Regularized Multi-output Gaussian Convolution Process with Domain Adaptation
Wang Xinming, Wang Chao, Song Xuan, Kirby Levi, Wu Jianguo
TL;DR
This work addresses transfer learning with multi-output Gaussian processes by tackling negative transfer and input-domain mismatch. It introduces a regularized multi-output Gaussian convolution process (MGCP-R) that employs a sparse, non-separable covariance via convolution processes and global regularization to selectively transfer information from sources to a target. A domain adaptation method, DAME, marginalizes extraneous features and expands missing ones to align source inputs with the target, preserving marginal information and enabling effective cross-domain transfer. Theoretical guarantees on consistency and sparsity are provided, and the framework achieves superior performance in simulated studies and a ceramic-density case, while offering computational advantages over full-covariance MGCP models. The approach has practical impact for robust cross-domain transfer learning in manufacturing and other domains where domain mismatch and negative transfer are prevalent, with potential extensions to higher-dimensional data and classification tasks.
Abstract
Multi-output Gaussian process (MGP) has been attracting increasing attention as a transfer learning method to model multiple outputs. Despite its high flexibility and generality, MGP still faces two critical challenges when applied to transfer learning. The first one is negative transfer, which occurs when there exists no shared information among the outputs. The second challenge is the input domain inconsistency, which is commonly studied in transfer learning yet not explored in MGP. In this paper, we propose a regularized MGP modeling framework with domain adaptation to overcome these challenges. More specifically, a sparse covariance matrix of MGP is proposed by using convolution process, where penalization terms are added to adaptively select the most informative outputs for knowledge transfer. To deal with the domain inconsistency, a domain adaptation method is proposed by marginalizing inconsistent features and expanding missing features to align the input domains among different outputs. Statistical properties of the proposed method are provided to guarantee the performance practically and asymptotically. The proposed framework outperforms state-of-the-art benchmarks in comprehensive simulation studies and one real case study of a ceramic manufacturing process. The results demonstrate the effectiveness of our method in dealing with both the negative transfer and the domain inconsistency.
