Optimal uncertainty bounds for multivariate kernel regression under bounded noise: A Gaussian process-based dual function

Artikel i vetenskaplig tidskrift, 2026

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data—and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process regression are established techniques, thanks to their inherent uncertainty quantification mechanism. Still, existing bounds either pose strong assumptions on the underlying noise distribution, are conservative, do not directly apply in the multi-output case, or are difficult to integrate into downstream tasks. This paper addresses these limitations by presenting a tight, deterministic bound for multi-output functions in Reproducing Kernel Hilbert Spaces (RKHSs) subject to bounded noise. It is obtained through an unconstrained, duality-based formulation, which shares the same structure as classic Gaussian process confidence bounds, and can thus be straightforwardly integrated into downstream optimization pipelines. We show that the proposed bound generalizes existing results and illustrate its application using an example inspired by quadrotor dynamics learning.