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Conference Paper

Incremental Sparsification for Real-time Online Model Learning

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Nguyen-Tuong,  D
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Peters,  J
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

Nguyen-Tuong, D., & Peters, J. (2010). Incremental Sparsification for Real-time Online Model Learning. Cambridge, MA, USA: JMLR.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-C042-2
Abstract
Online model learning in real-time is required by many applications such as in robot tracking control. It poses a difficult problem, as fast and incremental online regression with large data sets is the essential component which cannot be achieved by straightforward usage of off-the-shelf machine learning methods (such as Gaussian process regression or support vector regression). In this paper, we propose a framework for online, incremental sparsification with a fixed budget designed for large scale real-time model learning. The proposed approach combines a sparsification method based on an independence measure with a large scale database. In combination with an incremental learning approach such as sequential support vector regression, we obtain a regression method which is applicable in real-time online learning. It exhibits competitive learning accuracy when compared with standard regression techniques. Implementation on a real robot emphasizes the applicability of the proposed approach in real-time online model learning for real world systems.