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The problem of computing the reachable set for a given system is a quintessential question in nonlinear control theory. While previous work has yielded a plethora of approximate and analytical methods for determining such a set, these…

Optimization and Control · Mathematics 2020-12-29 Melkior Ornik

Neural Networks (NNs) can provide major empirical performance improvements for closed-loop systems, but they also introduce challenges in formally analyzing those systems' safety properties. In particular, this work focuses on estimating…

Systems and Control · Electrical Eng. & Systems 2022-02-03 Michael Everett , Golnaz Habibi , Chuangchuang Sun , Jonathan P. How

This paper presents an approach for constrained Gaussian Process (GP) regression where we assume that a set of linear transformations of the process are bounded. It is motivated by machine learning applications for high-consequence…

Machine Learning · Statistics 2019-09-12 Christian Agrell

We present $\mathcal{CL}_1$-$\mathcal{GP}$, a control framework that enables safe simultaneous learning and control for systems subject to uncertainties. The two main constituents are contraction theory-based $\mathcal{L}_1$…

Systems and Control · Electrical Eng. & Systems 2021-12-01 Aditya Gahlawat , Arun Lakshmanan , Lin Song , Andrew Patterson , Zhuohuan Wu , Naira Hovakimyan , Evangelos Theodorou

Learning dynamical models from data is not only fundamental but also holds great promise for advancing principle discovery, time-series prediction, and controller design. Among various approaches, Gaussian Process State-Space Models…

Machine Learning · Computer Science 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

Hamilton-Jacobi reachability methods for safety-critical control have been well studied, but the safety guarantees derived rely on the accuracy of the numerical computation. Thus, it is crucial to understand and account for any inaccuracies…

Systems and Control · Electrical Eng. & Systems 2022-12-15 Nikolaus Vertovec , Sina Ober-Blöbaum , Kostas Margellos

The Gaussian process (GP) regression model is a widely employed surrogate modeling technique for computer experiments, offering precise predictions and statistical inference for the computer simulators that generate experimental data.…

Methodology · Statistics 2024-04-02 Lulu Kang , Yuanxing Cheng , Yiwei Wang , Chun Liu

We propose a novel sparse spectrum approximation of Gaussian process (GP) tailored for Bayesian optimization. Whilst the current sparse spectrum methods provide desired approximations for regression problems, it is observed that this…

Machine Learning · Computer Science 2020-06-09 Ang Yang , Cheng Li , Santu Rana , Sunil Gupta , Svetha Venkatesh

Demand for high-performance, robust, and safe autonomous systems has grown substantially in recent years. These objectives motivate the desire for efficient safety-theoretic reasoning that can be embedded in core decision-making tasks such…

Robotics · Computer Science 2022-12-27 Kristoffer M. Frey , Ted J. Steiner , Jonathan P. How

Meta-learning is a powerful approach that exploits historical data to quickly solve new tasks from the same distribution. In the low-data regime, methods based on the closed-form posterior of Gaussian processes (GP) together with Bayesian…

In this paper, we consider the problem of using a robot to explore an environment with an unknown, state-dependent disturbance function while avoiding some forbidden areas. The goal of the robot is to safely collect observations of the…

Robotics · Computer Science 2021-05-17 Dawei Sun , Mohammad Javad Khojasteh , Shubhanshu Shekhar , Chuchu Fan

Gaussian processes (GPs) are pervasive in functional data analysis, machine learning, and spatial statistics for modeling complex dependencies. Modern scientific data sets are typically heterogeneous and often contain multiple known…

Methodology · Statistics 2021-10-19 Didong Li , Andrew Jones , Sudipto Banerjee , Barbara E. Engelhardt

One of the key challenges in revenue management is unconstraining demand data. Existing state of the art single-class unconstraining methods make restrictive assumptions about the form of the underlying demand and can perform poorly when…

Applications · Statistics 2017-11-30 Ilan Price , Jaroslav Fowkes , Daniel Hopman

Model uncertainty and limited data are fundamental challenges to robust management of human intervention in a natural system. These challenges are acutely highlighted by concerns that many ecological systems may contain tipping points, such…

Quantitative Methods · Quantitative Biology 2014-12-30 Carl Boettiger , Marc Mangel , Stephan Munch

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…

Machine Learning · Statistics 2019-05-28 Jiaxin Shi , Mohammad Emtiyaz Khan , Jun Zhu

Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and non-differentiable functions, these smoothness assumptions are often too…

Machine Learning · Statistics 2016-04-12 Roberto Calandra , Jan Peters , Carl Edward Rasmussen , Marc Peter Deisenroth

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

Distributed model predictive control methods for uncertain systems often suffer from considerable conservatism and can tolerate only small uncertainties due to the use of robust formulations that are amenable to distributed design and…

Systems and Control · Electrical Eng. & Systems 2022-03-03 Simon Muntwiler , Kim P. Wabersich , Lukas Hewing , Melanie N. Zeilinger

When comparing approximate Gaussian process (GP) models, it can be helpful to be able to generate data from any GP. If we are interested in how approximate methods perform at scale, we may wish to generate very large synthetic datasets to…

Machine Learning · Statistics 2023-01-03 Anthony Stephenson , Robert Allison , Edward Pyzer-Knapp

Gaussian Processes (GPs) are powerful non-parametric Bayesian regression models that allow exact posterior inference, but exhibit high computational and memory costs. In order to improve scalability of GPs, approximate posterior inference…

Machine Learning · Computer Science 2020-04-28 Martin Trapp , Robert Peharz , Franz Pernkopf , Carl E. Rasmussen
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