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Learning models or control policies from data has become a powerful tool to improve the performance of uncertain systems. While a strong focus has been placed on increasing the amount and quality of data to improve performance, data can…

Systems and Control · Electrical Eng. & Systems 2024-10-02 Ralf Römer , Lukas Brunke , Siqi Zhou , Angela P. Schoellig

We introduce new Gaussian Process (GP) high-order approximations to linear operations that are frequently used in various numerical methods. Our method employs the kernel-based GP regression modeling, a non-parametric Bayesian approach to…

Computational Physics · Physics 2025-06-09 Christopher DeGrendele , Dongwook Lee

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications. It provides both a mean predictor and an…

We present a new guaranteed-safe model predictive path integral (GS-MPPI) control algorithm that enhances sample efficiency in nonlinear systems with multiple safety constraints. The approach use a composite control barrier function (CBF)…

Systems and Control · Electrical Eng. & Systems 2024-10-04 Pedram Rabiee , Jesse B. Hoagg

Continuous-time batch state estimation using Gaussian processes is an efficient approach to estimate the trajectories of robots over time. In the past, relatively simple physics-motivated priors have been considered for such approaches,…

Robotics · Computer Science 2025-06-04 Sven Lilge , Timothy D. Barfoot

In this work, we consider the problem of designing a safety filter for a nonlinear uncertain control system. Our goal is to augment an arbitrary controller with a safety filter such that the overall closed-loop system is guaranteed to stay…

Robotics · Computer Science 2022-04-11 Lukas Brunke , Siqi Zhou , Angela P. Schoellig

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

Gaussian process (GP) methods have been widely studied recently, especially for large-scale systems with big data and even more extreme cases when data is sparse. Key advantages of these methods consist in: 1) the ability to provide…

Methodology · Statistics 2024-09-13 Chenyi Lyu , Xingchi Liu , Lyudmila Mihaylova

Maximizing high-dimensional, non-convex functions through noisy observations is a notoriously hard problem, but one that arises in many applications. In this paper, we tackle this challenge by modeling the unknown function as a sample from…

Machine Learning · Computer Science 2012-07-03 Bo Chen , Rui Castro , Andreas Krause

Gaussian Process (GP) models have also become extremely useful for optimization under uncertainty algorithms, especially where the objective functions are costly to compute. Yet, the more classical methods usually adopt strategies that, in…

Optimization and Control · Mathematics 2025-07-22 Nishant Gadde

This paper introduces a method of identifying a maximal set of safe strategies from data for stochastic systems with unknown dynamics using barrier certificates. The first step is learning the dynamics of the system via Gaussian process…

Machine Learning · Computer Science 2024-05-07 Rayan Mazouz , John Skovbekk , Frederik Baymler Mathiesen , Eric Frew , Luca Laurenti , Morteza Lahijanian

Autonomous racing control is a challenging research problem as vehicles are pushed to their limits of handling to achieve an optimal lap time; therefore, vehicles exhibit highly nonlinear and complex dynamics. Difficult-to-model effects,…

Robotics · Computer Science 2023-06-28 Shaoshu Su , Ce Hao , Catherine Weaver , Chen Tang , Wei Zhan , Masayoshi Tomizuka

We develop an automated variational method for inference in models with Gaussian process (GP) priors and general likelihoods. The method supports multiple outputs and multiple latent functions and does not require detailed knowledge of the…

Machine Learning · Statistics 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

Gaussian process (GP) regression is a Bayesian nonparametric method for regression and interpolation, offering a principled way of quantifying the uncertainties of predicted function values. For the quantified uncertainties to be…

Statistics Theory · Mathematics 2025-08-22 Masha Naslidnyk , Motonobu Kanagawa , Toni Karvonen , Maren Mahsereci

Gaussian processes (GPs) are a mature and widely-used component of the ML toolbox. One of their desirable qualities is automatic hyperparameter selection, which allows for training without user intervention. However, in many realistic…

Machine Learning · Computer Science 2024-02-16 Sebastian W. Ober , Artem Artemev , Marcel Wagenländer , Rudolfs Grobins , Mark van der Wilk

Gaussian processes (GPs) offer a flexible, uncertainty-aware framework for modeling complex signals, but scale cubically with data, assume static targets, and are brittle to outliers, limiting their applicability in large-scale problems…

Machine Learning · Statistics 2025-09-23 Fernando Llorente , Daniel Waxman , Sanket Jantre , Nathan M. Urban , Susan E. Minkoff

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…

Machine Learning · Computer Science 2023-07-18 Kenza Tazi , Jihao Andreas Lin , Ross Viljoen , Alex Gardner , ST John , Hong Ge , Richard E. Turner

We propose a model predictive control approach for autonomous vehicles that exploits learned Gaussian processes for predicting human driving behavior. The proposed approach employs the uncertainty about the GP's prediction to achieve…

Systems and Control · Electrical Eng. & Systems 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen

Bayesian optimization based on the Gaussian process upper confidence bound (GP-UCB) offers a theoretical guarantee for optimizing black-box functions. In practice, however, black-box functions often involve input uncertainty. To handle such…

Machine Learning · Statistics 2025-07-24 Yu Inatsu

Examples with bound information on the regression function and density abound in many real applications. We propose a novel approach for estimating such functions by incorporating the prior knowledge on the bounds. Specially, a Gaussian…

Methodology · Statistics 2018-10-30 Jize Zhang , Lizhen Lin