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CMU-CS-05-120
Computer Science Department
School of Computer Science, Carnegie Mellon University
CMU-CS-05-120
Near-Optimal Sensor Placements in Gaussian Processes
Carlos Guestrin, Andreas Krause, Ajit Singh
June 2005
Also appears as Center for Automated Learning and Discovery
Technical Report CMU-CALD 05-102
CMU-CS-05-120.pdf
Keywords: Gaussian processes, experimental design, active learning,
spatial learning, sensor networks
When monitoring spatial phenomena selecting the best locations for
sensors is a fundamental task. To avoid strong assumptions, such as
fixed sensing radii, and to tackle noisy measurements, Gaussian
processes (GPs) are often used to model the underlying phenomena.
A commonly used placement strategy is to select the locations that
have highest entropy with respect to the GP model. Unfortunately,
this criterion is indirect, since prediction quality for unsensed
positions is not considered, and thus suboptimal positions are often
selected. In this paper, we propose a mutual information criterion
that chooses sensor locations that most reduce uncertainty about
unsensed locations. We first show that choosing a set of k
sensors that maximizes the mutual information is NP-complete. By
exploiting the submodularity of mutual information we propose a
polynomial-time algorithm that guarantees a placement within
(1 − 1/e) of the maxima. This algorithm is extended
to exploit local structure in the Gaussian process, significantly
improving performance. Finally, we show that the sensor placements
chosen by our algorithm can lead to significantly better predictions
through extensive experimental validation on two real-world datasets.
13 pages
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