arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2402.06276cs.LGstat.ML
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高斯过程时间序列建模的安全主动学习

Safe Active Learning for Time-Series Modeling with Gaussian Processes

Bosch Center for Artificial Intelligence(博世人工智能中心)

Christoph Zimmer, Mona Meister, Duy Nguyen-Tuong

AI总结:

本研究提出一种在安全约束下主动学习高斯过程时间序列模型的方法,通过动态探索输入空间生成轨迹数据,并在技术应用中验证了其有效性。

摘要:

学习时间序列模型对于许多应用(如仿真和预测)非常有用。在本研究中,我们考虑了在给定安全约束下主动学习时间序列模型的问题。对于时间序列建模,我们采用具有非线性外生输入结构的高斯过程。所提出的方法通过动态探索输入空间来生成适合时间序列模型学习的数据,即输入和输出轨迹。该方法将输入轨迹参数化为连续的轨迹段,这些轨迹段根据安全要求和过去的观测逐步确定。我们分析了所提出的算法,并在一个技术应用上对其进行了实证评估。结果表明我们的方法在现实技术用例中的有效性。

英文摘要:

Learning time-series models is useful for many applications, such as simulation and forecasting. In this study, we consider the problem of actively learning time-series models while taking given safety constraints into account. For time-series modeling we employ a Gaussian process with a nonlinear exogenous input structure. The proposed approach generates data appropriate for time series model learning, i.e. input and output trajectories, by dynamically exploring the input space. The approach parametrizes the input trajectory as consecutive trajectory sections, which are determined stepwise given safety requirements and past observations. We analyze the proposed algorithm and evaluate it empirically on a technical application. The results show the effectiveness of our approach in a realistic technical use case.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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