Streaming sparse Gaussian process approximations

Sparse pseudo-point approximations for Gaussian process (GP) models provide a suite of methods that support deployment of GPs in the large data regime and enable analytic intractabilities to be sidestepped. However, the field lacks a principled method to handle streaming data in which both the posterior distribution over function values and the hyperparameter estimates are updated in an online fashion. The small number of existing approaches either use suboptimal hand-crafted heuristics for hyperparameter learning, or suffer from catastrophic forgetting or slow updating when new data arrive. This paper develops a new principled framework for deploying Gaussian process probabilistic models in the streaming setting, providing methods for learning hyperparameters and optimising pseudo-input locations. The proposed framework is assessed using synthetic and real-world datasets

Nonparametric Bayesian Mixed-effect Model: a Sparse Gaussian Process Approach

Multi-task learning models using Gaussian processes (GP) have been developed and successfully applied in various applications. The main difficulty with this approach is the computational cost of inference using the union of examples from all tasks. Therefore sparse solutions, that avoid using the entire data directly and instead use a set of informative "representatives" are desirable. The paper investigates this problem for the grouped mixed-effect GP model where each individual response is given by a fixed-effect, taken from one of a set of unknown groups, plus a random individual effect function that captures variations among individuals. Such models have been widely used in previous work but no sparse solutions have been developed. The paper presents the first sparse solution for such problems, showing how the sparse approximation can be obtained by maximizing a variational lower bound on the marginal likelihood, generalizing ideas from single-task Gaussian processes to handle the mixed-effect model as well as grouping. Experiments using artificial and real data validate the approach showing that it can recover the performance of inference with the full sample, that it outperforms baseline methods, and that it outperforms state of the art sparse solutions for other multi-task GP formulations.Comment: Preliminary version appeared in ECML201

Learning Motion Predictors for Smart Wheelchair using Autoregressive Sparse Gaussian Process

Constructing a smart wheelchair on a commercially available powered wheelchair (PWC) platform avoids a host of seating, mechanical design and reliability issues but requires methods of predicting and controlling the motion of a device never intended for robotics. Analog joystick inputs are subject to black-box transformations which may produce intuitive and adaptable motion control for human operators, but complicate robotic control approaches; furthermore, installation of standard axle mounted odometers on a commercial PWC is difficult. In this work, we present an integrated hardware and software system for predicting the motion of a commercial PWC platform that does not require any physical or electronic modification of the chair beyond plugging into an industry standard auxiliary input port. This system uses an RGB-D camera and an Arduino interface board to capture motion data, including visual odometry and joystick signals, via ROS communication. Future motion is predicted using an autoregressive sparse Gaussian process model. We evaluate the proposed system on real-world short-term path prediction experiments. Experimental results demonstrate the system's efficacy when compared to a baseline neural network model.Comment: The paper has been accepted to the International Conference on Robotics and Automation (ICRA2018