Gaussian process

About: Gaussian process is a research topic. Over the lifetime, 18944 publications have been published within this topic receiving 486645 citations. The topic is also known as: Gaussian stochastic process.

Gaussian process latent variable models for human pose estimation

Abstract: We describe a method for recovering 3D human body pose from silhouettes. Our model is based on learning a latent space using the Gaussian Process Latent Variable Model (GP-LVM) [1] encapsulating both pose and silhouette features Our method is generative, this allows us to model the ambiguities of a silhouette representation in a principled way. We learn a dynamical model over the latent space which allows us to disambiguate between ambiguous silhouettes by temporal consistency. The model has only two free parameters and has several advantages over both regression approaches and other generative methods. In addition to the application shown in this paper the suggested model is easily extended to multiple observation spaces without constraints on type.

Anomaly detection in sea traffic - A comparison of the Gaussian Mixture Model and the Kernel Density Estimator

Abstract: This paper presents a first attempt to evaluate two previously proposed methods for statistical anomaly detection in sea traffic, namely the Gaussian Mixture Model (GMM) and the adaptive Kernel Density Estimator (KDE). A novel performance measure related to anomaly detection, together with an intermediate performance measure related to normalcy modeling, are proposed and evaluated using recorded AIS data of vessel traffic and simulated anomalous trajectories. The normalcy modeling evaluation indicates that KDE more accurately captures finer details of normal data. Yet, results from anomaly detection show no significant difference between the two techniques and the performance of both is considered suboptimal. Part of the explanation is that the methods are based on a rather artificial division of data into geographical cells. The paper therefore discusses other clustering approaches based on more informed features of data and more background knowledge regarding the structure and natural classes of the data.

Batch Bayesian Optimization via Local Penalization

Abstract: The popularity of Bayesian optimization methods for efficient exploration of parameter spaces has lead to a series of papers applying Gaussian processes as surrogates in the optimization of functions. However, most proposed approaches only allow the exploration of the parameter space to occur sequentially. Often, it is desirable to simultaneously propose batches of parameter values to explore. This is particularly the case when large parallel processing facilities are available. These facilities could be computational or physical facets of the process being optimized. E.g. in biological experiments many experimental set ups allow several samples to be simultaneously processed. Batch methods, however, require modeling of the interaction between the evaluations in the batch, which can be expensive in complex scenarios. We investigate a simple heuristic based on an estimate of the Lipschitz constant that captures the most important aspect of this interaction (i.e. local repulsion) at negligible computational overhead. The resulting algorithm compares well, in running time, with much more elaborate alternatives. The approach assumes that the function of interest, $f$, is a Lipschitz continuous function. A wrap-loop around the acquisition function is used to collect batches of points of certain size minimizing the non-parallelizable computational effort. The speed-up of our method with respect to previous approaches is significant in a set of computationally expensive experiments.

Efficient multiobjective optimization employing Gaussian processes, spectral sampling and a genetic algorithm

Abstract: Many engineering problems require the optimization of expensive, black-box functions involving multiple conflicting criteria, such that commonly used methods like multiobjective genetic algorithms are inadequate. To tackle this problem several algorithms have been developed using surrogates. However, these often have disadvantages such as the requirement of a priori knowledge of the output functions or exponentially scaling computational cost with respect to the number of objectives. In this paper a new algorithm is proposed, TSEMO, which uses Gaussian processes as surrogates. The Gaussian processes are sampled using spectral sampling techniques to make use of Thompson sampling in conjunction with the hypervolume quality indicator and NSGA-II to choose a new evaluation point at each iteration. The reference point required for the hypervolume calculation is estimated within TSEMO. Further, a simple extension was proposed to carry out batch-sequential design. TSEMO was compared to ParEGO, an expected hypervolume implementation, and NSGA-II on nine test problems with a budget of 150 function evaluations. Overall, TSEMO shows promising performance, while giving a simple algorithm without the requirement of a priori knowledge, reduced hypervolume calculations to approach linear scaling with respect to the number of objectives, the capacity to handle noise and lastly the ability for batch-sequential usage.

Safe learning of regions of attraction for uncertain, nonlinear systems with Gaussian processes

Abstract: Control theory can provide useful insights into the properties of controlled, dynamic systems. One important property of nonlinear systems is the region of attraction (ROA), a safe subset of the state space in which a given controller renders an equilibrium point asymptotically stable. The ROA is typically estimated based on a model of the system. However, since models are only an approximation of the real world, the resulting estimated safe region can contain states outside the ROA of the real system. This is not acceptable in safety-critical applications. In this paper, we consider an approach that learns the ROA from experiments on a real system, without ever leaving the true ROA and, thus, without risking safety-critical failures. Based on regularity assumptions on the model errors in terms of a Gaussian process prior, we use an underlying Lyapunov function in order to determine a region in which an equilibrium point is asymptotically stable with high probability. Moreover, we provide an algorithm to actively and safely explore the state space in order to expand the ROA estimate. We demonstrate the effectiveness of this method in simulation.