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In this paper, we present an extension to the recursive Gaussian Process (RGP) regression that enables the satisfaction of inequality constraints and is well suited for a real-time execution in control applications. The soft inequality…
This paper presents a real-time capable algorithm for the learning of Gaussian Processes (GP) for submodels. It extends an existing recursive Gaussian Process (RGP) algorithm which requires a measurable output. In many applications,…
Gaussian processes (GPs) are widely used as surrogate models for complicated functions in scientific and engineering applications. In many cases, prior knowledge about the function to be approximated, such as monotonicity, is available and…
Gaussian Processes (GPs) are powerful kernelized methods for non-parameteric regression used in many applications. However, their use is limited to a few thousand of training samples due to their cubic time complexity. In order to scale GPs…
To enable closed form conditioning, a common assumption in Gaussian process (GP) regression is independent and identically distributed Gaussian observation noise. This strong and simplistic assumption is often violated in practice, which…
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…
Gaussian processes (GPs) are widely used for regression and optimization tasks such as Bayesian optimization (BO) due to their expressiveness and principled uncertainty estimates. However, in settings with large datasets corrupted by…
We present an implementation of model-based online reinforcement learning (RL) for continuous domains with deterministic transitions that is specifically designed to achieve low sample complexity. To achieve low sample complexity, since the…
In this work we study the non-parametric reconstruction of spatio-temporal dynamical Gaussian processes (GPs) via GP regression from sparse and noisy data. GPs have been mainly applied to spatial regression where they represent one of the…
Gaussian process regression is a machine learning approach which has been shown its power for estimation of unknown functions. However, Gaussian processes suffer from high computational complexity, as in a basic form they scale cubically…
Gaussian Processes (GPs) are widely used for regression and system identification due to their flexibility and ability to quantify uncertainty. However, their computational complexity limits their applicability to small datasets. Moreover…
In this paper, we focus on the problem of robustifying reinforcement learning (RL) algorithms with respect to model uncertainties. Indeed, in the framework of model-based RL, we propose to merge the theory of constrained Markov decision…
The sparse pseudo-input Gaussian process (SPGP) is a new approximation method for speeding up GP regression in the case of a large number of data points N. The approximation is controlled by the gradient optimization of a small set of M…
Accurate learning of system dynamics is becoming increasingly crucial for advanced control and decision-making in engineering. However, real-world systems often exhibit multiple channels and highly nonlinear transition dynamics, challenging…
This paper proposes a framework for multi-robot systems to perform simultaneous learning and coverage of a domain of interest characterized by an unknown and potentially time-varying density function. To overcome the limitations of Gaussian…
Gaussian stochastic process emulation is a powerful tool for approximating computationally intensive computer models. However, estimation of parameters in the GaSP emulator is a challenging task. No closed-form estimator is available, and…
Gaussian processes (GPs) enable principled computation of model uncertainty, making them attractive for safety-critical applications. Such scenarios demand that GP decisions are not only accurate, but also robust to perturbations. In this…
We propose a new method for automatically detecting monotonic input-output relationships from data using Gaussian Process (GP) models with virtual derivative observations. Our results on synthetic and real datasets show that the proposed…
We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…
Gaussian processes (GPs) are non-parametric probabilistic regression models that are popular due to their flexibility, data efficiency, and well-calibrated uncertainty estimates. However, standard GP models assume homoskedastic Gaussian…