mogp
Multi-Output Robust and Conjugate Gaussian Processes
Rooijakkers, Joshua, Rønneberg, Leiv, Briol, François-Xavier, Knoblauch, Jeremias, Altamirano, Matias
Multi-output Gaussian process (MOGP) regression allows modelling dependencies among multiple correlated response variables. Similarly to standard Gaussian processes, MOGPs are sensitive to model misspecification and outliers, which can distort predictions within individual outputs. This situation can be further exacerbated by multiple anomalous response variables whose errors propagate due to correlations between outputs. To handle this situation, we extend and generalise the robust and conjugate Gaussian process (RCGP) framework introduced by Altamirano et al. (2024). This results in the multi-output RCGP (MO-RCGP): a provably robust MOGP that is conjugate, and jointly captures correlations across outputs. We thoroughly evaluate our approach through applications in finance and cancer research.
MGPRL: Distributed Multi-Gaussian Processes for Wi-Fi-based Multi-Robot Relative Localization in Large Indoor Environments
Ghanta, Sai Krishna, Parasuraman, Ramviyas
Relative localization is a crucial capability for multi-robot systems operating in GPS-denied environments. Existing approaches for multi-robot relative localization often depend on costly or short-range sensors like cameras and LiDARs. Consequently, these approaches face challenges such as high computational overhead (e.g., map merging) and difficulties in disjoint environments. To address this limitation, this paper introduces MGPRL, a novel distributed framework for multi-robot relative localization using convex-hull of multiple Wi-Fi access points (AP). To accomplish this, we employ co-regionalized multi-output Gaussian Processes for efficient Radio Signal Strength Indicator (RSSI) field prediction and perform uncertainty-aware multi-AP localization, which is further coupled with weighted convex hull-based alignment for robust relative pose estimation. Each robot predicts the RSSI field of the environment by an online scan of APs in its environment, which are utilized for position estimation of multiple APs. To perform relative localization, each robot aligns the convex hull of its predicted AP locations with that of the neighbor robots. This approach is well-suited for devices with limited computational resources and operates solely on widely available Wi-Fi RSSI measurements without necessitating any dedicated pre-calibration or offline fingerprinting. We rigorously evaluate the performance of the proposed MGPRL in ROS simulations and demonstrate it with real-world experiments, comparing it against multiple state-of-the-art approaches. The results showcase that MGPRL outperforms existing methods in terms of localization accuracy and computational efficiency. Finally, we open source MGPRL as a ROS package https://github.com/herolab-uga/MGPRL.
Multi-Output Gaussian Processes for Graph-Structured Data
Nakai-Kasai, Ayano, Wadayama, Tadashi
Graph-structured data is a type of data to be obtained associated with a graph structure where vertices and edges describe some kind of data correlation. This paper proposes a regression method on graph-structured data, which is based on multi-output Gaussian processes (MOGP), to capture both the correlation between vertices and the correlation between associated data. The proposed formulation is built on the definition of MOGP. This allows it to be applied to a wide range of data configurations and scenarios. Moreover, it has high expressive capability due to its flexibility in kernel design. It includes existing methods of Gaussian processes for graph-structured data as special cases and is possible to remove restrictions on data configurations, model selection, and inference scenarios in the existing methods. The performance of extensions achievable by the proposed formulation is evaluated through computer experiments with synthetic and real data.
Embedding machine-learnt sub-grid variability improves climate model biases
Giles, Daniel, Briant, James, Morcrette, Cyril J., Guillas, Serge
The under-representation of cloud formation is a long-standing bias associated with climate simulations. Parameterisation schemes are required to capture cloud processes within current climate models but have known biases. We overcome these biases by embedding a Multi-Output Gaussian Process (MOGP) trained on high resolution Unified Model simulations to represent the variability of temperature and specific humidity within a climate model. A trained MOGP model is coupled in-situ with a simplified Atmospheric General Circulation Model named SPEEDY. The temperature and specific humidity profiles of SPEEDY are perturbed at fixed intervals according to the variability predicted from the MOGP. Ten-year predictions are generated for both control and ML-hybrid models. The hybrid model reduces the global precipitation bias by 18\% and over the tropics by 22\%. To further understand the drivers of these improvements, physical quantities of interest are explored, such as the distribution of lifted index values and the alteration of the Hadley cell. The control and hybrid set-ups are also run in a plus 4K sea-surface temperature experiment to explore the effects of the approach on patterns relating to cloud cover and precipitation in a warmed climate setting.
Multi-Output Gaussian Process-Based Data Augmentation for Multi-Building and Multi-Floor Indoor Localization
Tang, Zhe, Li, Sihao, Kim, Kyeong Soo, Smith, Jeremy
Location fingerprinting based on RSSI becomes a mainstream indoor localization technique due to its advantage of not requiring the installation of new infrastructure and the modification of existing devices, especially given the prevalence of Wi-Fi-enabled devices and the ubiquitous Wi-Fi access in modern buildings. The use of AI/ML technologies like DNNs makes location fingerprinting more accurate and reliable, especially for large-scale multi-building and multi-floor indoor localization. The application of DNNs for indoor localization, however, depends on a large amount of preprocessed and deliberately-labeled data for their training. Considering the difficulty of the data collection in an indoor environment, especially under the current epidemic situation of COVID-19, we investigate three different methods of RSSI data augmentation based on Multi-Output Gaussian Process (MOGP), i.e., by a single floor, by neighboring floors, and by a single building; unlike Single-Output Gaussian Process (SOGP), MOGP can take into account the correlation among RSSI observations from multiple Access Points (APs) deployed closely to each other (e.g., APs on the same floor of a building) by collectively handling them. The feasibility of the MOGP-based RSSI data augmentation is demonstrated through experiments based on the state-of-the-art RNN indoor localization model and the UJIIndoorLoc, i.e., the most popular publicly-available multi-building and multi-floor indoor localization database, where the RNN model trained with the UJIIndoorLoc database augmented by using the whole RSSI data of a building in fitting an MOGP model (i.e., by a single building) outperforms the other two augmentation methods as well as the RNN model trained with the original UJIIndoorLoc database, resulting in the mean three-dimensional positioning error of 8.42 m.
On the Multidimensional Augmentation of Fingerprint Data for Indoor Localization in A Large-Scale Building Complex Based on Multi-Output Gaussian Process
Tang, Zhe, Li, Sihao, Kim, Kyeong Soo, Smith, Jeremy
Wi-Fi fingerprinting becomes a dominant solution for large-scale indoor localization due to its major advantage of not requiring new infrastructure and dedicated devices. The number and the distribution of Reference Points (RPs) for the measurement of localization fingerprints like RSSI during the offline phase, however, greatly affects the localization accuracy; for instance, the UJIIndoorLoc is known to have the issue of uneven spatial distribution of RPs over buildings and floors. Data augmentation has been proposed as a feasible solution to not only improve the smaller number and the uneven distribution of RPs in the existing fingerprint databases but also reduce the labor and time costs of constructing new fingerprint databases. In this paper, we propose the multidimensional augmentation of fingerprint data for indoor localization in a large-scale building complex based on Multi-Output Gaussian Process (MOGP) and systematically investigate the impact of augmentation ratio as well as MOGP kernel functions and models with their hyperparameters on the performance of indoor localization using the UJIIndoorLoc database and the state-of-the-art neural network indoor localization model based on a hierarchical RNN. The investigation based on experimental results suggests that we can generate synthetic RSSI fingerprint data up to ten times the original data -- i.e., the augmentation ratio of 10 -- through the proposed multidimensional MOGP-based data augmentation without significantly affecting the indoor localization performance compared to that of the original data alone, which extends the spatial coverage of the combined RPs and thereby could improve the localization performance at the locations that are not part of the test dataset.
Fusing Optical and SAR time series for LAI gap filling with multioutput Gaussian processes
Pipia, Luca, Muñoz-Marí, Jordi, Amin, Eatidal, Belda, Santiago, Camps-Valls, Gustau, Verrelst, Jochem
The availability of satellite optical information is often hampered by the natural presence of clouds, which can be problematic for many applications. Persistent clouds over agricultural fields can mask key stages of crop growth, leading to unreliable yield predictions. Synthetic Aperture Radar (SAR) provides all-weather imagery which can potentially overcome this limitation, but given its high and distinct sensitivity to different surface properties, the fusion of SAR and optical data still remains an open challenge. In this work, we propose the use of Multi-Output Gaussian Process (MOGP) regression, a machine learning technique that learns automatically the statistical relationships among multisensor time series, to detect vegetated areas over which the synergy between SAR-optical imageries is profitable. For this purpose, we use the Sentinel-1 Radar Vegetation Index (RVI) and Sentinel-2 Leaf Area Index (LAI) time series over a study area in north west of the Iberian peninsula. Through a physical interpretation of MOGP trained models, we show its ability to provide estimations of LAI even over cloudy periods using the information shared with RVI, which guarantees the solution keeps always tied to real measurements. Results demonstrate the advantage of MOGP especially for long data gaps, where optical-based methods notoriously fail. The leave-one-image-out assessment technique applied to the whole vegetation cover shows MOGP predictions improve standard GP estimations over short-time gaps (R$^2$ of 74\% vs 68\%, RMSE of 0.4 vs 0.44 $[m^2m^{-2}]$) and especially over long-time gaps (R$^2$ of 33\% vs 12\%, RMSE of 0.5 vs 1.09 $[m^2m^{-2}]$).
Heterogeneous Multi-output Gaussian Process Prediction
Moreno-Muñoz, Pablo, Artés, Antonio, Álvarez, Mauricio
We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in all likelihoods as latent functions. Our multi-output Gaussian process uses a covariance function with a linear model of coregionalisation form. Assuming conditional independence across the underlying latent functions together with an inducing variable framework, we are able to obtain tractable variational bounds amenable to stochastic variational inference. We illustrate the performance of the model on synthetic data and two real datasets: a human behavioral study and a demographic high-dimensional dataset.