arXiv:2412.09053cs.LGstat.ML2024-12被引 1

提出安全主动学习算法,高效收集数据训练高斯过程微分方程模型。

Safe Active Learning for Gaussian Differential Equations

  • 通过约束优化选择信息量大且安全的数据点
  • 在两个实例中优于传统非主动数据采集方法
  • 适合需保障系统安全的动态建模场景

高斯过程微分方程(GPODE)因其能捕捉系统动态并表征预测不确定性而受到关注。现有研究主要聚焦于超参数训练与模型校准,但如何高效、安全地采集训练数据仍是开放问题。高质量数据对模型性能至关重要,而数据采集往往带来时间与成本开销,某些场景下甚至涉及系统安全。为此,本文提出针对GPODE的新型安全主动学习(SAL GPODE)算法,通过序列化建议新数据点、测量并更新模型的方式迭代优化。核心在于求解一个最大化信息量但受限于系统安全性的约束优化问题。实验表明,SAL GPODE在两个典型示例中显著优于标准非主动数据采集方法。

原文摘要 · Abstract (English)

Gaussian Process differential equations (GPODE) have recently gained momentum due to their ability to capture dynamics behavior of systems and also represent uncertainty in predictions. Prior work has described the process of training the hyperparameters and, thereby, calibrating GPODE to data. How to design efficient algorithms to collect data for training GPODE models is still an open field of research. Nevertheless high-quality training data is key for model performance. Furthermore, data collection leads to time-cost and financial-cost and might in some areas even be safety critical to the system under test. Therefore, algorithms for safe and efficient data collection are central for building high quality GPODE models. Our novel Safe Active Learning (SAL) for GPODE algorithm addresses this challenge by suggesting a mechanism to propose efficient and non-safety-critical data to collect. SAL GPODE does so by sequentially suggesting new data, measuring it and updating the GPODE model with the new data. In this way, subsequent data points are iteratively suggested. The core of our SAL GPODE algorithm is a constrained optimization problem maximizing information of new data for GPODE model training constrained by the safety of the underlying system. We demonstrate our novel SAL GPODE's superiority compared to a standard, non-active way of measuring new data on two relevant examples.

主动学习高斯过程微分方程安全建模

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