提出SkyGP框架,让高斯过程实时学习更高效
Streaming Generated Gaussian Process Experts for Online Learning and Control: Extended Version
- 用动态专家集替代传统高斯过程,控制计算和内存开销
- 在实时控制实验中,预测精度优于现有方法
- 适合需要快速适应的机器人、自动驾驶等安全关键系统
高斯过程(GPs)作为非参数学习方法,具备灵活建模能力和校准的不确定性量化,支持通过多项式时间计算实现在线学习,适用于需快速适应的安全关键动态系统。然而,精确高斯过程在处理流式数据时,推理与在线更新存在立方时间复杂度和二次存储复杂度,限制了其在大规模实时场景下的可扩展性。本文提出一种基于流式核诱导的渐进生成专家框架(SkyGP),通过维护有限专家集,同时解决计算与内存瓶颈,并继承精确高斯过程的学习性能保证。进一步设计两种变体:侧重预测精度的SkyGP-Dense与侧重计算效率的SkyGP-Fast。通过大量基准测试与实时控制实验验证,SkyGP显著优于当前最优方法。
原文摘要 · Abstract (English)
Gaussian Processes (GPs), as a nonparametric learning method, offer flexible modeling capabilities and calibrated uncertainty quantification for function approximations. Additionally, GPs support online learning by efficiently incorporating new data with polynomial-time computation, making them well-suited for safety-critical dynamical systems that require rapid adaptation. However, the inference and online updates of exact GPs, when processing streaming data, incur cubic computation time and quadratic storage memory complexity, limiting their scalability to large datasets in real-time settings. In this paper, we propose a streaming kernel-induced progressively generated expert framework of Gaussian processes (SkyGP) that addresses both computational and memory constraints by maintaining a bounded set of experts, while inheriting the learning performance guarantees from exact Gaussian processes. Furthermore, two SkyGP variants are introduced, each tailored to a specific objective, either maximizing prediction accuracy (SkyGP-Dense) or improving computational efficiency (SkyGP-Fast). The effectiveness of SkyGP is validated through extensive benchmarks and real-time control experiments demonstrating its superior performance compared to state-of-the-art approaches.
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