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State-space models are successfully used in many areas of science, engineering and economics to model time series and dynamical systems. We present a fully Bayesian approach to inference \emph{and learning} (i.e. state estimation and system…

机器学习 · 统计学 2013-12-18 Roger Frigola , Fredrik Lindsten , Thomas B. Schön , Carl E. Rasmussen

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes…

机器人学 · 计算机科学 2024-10-30 Soon-Seo Park , Young-Jin Park , Youngjae Min , Han-Lim Choi

Many software engineering tasks, such as testing, and anomaly detection can benefit from the ability to infer a behavioral model of the software.Most existing inference approaches assume access to code to collect execution sequences. In…

机器学习 · 计算机科学 2021-10-13 Foozhan Ataiefard , Mohammad Jafar Mashhadi , Hadi Hemmati , Niel Walkinshaw

Intelligent real-world systems critically depend on expressive information about their system state and changing operation conditions, e.g., due to variation in temperature, location, wear, or aging. To provide this information, online…

系统与控制 · 电气工程与系统科学 2024-09-17 Jan-Hendrik Ewering , Björn Volkmann , Simon F. G. Ehlers , Thomas Seel , Michael Meindl

We investigate active learning in Gaussian Process state-space models (GPSSM). Our problem is to actively steer the system through latent states by determining its inputs such that the underlying dynamics can be optimally learned by a…

机器学习 · 计算机科学 2021-08-03 Hon Sum Alec Yu , Dingling Yao , Christoph Zimmer , Marc Toussaint , Duy Nguyen-Tuong

State-space models have been successfully used for more than fifty years in different areas of science and engineering. We present a procedure for efficient variational Bayesian learning of nonlinear state-space models based on sparse…

机器学习 · 计算机科学 2014-11-04 Roger Frigola , Yutian Chen , Carl E. Rasmussen

In this paper we introduce a general estimation methodology for learning a model of human perception and control in a sensorimotor control task based upon a finite set of demonstrations. The model's structure consists of i the agent's…

机器学习 · 计算机科学 2025-05-02 Ran Wei , Anthony D. McDonald , Alfredo Garcia , Gustav Markkula , Johan Engstrom , Matthew O'Kelly

Gaussian process state-space models (GPSSMs) provide a principled and flexible approach to modeling the dynamics of a latent state, which is observed at discrete-time points via a likelihood model. However, inference in GPSSMs is…

机器学习 · 计算机科学 2023-07-18 Xuhui Fan , Edwin V. Bonilla , Terence J. O'Kane , Scott A. Sisson

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…

系统与控制 · 电气工程与系统科学 2023-03-09 Johanna Bethge , Maik Pfefferkorn , Alexander Rose , Jan Peters , Rolf Findeisen

In engineering design, one often wishes to calculate the probability that the performance of a system is satisfactory under uncertainty. State of the art algorithms exist to solve this problem using active learning with Gaussian process…

机器学习 · 计算机科学 2022-11-03 Jonathan Sadeghi , Romain Mueller , John Redford

Gaussian processes are used in machine learning to learn input-output mappings from observed data. Gaussian process regression is based on imposing a Gaussian process prior on the unknown regressor function and statistically conditioning it…

机器学习 · 统计学 2019-07-16 Simo Särkkä

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…

机器学习 · 计算机科学 2025-10-20 Tengjie Zheng , Haipeng Chen , Lin Cheng , Shengping Gong , Xu Huang

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…

机器学习 · 统计学 2018-11-06 Edwin V. Bonilla , Karl Krauth , Amir Dezfouli

The performance of learning-based control techniques crucially depends on how effectively the system is explored. While most exploration techniques aim to achieve a globally accurate model, such approaches are generally unsuited for systems…

机器学习 · 计算机科学 2020-06-11 Alexandre Capone , Jonas Umlauft , Thomas Beckers , Armin Lederer , Sandra Hirche

Autonomous agents must be able to safely interact with other vehicles to integrate into urban environments. The safety of these agents is dependent on their ability to predict collisions with other vehicles' future trajectories for…

机器人学 · 计算机科学 2020-02-07 Andrew Patterson , Aditya Gahlawat , Naira Hovakimyan

An incremental/online state dynamic learning method is proposed for identification of the nonlinear Gaussian state space models. The method embeds the stochastic variational sparse Gaussian process as the probabilistic state dynamic model…

机器学习 · 统计学 2016-08-31 Vahid Bastani , Lucio Marcenaro , Carlo Regazzoni

Gaussian state space models have been used for decades as generative models of sequential data. They admit an intuitive probabilistic interpretation, have a simple functional form, and enjoy widespread adoption. We introduce a unified…

机器学习 · 统计学 2016-12-06 Rahul G. Krishnan , Uri Shalit , David Sontag

Inferring behavior model of a running software system is quite useful for several automated software engineering tasks, such as program comprehension, anomaly detection, and testing. Most existing dynamic model inference techniques are…

机器学习 · 计算机科学 2020-08-31 Mohammad Jafar Mashhadi , Hadi Hemmati

This paper proposes a method for modeling human driver interactions that relies on multi-output gaussian processes. The proposed method is developed as a refinement of the game theoretical hierarchical reasoning approach called "level-k…

机器学习 · 计算机科学 2022-01-06 Cem Okan Yaldiz , Yildiray Yildiz

This work presents a data-driven method for learning low-dimensional time-dependent physics-based surrogate models whose predictions are endowed with uncertainty estimates. We use the operator inference approach to model reduction that…

数值分析 · 数学 2025-03-19 Shane A. McQuarrie , Anirban Chaudhuri , Karen E. Willcox , Mengwu Guo
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