Transfering Nonlinear Representations using Gaussian Processes with a Shared Latent Space

When a series of problems are related, representations derived fromlearning earlier tasks may be useful in solving later problems. Inthis paper we propose a novel approach to transfer learning withlow-dimensional, non-linear latent spaces. We show how suchrepresentations can be jointly learned across multiple tasks in adiscriminative probabilistic regression framework. When transferred tonew tasks with relatively few training examples, learning can befaster and/or more accurate. Experiments on a digit recognition taskshow significantly improved performance when compared to baselineperformance with the original feature representation or with arepresentation derived from a semi-supervised learning approach

Efficient Reinforcement Learning for Motor Control

Abstract — Artificial learners often require many more trials than humans or animals when learning motor control tasks in the absence of expert knowledge. We implement two key ingredients of biological learning systems, generalization and incorporation of uncertainty into the decision-making process, to speed up artificial learning. We present a coherent and fully Bayesian framework that allows for efficient artificial learning in the absence of expert knowledge. The success of our learning framework is demonstrated on challenging nonlinear control problems in simulation and in hardware. I

Inference for Continuous Stochastic Processes Using Gaussian Process Regression

Gaussian process regression (GPR) is a long-standing technique for statistical interpolation between observed data points. Having originally been applied to spatial analysis in the 1950s, GPR offers highly nonlinear predictions with uncertainty adjusting to the degree of extrapolation -- at the expense of very few model parameters to be fit. Thus GPR has gained considerable popularity in statistical applications such as machine learning and nonparametric density estimation. In this thesis, we explore the potential for GPR to improve the efficiency of parametric inference for continuous-time stochastic processes. For almost all such processes, the likelihood function based on discrete observations cannot be written in closed-form. However, it can be very well approximated if the inter-observation time is small. Therefore, a popular strategy for parametric inference is to introduce missing data between actual observations. In a Bayesian context, samples from the posterior distribution of the parameters and missing data are then typically obtained using Markov chain Monte Carlo (MCMC) methods, which can be computationally very expensive. Here, we consider the possibility of using GPR to impute the marginal distribution of the missing data directly. These imputations could then be leveraged to produce independent draws from the joint posterior by Importance Sampling, for a significant gain in computational efficiency. In order to illustrate the methodology, three continuous processes are examined. The first one is based on a neural excitation model with a non-standard periodic component. The second and third are popular financial models often used for option pricing. While preliminary inferential results are quite promising, we point out several improvements to the methodology which remain to be explored

Gaussian process models for SCADA data based wind turbine performance/condition monitoring

Wind energy has seen remarkable growth in the past decade, and installed wind turbine capacity is increasing significantly every year around the globe. The presence of an excellent offshore wind resource and the need to reduce carbon emissions from electricity generation are driving policy to increase offshore wind generation capacity in UK waters. Logistic and transport issues make offshore maintenance costlier than onshore and availability correspondingly lower, and as a result, there is a growing interest in wind turbine condition monitoring allowing condition based, rather than corrective or scheduled, maintenance.;Offshore wind turbine manufacturers are constantly increasing the rated size the turbines, and also their hub height in order to access higher wind speeds with lower turbulence. However, such scaling up leads to significant increments in terms of materials for both tower structure and foundations, and also costs required for transportation, installation, and maintenance. Wind turbines are costly affairs that comprise several complex systems connected altogether (e.g., hub, drive shaft, gearbox, generator, yaw system, electric drive and so on).;The unexpected failure of these components can cause significant machine unavailability and/or damage to other components. This ultimately increases the operation and maintenance (O&M) cost and subsequently cost of energy (COE). Therefore, identifying faults at an early stage before catastrophic damage occurs is the primary objective associated with wind turbine condition monitoring.;Existing wind turbine condition monitoring strategies, for example, vibration signal analysis and oil debris detection, require costly sensors. The additional costs can be significant depending upon the number of wind turbines typically deployed in offshore wind farms and also, costly expertise is generally required to interpret the results. By contrast, Supervisory Control and Data Acquisition (SCADA) data analysis based condition monitoring could underpin condition based maintenance with little or no additional cost to the wind farm operator.;A Gaussian process (GP) is a stochastic, nonlinear and nonparametric model whose distribution function is the joint distribution of a collection of random variables; it is widely suitable for classification and regression problems. GP is a machine learning algorithm that uses a measure of similarity between subsequent data points (via covariance functions) to fit and or estimate the future value from a training dataset. GP models have been applied to numerous multivariate and multi-task problems including spatial and spatiotemporal contexts.;Furthermore, GP models have been applied to electricity price and residential probabilistic load forecasting, solar power forecasting. However, the application of GPs to wind turbine condition monitoring has to date been limited and not much explored.;This thesis focuses on GP based wind turbine condition monitoring that utilises data from SCADA systems exclusively. The selection of the covariance function greatly influences GP model accuracy. A comparative analysis of different covariance functions for GP models is presented with an in-depth analysis of popularly used stationary covariance functions. Based on this analysis, a suitable covariance function is selected for constructing a GP model-based fault detection algorithm for wind turbine condition monitoring.;By comparing incoming operational SCADA data, effective component condition indicators can be derived where the reference model is based on SCADA data from a healthy turbine constructed and compared against incoming data from a faulty turbine. In this thesis, a GP algorithm is constructed with suitable covariance function to detect incipient turbine operational faults or failures before they result in catastrophic damage so that preventative maintenance can be scheduled in a timely manner.;In order to judge GP model effectiveness, two other methods, based on binning, have been tested and compared with the GP based algorithm. This thesis also considers a range of critical turbine parameters and their impact on the GP fault detection algorithm.;Power is well known to be influenced by air density, and this is reflected in the IEC Standard air density correction procedure. Hence, the proper selection of an air density correction approach can improve the power curve model. This thesis addresses this, explores the different types of air density correction approach, and suggests the best way to incorporate these in the GP models to improve accuracy and reduce uncertainty.;Finally, a SCADA data based fault detection algorithm is constructed to detect failures caused by the yaw misalignment. Two fault detection algorithms based on IEC binning methods (widely used within the wind industry) are developed to assess the performance of the GP based fault detection algorithm in terms of their capability to detect in advance (and by how much) signs of failure, and also their false positive rate by making use of extensive SCADA data and turbine fault and repair logs.;GP models are robust in identifying early anomalies/failures that cause the wind turbine to underperform. This early detection is helpful in preventing machines to reach the catastrophic stage and allow enough time to undertake scheduled maintenance, which ultimately reduces the O&M, cost and maximises the power performance of wind turbines. Overall, results demonstrate the effectiveness of the GP algorithm in improving the performance of wind turbines through condition monitoring.Wind energy has seen remarkable growth in the past decade, and installed wind turbine capacity is increasing significantly every year around the globe. The presence of an excellent offshore wind resource and the need to reduce carbon emissions from electricity generation are driving policy to increase offshore wind generation capacity in UK waters. Logistic and transport issues make offshore maintenance costlier than onshore and availability correspondingly lower, and as a result, there is a growing interest in wind turbine condition monitoring allowing condition based, rather than corrective or scheduled, maintenance.;Offshore wind turbine manufacturers are constantly increasing the rated size the turbines, and also their hub height in order to access higher wind speeds with lower turbulence. However, such scaling up leads to significant increments in terms of materials for both tower structure and foundations, and also costs required for transportation, installation, and maintenance. Wind turbines are costly affairs that comprise several complex systems connected altogether (e.g., hub, drive shaft, gearbox, generator, yaw system, electric drive and so on).;The unexpected failure of these components can cause significant machine unavailability and/or damage to other components. This ultimately increases the operation and maintenance (O&M) cost and subsequently cost of energy (COE). Therefore, identifying faults at an early stage before catastrophic damage occurs is the primary objective associated with wind turbine condition monitoring.;Existing wind turbine condition monitoring strategies, for example, vibration signal analysis and oil debris detection, require costly sensors. The additional costs can be significant depending upon the number of wind turbines typically deployed in offshore wind farms and also, costly expertise is generally required to interpret the results. By contrast, Supervisory Control and Data Acquisition (SCADA) data analysis based condition monitoring could underpin condition based maintenance with little or no additional cost to the wind farm operator.;A Gaussian process (GP) is a stochastic, nonlinear and nonparametric model whose distribution function is the joint distribution of a collection of random variables; it is widely suitable for classification and regression problems. GP is a machine learning algorithm that uses a measure of similarity between subsequent data points (via covariance functions) to fit and or estimate the future value from a training dataset. GP models have been applied to numerous multivariate and multi-task problems including spatial and spatiotemporal contexts.;Furthermore, GP models have been applied to electricity price and residential probabilistic load forecasting, solar power forecasting. However, the application of GPs to wind turbine condition monitoring has to date been limited and not much explored.;This thesis focuses on GP based wind turbine condition monitoring that utilises data from SCADA systems exclusively. The selection of the covariance function greatly influences GP model accuracy. A comparative analysis of different covariance functions for GP models is presented with an in-depth analysis of popularly used stationary covariance functions. Based on this analysis, a suitable covariance function is selected for constructing a GP model-based fault detection algorithm for wind turbine condition monitoring.;By comparing incoming operational SCADA data, effective component condition indicators can be derived where the reference model is based on SCADA data from a healthy turbine constructed and compared against incoming data from a faulty turbine. In this thesis, a GP algorithm is constructed with suitable covariance function to detect incipient turbine operational faults or failures before they result in catastrophic damage so that preventative maintenance can be scheduled in a timely manner.;In order to judge GP model effectiveness, two other methods, based on binning, have been tested and compared with the GP based algorithm. This thesis also considers a range of critical turbine parameters and their impact on the GP fault detection algorithm.;Power is well known to be influenced by air density, and this is reflected in the IEC Standard air density correction procedure. Hence, the proper selection of an air density correction approach can improve the power curve model. This thesis addresses this, explores the different types of air density correction approach, and suggests the best way to incorporate these in the GP models to improve accuracy and reduce uncertainty.;Finally, a SCADA data based fault detection algorithm is constructed to detect failures caused by the yaw misalignment. Two fault detection algorithms based on IEC binning methods (widely used within the wind industry) are developed to assess the performance of the GP based fault detection algorithm in terms of their capability to detect in advance (and by how much) signs of failure, and also their false positive rate by making use of extensive SCADA data and turbine fault and repair logs.;GP models are robust in identifying early anomalies/failures that cause the wind turbine to underperform. This early detection is helpful in preventing machines to reach the catastrophic stage and allow enough time to undertake scheduled maintenance, which ultimately reduces the O&M, cost and maximises the power performance of wind turbines. Overall, results demonstrate the effectiveness of the GP algorithm in improving the performance of wind turbines through condition monitoring

A Practical and Conceptual Framework for Learning in Control

We propose a fully Bayesian approach for efficient reinforcement learning (RL) in Markov decision processes with continuous-valued state and action spaces when no expert knowledge is available. Our framework is based on well-established ideas from statistics and machine learning and learns fast since it carefully models, quantifies, and incorporates available knowledge when making decisions. The key ingredient of our framework is a probabilistic model, which is implemented using a Gaussian process (GP), a distribution over functions. In the context of dynamic systems, the GP models the transition function. By considering all plausible transition functions simultaneously, we reduce model bias, a problem that frequently occurs when deterministic models are used. Due to its generality and efficiency, our RL framework can be considered a conceptual and practical approach to learning models and controllers whe