Reviews: Safe Active Learning for Time-Series Modeling with Gaussian Processes

This paper proposes safe active learning algorithm for learning time-series models with piecewise trajectory sections. The basic model for the trajectory section is Gaussian Process, and the safety criterion is modeled as probability of certain safe value, which is modeled as a continuous function of inputs, being in the right region is greater than some threshold. The active learner explores the input space by generating trajectories that maximizes certain criterion in system identification. The paper also provides theoretical analysis in the safety perspective, as well as in the predictive variance reduction perspective. In the evaluation, besides simulated examples on predefined continuous functions and low dimensional models, this paper provides a specific use case for learning surrogate model of the high-pressure fluid system.