Actively Learning Gaussian Process Dynamical Systems Through Global and Local Explorations

• Published in: IEEE access Vol. 10; pp. 24215 - 24231
• Main Authors: Tang, Shengbing, Fujimoto, Kenji, Maruta, Ichiro
• Format: Journal Article
• Language: English
• Published: Piscataway IEEE 2022; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Active learning; Complexity; Computational efficiency; dynamical system; Dynamical systems; Entropy; Exploration; Gaussian process; global and local explorations; Learning; Maximization; Optimization; Space exploration; System dynamics; Training; Training data; Trajectory; Uncertainty
• ISSN: 2169-3536; 2169-3536
• DOI: 10.1109/ACCESS.2022.3154095

Usually learning dynamical systems by data-driven methods requires large amount of training data, which may be time consuming and expensive. Active learning, which aims at choosing the most informative samples to make learning more efficient is a promising way to solve this issue. However, actively learning dynamical systems is difficult since it is not possible to arbitrarily sample the state-action space under the constraint of system dynamics. The state-of-the-art methods for actively learning dynamical systems iteratively search for an informative state-action pair by maximizing the differential entropy of the predictive distribution, or iteratively search for a long informative trajectory by maximizing the sum of predictive variances along the trajectory. These methods suffer from low efficiency or high computational complexity and memory demand. To solve these problems, this paper proposes novel and more sample-efficient methods which combine global and local explorations. As the global exploration, the agent searches for a relatively short informative trajectory in the whole state-action space of the dynamical system. Then, as the local exploration, an action sequence is optimized to drive the system's state towards the initial state of the local informative trajectory found by the global exploration and the agent explores this local informative trajectory. Compared to the state-of-the-art methods, the proposed methods are capable of exploring the state-action space more efficiently, and have much lower computational complexity and memory demand. With the state-of-the-art methods as baselines, the advantages of the proposed methods are verified via various numerical examples.