on how to apply GPs beyond simple…
We apply Gaussian process (GP) regression, which provides a powerful non-parametric probabilistic method of relating inputs to outputs, to survival data consisting of time-to-event and covariate measurements. In this context, the covariates…
In this paper, we introduce a targeted exploration strategy for the non-asymptotic, finite-time case. The proposed strategy is applicable to uncertain linear time-invariant systems subject to sub-Gaussian disturbances. As the main result,…
We propose a novel method for maximum likelihood-based parameter inference in nonlinear and/or non-Gaussian state space models. The method is an iterative procedure with three steps. At each iteration a particle filter is used to estimate…
Safety is one of the biggest concerns to applying reinforcement learning (RL) to the physical world. In its core part, it is challenging to ensure RL agents persistently satisfy a hard state constraint without white-box or black-box…
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…
Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a…
We address the problem of continual learning in multi-task Gaussian process (GP) models for handling sequential input-output observations. Our approach extends the existing prior-posterior recursion of online Bayesian inference, i.e.\ past…
A powerful tool for the analysis of nonrandomized observational studies has been the potential outcomes model. Utilization of this framework allows analysts to estimate average treatment effects. This article considers the situation in…
This paper presents an adaptive online learning framework for systems with uncertain parameters to ensure safety-critical control in non-stationary environments. Our approach consists of two phases. The initial phase is centered on a novel…
Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…
Gaussian processes (GPs) are non-linear probabilistic models popular in many applications. However, na\"ive GP realizations require quadratic memory to store the covariance matrix and cubic computation to perform inference or evaluate the…
Autonomous robots operating in unstructured, safety-critical environments, from planetary exploration to warehouses and homes, must learn to safely navigate and interact with their surroundings despite limited prior knowledge. Current…
Gaussian processes (GPs) are Bayesian non-parametric models popular in a variety of applications due to their accuracy and native uncertainty quantification (UQ). Tuning GP hyperparameters is critical to ensure the validity of prediction…
Gaussian Process (GP) regression is a flexible non-parametric approach to approximate complex models. In many cases, these models correspond to processes with bounded physical properties. Standard GP regression typically results in a proxy…
Gaussian processes are a powerful framework for uncertainty-aware function approximation and sequential decision-making. Unfortunately, their classical formulation does not scale gracefully to large amounts of data and modern hardware for…
Deploying deep reinforcement learning in safety-critical settings requires developing algorithms that obey hard constraints during exploration. This paper contributes a first approach toward enforcing formal safety constraints on end-to-end…
Information theoretic active learning has been widely studied for probabilistic models. For simple regression an optimal myopic policy is easily tractable. However, for other tasks and with more complex models, such as classification with…
Reinforcement learning agents naturally learn from extensive exploration. Exploration is costly and can be unsafe in $\textit{safety-critical}$ domains. This paper proposes a novel framework for incorporating domain knowledge to help guide…
We study nonparametric Bayesian inference for the intensity function of a covariate-driven point process. We extend recent results from the literature, showing that a wide class of Gaussian priors, combined with flexible link functions,…