Asynchronous Distributed Gaussian Process Regression

Abstract In this paper, we address a practical distributed Bayesian learning problem with asynchronous measurements and predictions due to diverse computational conditions. To this end, asynchronous distributed Gaussian process (AsyncDGP) regression is proposed, which is the first effective online distributed Gaussian processes (GPs) approach to improve the prediction accuracy in real-time learning tasks. By leveraging the devised evaluation criterion and established prediction error bounds, AsyncDGP enables the distinction of contributions of each model for prediction ensembling using aggregation strategy. Furthermore, we extend its utility to dynamic systems by introducing a learning-based control law, ensuring guaranteed control performance in safety-critical applications. Additionally, a networked online learning simulation platform for distributed GPs, namely online GP gym (GPgym), is introduced for testing the performance of learning and control of dynamical systems. Numerical simulations within GPgym across regression tasks with real-world data sets and dynamical control scenarios demonstrate the effectiveness and applicability of AsyncDGP.