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We propose a method to encourage safety in Model Predictive Control (MPC)-based Reinforcement Learning (RL) via Gaussian Process (GP) regression. This framework consists of 1) a parametric MPC scheme that is employed as model-based…
A Gaussian process (GP) is a powerful and widely used regression technique. The main building block of a GP regression is the covariance kernel, which characterizes the relationship between pairs in the random field. The optimization to…
Learning precise surrogate models of complex computer simulations and physical machines often require long-lasting or expensive experiments. Furthermore, the modeled physical dependencies exhibit nonlinear and nonstationary behavior.…
Gaussian processes (GPs) are ubiquitously used in sciences and engineering as metamodels. Standard GPs, however, can only handle numerical or quantitative variables. In this paper, we introduce latent map Gaussian processes (LMGPs) that…
Neural Processes (NPs) are a rapidly evolving class of models designed to directly model the posterior predictive distribution of stochastic processes. Originally developed as a scalable alternative to Gaussian Processes (GPs), which are…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the…
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…
Multi-output regression models must exploit dependencies between outputs to maximise predictive performance. The application of Gaussian processes (GPs) to this setting typically yields models that are computationally demanding and have…
Computational models of complex physical systems often rely on simplifying assumptions which inevitably introduce model error, with consequent predictive errors. Given data on model observables, the estimation of parameterized model-error…
Inference in Gaussian process (GP) models is computationally challenging for large data, and often difficult to approximate with a small number of inducing points. We explore an alternative approximation that employs stochastic inference…
This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…
A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a…
Gaussian processes are powerful models for probabilistic machine learning, but are limited in application by their $O(N^3)$ inference complexity. We propose a method for deriving parametric families of kernel functions with compact spatial…
Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic…
Gaussian processes regression models are an appealing machine learning method as they learn expressive non-linear models from exemplar data with minimal parameter tuning and estimate both the mean and covariance of unseen points. However,…
We introduce a stochastic variational inference procedure for training scalable Gaussian process (GP) models whose per-iteration complexity is independent of both the number of training points, $n$, and the number basis functions used in…
Gaussian processes (GPs) are a powerful tool for probabilistic inference over functions. They have been applied to both regression and non-linear dimensionality reduction, and offer desirable properties such as uncertainty estimates,…
Gaussian process (GP) regression is a non-parametric, Bayesian framework to approximate complex models. Standard GP regression can lead to an unbounded model in which some points can take infeasible values. We introduce a new GP method that…
Trajectory prediction in a cluttered environment is key to many important robotics tasks such as autonomous navigation. However, there are an infinite number of possible trajectories to consider. To simplify the space of trajectories under…
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…