论文标题

GP3:高斯过程的基于抽样的分析框架

GP3: A Sampling-based Analysis Framework for Gaussian Processes

论文作者

Lederer, Armin, Kessler, Markus, Hirche, Sandra

论文摘要

尽管机器学习越来越多地应用于控制方法中,但只有少数方法可以保证可认证的安全性,这对于现实世界应用是必需的。这些方法通常依赖于充分理解的学习算法,这些算法允许正式的理论分析。高斯工艺回归是这些方法中的一个重要例子,由于其强大的贝叶斯基础,它引起了人们的注意。尽管有关高斯流程分析的许多问题具有相似的结构,但通常针对它们量身定制特定方法,而没有强烈关注计算效率。因此,这些方法的实际适用性和性能是有限的。为了克服这个问题,我们提出了一个名为GP3的新颖框架,关于高斯流程的图形处理单元的通用计算,该计算允许有效地解决许多现有问题。通过采用间隔分析,计算本地Lipschitz常数,以扩展在网格上验证的属性到连续状态空间。由于该计算是完全可行的,因此与多分辨率采样相结合利用GPU处理的计算益处,以允许高分辨率分析。

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms, which allow formal theoretical analysis. Gaussian process regression is a prominent example among those methods, which attracts growing attention due to its strong Bayesian foundations. Even though many problems regarding the analysis of Gaussian processes have a similar structure, specific approaches are typically tailored for them individually, without strong focus on computational efficiency. Thereby, the practical applicability and performance of these approaches is limited. In order to overcome this issue, we propose a novel framework called GP3, general purpose computation on graphics processing units for Gaussian processes, which allows to solve many of the existing problems efficiently. By employing interval analysis, local Lipschitz constants are computed in order to extend properties verified on a grid to continuous state spaces. Since the computation is completely parallelizable, the computational benefits of GPU processing are exploited in combination with multi-resolution sampling in order to allow high resolution analysis.

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