Engineering topics

Priest, Benjamin W.

Publications and source records attributed to Priest, Benjamin W..

4 records

DOE OSTI2024

A robust approach to Gaussian process implementation

Abstract. Gaussian process (GP) regression is a flexible modeling technique used to predict outputs and to capture uncertainty in the predictions. However, the GP regression process becomes computationally intensive when the training spatial dataset has a large number of observations. To address this challenge, we introduce a scalable GP algorithm, termed MuyGPs, which incorporates nearest-neighbor and leave-one-out cross-validation during training. This approach enables the evaluation of large spatial datasets with state-of-the-art accuracy and speed in certain spatial problems. Despite these advantages, conventional quadratic loss functions used in the MuyGPs optimization, such as root mean squared error (RMSE), are highly influenced by outliers. We explore the behavior of MuyGPs in cases involving outlying observations and, subsequently, develop a robust approach to handle and mitigate their impact. Specifically, we introduce a novel leave-one-out loss function based on the pseudo-Huber function (LOOPH) that effectively accounts for outliers in large spatial datasets within the MuyGPs framework. Our simulation study shows that the LOOPH loss method maintains accuracy despite outlying observations, establishing MuyGPs as a powerful tool for mitigating unusual observation impacts in the large data regime. In the analysis of US ozone data, MuyGPs provides accurate predictions and uncertainty quantification, demonstrating its utility in managing data anomalies. Through these efforts, we advance the understanding of GP regression in spatial contexts.

Mukangango, Juliette↗

DOE OSTI2024

Exploration with Scalable Gaussian Process Reinforcement Learning

Exploration is a challenging problem in reinforcement learning (RL), especially in environments with sparse rewards. Quantifying and utilizing the parametric uncertainty has been shown to be paramount for successful exploration [Osband et al., 2018]. Bayesian, or approximately Bayesian, methods present a principled means of estimating the parametric uncertainty in RL problems. Gaussian processes, nonparametric Bayesian models, are often impractical due to poor scalability and computational bottlenecks. We introduce a scalable Gaussian process RL (GPRL) method which directly induces sparsity in the covariance matrix to facilitate faster computation. This is a departure from previous GPRL methods which instead rely on data reduction and subsampling. We compare various covariance-based exploration techniques (Thompson sampling, upper confidence bound, and probabilistic maximum variance) which leverage our scalable GP framework in sparse reward environments. Finally, we show favorable comparison against the bootstrapped deep Q-Network.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2023

An Analysis of the Johnson-Lindenstrauss Lemma with the Bivariate Gamma Distribution

Probabilistic proofs of the Johnson-Lindenstrauss lemma imply that random projection can reduce the dimension of a data set and approximately preserve pairwise distances. If a distance being approximately preserved is called a success, and the complement of this event is called a failure, then such a random projection likely results in no failures. Assuming a Gaussian random projection, the lemma is proved by showing that the no-failure probability is positive using a combination of Bonferroni's inequality and Markov's inequality. This paper modifies this proof in two ways to obtain a greater lower bound on the no-failure probability. First, Bonferroni's inequality is applied to pairs of failures instead of individual failures. Second, since a pair of projection errors has a bivariate gamma distribution, this probability of a pair of successes is bounded using an inequality from [Jensen, 1969]. If n is the number of points to be embedded and μ is the probability of success, then this leads to an increase in the lower bound on the no-failure probability of $\frac{1}{2}$ ($\genfrac{}{}{0pt}{}{n}{2}$) (1- μ ) 2 is ($\genfrac{}{}{0pt}{}{n}{2}$) is even and $\frac{1}{2}$ (($\genfrac{}{}{0pt}{}{n}{2}$)-1) (1- μ ) 2 if ($\genfrac{}{}{0pt}{}{n}{2}$) is odd. For example, if n =10 5 points are to be embedded in k =10 4 dimensions with a tolerance of ϵ=0.1, then the improvement in the lower bound is on the order of 10 -14 . We also show that further improvement is possible if the inequality in [Jensen, 1969] extends to three successes, though we do not have a proof of this result.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

DOE OSTI2020

Reinforcement Learning via Gaussian Processes with Neural Network Dual Kernels

While deep neural networks (DNNs) and Gaussian Processes (GPs) are both popularly utilized to solve problems in reinforcement learning, both approaches feature undesirable drawbacks for challenging problems. DNNs learn complex non-linear embeddings, but do not naturally quantify uncertainty and are often data-inefficient to train. GPs infer posterior distributions over functions, but popular kernels exhibit limited expressivity on complex and high-dimensional data. Fortunately, recently discovered conjugate and neural tangent kernel functions encode the behavior of overparameterized neural networks in the kernel domain. We demonstrate that these kernels can be efficiently applied to regression and reinforcement learning problems by analyzing a baseline case study.We apply GPs with neural network dual kernels to solve reinforcement learning tasks for the first time. We demonstrate, using the well understood mountain-car problem, that GPs empowered with dual kernels perform at least as well as those using the conventional radial basis function kernel. Finally, we conjecture that by inheriting the probabilistic rigor of GPs and the powerful embedding properties of DNNs, GPs using NN dual kernels will empower future reinforcement learning models on difficult domains.

97 MATHEMATICS AND COMPUTING↗