The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Models

Steffen Ridderbusch, Sina Ober-Blöbaum, Paul James Goulart

This repo contains the code for the paper The Past Does Matter: Correlation of Subsequent States in Trajectory Predictions of Gaussian Process Models, published at UAI 2023.

The method presented in this paper has been incorporated into the Julia package GPDiffEq.jl, which has also been used in this repo.

Requirements

To use the code in this repo, you need at least Julia 1.9, which can be downloaded here or via juliaup. Then, clone the repo and open Julia with the local project.

git clone git@github.com:Crown421/the-past-does-matter-paper.git
cd the-past-does-matter-paper
julia --project

From here, install all required packages via the package manager (accessed by pressing ]):

julia>]
(the-past-does-matter-paper) pkg> instantiate

Contents

This repo contains two notebooks (stripped of the cell outputs, to minimize size) and two scripts.

• Linear-Uncertainty.ipynb: This notebook contains the code and plots for the linear prototype shown in section 3 of this paper, including both the plots for the paper and the poster.
• Local_Lin.ipynb: This notebook contains the code for the nonlinear example in section 5, again including both the paper and poster versions of relevant plots.
• poster-plots.jl: A script with a few poster specific plots.
• uai-experiments.jl: A script with the experiments ran in response to the reviews.