Scalable Gaussian Process Regression via Deterministic Trigonometric Features: Uniform Bounds for Safe Model Predictive Control
TL;DR
This work formalizes a deterministic trigonometric feature Gaussian process (DTF-GP), a finite-dimensional kernel approximation based on discretized trigonometric features that reduces GP regression to Bayesian linear regression in feature space, and derives a high-probability uniform uncertainty bound for the proposed DTF-GP.
Abstract
Learning-based Model Predictive Control (MPC) using Gaussian processes (GPs) is an effective approach for safe control in the presence of model mismatch. High-probability safety guarantees typically require uncertainty bounds that hold uniformly over the entire state--input domain, but existing bounds are available only for full GP regression. Since exact GP inference scales poorly with the number of data points, its deployment is impractical in large-data regimes. We close this gap by developing a scalable GP framework that admits the derivation of uniform uncertainty bounds. We formalize a deterministic trigonometric feature Gaussian process (DTF-GP), a finite-dimensional kernel approximation based on discretized trigonometric features that reduces GP regression to Bayesian linear regression in feature space. We derive a high-probability uniform uncertainty bound for the proposed DTF-GP and provide its closed-form solution for the squared-exponential kernel case. Finally, we integrate the DTF-GP into a learning-based MPC scheme and demonstrate that it provides high-probability safety guarantees and exploration performance comparable to a full GP while improving computational efficiency in large-data regimes.