Informative Path Planning for Active Regression With Gaussian Processes via Sparse Optimization
Shamak Dutta, Nils Wilde, STEPHEN L. J. SMITH · IEEE Transactions on Robotics · 2025
We study informative path planning for active regression in Gaussian Processes (GP). Here, a resource constrained robot team collects measurements of an unknown function, assumed to be a sample from a GP, with the goal of minimizing the trace of the$M$-weighted expected squared estimation error covariance (where$M$is a positive semidefinite matrix) resulting from the GP posterior mean. While greedy heuristics are a popular solution in the case of length constrained paths, it remains a challenge to computeoptimalsolutions in the discrete setting subject to routing constraints. We show that this challenge is surprisingly easy to circumvent. Using the optimality of the posterior mean for a class of functions of the squared loss yields an exact formulation as a mixed integer program. We demonstrate that this approach finds optimal solutions in a variety of settings in seconds and when terminated early, it finds sub-optimal solutions of higher quality than existing heuristics.