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Error Bounds for Gaussian Process Regression Under Bounded Support Noise with Applications to Safety Certification
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Derives probabilistic and deterministic GP regression error bounds for bounded-support noise using RKHS norm bounds, Hoeffding's inequality, and a convex optimization term, and applies them with stochastic barrier functions to certify safety of unknown systems.
Problem
GP regression error bounds under bounded-support (non-Gaussian) noise are overly conservative in existing works, which limits their use in safety-critical certification.
Approach
Split the GP error into a noise-free mean-approximation term (bounded via RKHS norm and a convex-optimization lower bound c*) and a noise term bounded by Hoeffding's inequality using the bounded noise support; this yields tighter probabilistic and deterministic bounds that work with any sigma_n and with deep kernel learning.
Key results
- Across systems, the proposed probabilistic bound is at least an order of magnitude smaller than prior probabilistic bounds (e.g., 0.57 vs 5.72-7.53 L1 for 2D linear with SE kernel).
- For inverted pendulum with DKL, the proposed probabilistic bound certifies safety probability 0.999 at horizon N=1 with 95% confidence, versus 0.499 for the Lemma 2 deterministic bound.
- DKL priors yield error bounds smaller than the sample-noise level, e.g., 0.11 L1 bound vs noise bound on 3D Dubins car with sigma_v/10 (sigma_n choice).
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use the bounded-support probabilistic error bound instead of the AY probabilistic bound | GPR with DKL · 2D Lin, 2D NL, 3D DC, and 5D Car | average L1 probabilistic error bound: 0.12 vs 2.72; 0.18 vs 3.79; 0.11 vs 2.82; 0.40 vs 4.34 | Helped |
| Use the bounded-support deterministic error bound instead of the Lem. deterministic bound | GPR with DKL · 2D Lin, 2D NL, 3D DC, and 5D Car | average L1 deterministic error bound: 0.33 vs 0.45; 0.35 vs 0.53; 0.43 vs 0.49; 1.43 vs 1.54 | Helped |
| Use DKL rather than the squared exponential kernel | Bounded-support error bounds · 2D Lin, 2D NL, 3D DC, and 5D Car | average L1 error bound | Helped |
| Set σ_n = σ_v/10 rather than σ_n = σ_v/5 | Bounded-support error bounds · 2D Lin, 2D NL, 3D DC, and 5D Car | average L1 error bound: 0.36 to 0.33; 0.39 to 0.35; 0.44 to 0.43; 1.48 to 1.43 (deterministic); 0.15 to 0.12; 0.22 to 0.18; 0.12 to 0.11; 0.46 t | Mixed |
| Use the bounded-support probabilistic bound instead of the Lem. deterministic bound | DKL safety certification · Pendulum and 4D Linear | safety probability: 0.499 to 0.999; 0.749 to 0.999 | Helped |
Surprising findings
- DKL models produce probabilistic error bounds lower than the sample noise bound itself.
- Choosing sigma_n much smaller than sigma_v tightens the bounds, unlike prior results which required sigma_n tied to noise support.
Limitations
- Deterministic bound grows conservatively with noise support, and requires strictly bounded noise and a known RKHS norm bound B.
- Deep kernels are only positive semi-definite, so the approach assumes DKL remains well-behaved and satisfies RKHS norm conditions as stated in a remark rather than proven.
- Offline i.i.d. setting only; online extension is informal.
Experimental setup
Datasets: synthetic data from simulated linear and nonlinear systems (2D linear, 2D nonlinear, 3D Dubins car, 5D car, inverted pen OpenAI Gymnasium leaderboard controller data for inverted pendulum
Benchmarks: 2D linear 2D nonlinear 3D Dubins car 5D second order car inverted pendulum barrier certification 4D linear barrier certification
Metrics: L1 error bound norm true error safety probability P_s barrier synthesis time
Baselines: Chowdhury et al. probabilistic bound (Lemma 1) Hashimoto et al. deterministic bound (Lemma 2) Abbasi-Yadkori et al. probabilistic bound SKKS probabilistic bound
Builds on: Chowdhury and Gopalan GP error bounds for sub-Gaussian noise Abbasi-Yadkori kernel ridge regression bounds Hashimoto et al. kernel ridge regression deterministic bounds stochastic barrier functions Deep Kernel Learning
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