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2020


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Hierarchical Event-triggered Learning for Cyclically Excited Systems with Application to Wireless Sensor Networks

Beuchert, J., Solowjow, F., Raisch, J., Trimpe, S., Seel, T.

IEEE Control Systems Letters, 4(1):103-108, January 2020 (article) To be published

ics

arXiv PDF DOI [BibTex]

2020


arXiv PDF DOI [BibTex]


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Control-guided Communication: Efficient Resource Arbitration and Allocation in Multi-hop Wireless Control Systems

Baumann, D., Mager, F., Zimmerling, M., Trimpe, S.

IEEE Control Systems Letters, 4(1):127-132, January 2020 (article) To be published

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arXiv PDF DOI [BibTex]

arXiv PDF DOI [BibTex]

2019


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Predictive Triggering for Distributed Control of Resource Constrained Multi-agent Systems

Mastrangelo, J. M., Baumann, D., Trimpe, S.

In Proceedings of the 8th IFAC Workshop on Distributed Estimation and Control in Networked Systems, 8th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys), September 2019 (inproceedings) Accepted

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[BibTex]

2019


[BibTex]


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Event-triggered Pulse Control with Model Learning (if Necessary)

Baumann, D., Solowjow, F., Johansson, K. H., Trimpe, S.

In Proceedings of the American Control Conference, pages: 792-797, American Control Conference (ACC), July 2019 (inproceedings)

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arXiv PDF [BibTex]

arXiv PDF [BibTex]


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Data-driven inference of passivity properties via Gaussian process optimization

Romer, A., Trimpe, S., Allgöwer, F.

In Proceedings of the European Control Conference, European Control Conference (ECC), June 2019 (inproceedings) Accepted

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PDF [BibTex]

PDF [BibTex]


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Trajectory-Based Off-Policy Deep Reinforcement Learning

Doerr, A., Volpp, M., Toussaint, M., Trimpe, S., Daniel, C.

In Proceedings of the International Conference on Machine Learning (ICML), International Conference on Machine Learning (ICML), June 2019 (inproceedings) Accepted

Abstract
Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently get stuck in local optima. This work addresses these weaknesses by combining recent improvements in the reuse of off-policy data and exploration in parameter space with deterministic behavioral policies. The resulting objective is amenable to standard neural network optimization strategies like stochastic gradient descent or stochastic gradient Hamiltonian Monte Carlo. Incorporation of previous rollouts via importance sampling greatly improves data-efficiency, whilst stochastic optimization schemes facilitate the escape from local optima. We evaluate the proposed approach on a series of continuous control benchmark tasks. The results show that the proposed algorithm is able to successfully and reliably learn solutions using fewer system interactions than standard policy gradient methods.

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arXiv PDF [BibTex]

arXiv PDF [BibTex]


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Resource-aware IoT Control: Saving Communication through Predictive Triggering

Trimpe, S., Baumann, D.

IEEE Internet of Things Journal, 6(3):5013-5028, June 2019 (article)

Abstract
The Internet of Things (IoT) interconnects multiple physical devices in large-scale networks. When the 'things' coordinate decisions and act collectively on shared information, feedback is introduced between them. Multiple feedback loops are thus closed over a shared, general-purpose network. Traditional feedback control is unsuitable for design of IoT control because it relies on high-rate periodic communication and is ignorant of the shared network resource. Therefore, recent event-based estimation methods are applied herein for resource-aware IoT control allowing agents to decide online whether communication with other agents is needed, or not. While this can reduce network traffic significantly, a severe limitation of typical event-based approaches is the need for instantaneous triggering decisions that leave no time to reallocate freed resources (e.g., communication slots), which hence remain unused. To address this problem, novel predictive and self triggering protocols are proposed herein. From a unified Bayesian decision framework, two schemes are developed: self triggers that predict, at the current triggering instant, the next one; and predictive triggers that check at every time step, whether communication will be needed at a given prediction horizon. The suitability of these triggers for feedback control is demonstrated in hardware experiments on a cart-pole, and scalability is discussed with a multi-vehicle simulation.

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PDF arXiv DOI [BibTex]

PDF arXiv DOI [BibTex]


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DeepOBS: A Deep Learning Optimizer Benchmark Suite

Schneider, F., Balles, L., Hennig, P.

7th International Conference on Learning Representations (ICLR), May 2019 (conference) Accepted

ei pn

link (url) [BibTex]

link (url) [BibTex]


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Feedback Control Goes Wireless: Guaranteed Stability over Low-power Multi-hop Networks

(Best Paper Award)

Mager, F., Baumann, D., Jacob, R., Thiele, L., Trimpe, S., Zimmerling, M.

In Proceedings of the 10th ACM/IEEE International Conference on Cyber-Physical Systems, pages: 97-108, 10th ACM/IEEE International Conference on Cyber-Physical Systems, April 2019 (inproceedings)

Abstract
Closing feedback loops fast and over long distances is key to emerging applications; for example, robot motion control and swarm coordination require update intervals below 100 ms. Low-power wireless is preferred for its flexibility, low cost, and small form factor, especially if the devices support multi-hop communication. Thus far, however, closed-loop control over multi-hop low-power wireless has only been demonstrated for update intervals on the order of multiple seconds. This paper presents a wireless embedded system that tames imperfections impairing control performance such as jitter or packet loss, and a control design that exploits the essential properties of this system to provably guarantee closed-loop stability for linear dynamic systems. Using experiments on a testbed with multiple cart-pole systems, we are the first to demonstrate the feasibility and to assess the performance of closed-loop control and coordination over multi-hop low-power wireless for update intervals from 20 ms to 50 ms.

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arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


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Fast and Robust Shortest Paths on Manifolds Learned from Data

Arvanitidis, G., Hauberg, S., Hennig, P., Schober, M.

22nd International Conference on Artificial Intelligence and Statistics (AISTATS), April 2019 (conference) Accepted

ei pn

[BibTex]

[BibTex]


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Demo Abstract: Fast Feedback Control and Coordination with Mode Changes for Wireless Cyber-Physical Systems

(Best Demo Award)

Mager, F., Baumann, D., Jacob, R., Thiele, L., Trimpe, S., Zimmerling, M.

Proceedings of the 18th ACM/IEEE Conference on Information Processing in Sensor Networks (IPSN), pages: 340-341, 18th ACM/IEEE Conference on Information Processing in Sensor Networks (IPSN), April 2019 (poster)

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arXiv PDF DOI [BibTex]

arXiv PDF DOI [BibTex]


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Fast and Resource-Efficient Control of Wireless Cyber-Physical Systems

Baumann, D.

KTH Royal Institute of Technology, Stockholm, Febuary 2019 (phdthesis)

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PDF [BibTex]

PDF [BibTex]


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Data-efficient Auto-tuning with Bayesian Optimization: An Industrial Control Study

Neumann-Brosig, M., Marco, A., Schwarzmann, D., Trimpe, S.

IEEE Transactions on Control Systems Technology, 2019 (article) Accepted

Abstract
Bayesian optimization is proposed for automatic learning of optimal controller parameters from experimental data. A probabilistic description (a Gaussian process) is used to model the unknown function from controller parameters to a user-defined cost. The probabilistic model is updated with data, which is obtained by testing a set of parameters on the physical system and evaluating the cost. In order to learn fast, the Bayesian optimization algorithm selects the next parameters to evaluate in a systematic way, for example, by maximizing information gain about the optimum. The algorithm thus iteratively finds the globally optimal parameters with only few experiments. Taking throttle valve control as a representative industrial control example, the proposed auto-tuning method is shown to outperform manual calibration: it consistently achieves better performance with a low number of experiments. The proposed auto-tuning framework is flexible and can handle different control structures and objectives.

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arXiv (PDF) DOI Project Page [BibTex]

arXiv (PDF) DOI Project Page [BibTex]


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Event-triggered Learning

Solowjow, F., Trimpe, S.

2019 (techreport) Submitted

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arXiv PDF [BibTex]


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Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization

Roos, F. D., Hennig, P.

2019 (conference) Accepted

Abstract
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way to efficiently construct them. For the stochastic optimization problems that dominate contemporary machine learning, however, this approach is not readily available. We propose an iterative algorithm inspired by classic iterative linear solvers that uses a probabilistic model to actively infer a pre-conditioner in situations where Hessian-projections can only be constructed with strong Gaussian noise. The algorithm is empirically demonstrated to efficiently construct effective pre-conditioners for stochastic gradient descent and its variants. Experiments on problems of comparably low dimensionality show improved convergence. In very high-dimensional problems, such as those encountered in deep learning, the pre-conditioner effectively becomes an automatic learning-rate adaptation scheme, which we also empirically show to work well.

pn

link (url) [BibTex]


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Probabilistic Linear Solvers: A Unifying View

Bartels, S., Cockayne, J., Ipsen, I. C. F., Hennig, P.

Statistics and Computing, 2019 (article) Accepted

pn

link (url) [BibTex]

link (url) [BibTex]

2018


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Deep Reinforcement Learning for Event-Triggered Control

Baumann, D., Zhu, J., Martius, G., Trimpe, S.

In Proceedings of the 57th IEEE International Conference on Decision and Control (CDC), pages: 943-950, 57th IEEE International Conference on Decision and Control (CDC), December 2018 (inproceedings)

al ics

arXiv PDF DOI Project Page Project Page [BibTex]

2018


arXiv PDF DOI Project Page Project Page [BibTex]


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Learning Gaussian Processes by Minimizing PAC-Bayesian Generalization Bounds

Reeb, D., Doerr, A., Gerwinn, S., Rakitsch, B.

In Proceedings Neural Information Processing Systems, Neural Information Processing Systems (NIPS) , December 2018 (inproceedings)

Abstract
Gaussian Processes (GPs) are a generic modelling tool for supervised learning. While they have been successfully applied on large datasets, their use in safety critical applications is hindered by the lack of good performance guarantees. To this end, we propose a method to learn GPs and their sparse approximations by directly optimizing a PAC-Bayesian bound on their generalization performance, instead of maximizing the marginal likelihood. Besides its theoretical appeal, we find in our evaluation that our learning method is robust and yields significantly better generalization guarantees than other common GP approaches on several regression benchmark datasets.

ics

[BibTex]

[BibTex]


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Efficient Encoding of Dynamical Systems through Local Approximations

Solowjow, F., Mehrjou, A., Schölkopf, B., Trimpe, S.

In Proceedings of the 57th IEEE International Conference on Decision and Control (CDC), pages: 6073 - 6079 , Miami, Fl, USA, December 2018 (inproceedings)

ei ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


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Depth Control of Underwater Robots using Sliding Modes and Gaussian Process Regression

Lima, G. S., Bessa, W. M., Trimpe, S.

In Proceeding of the 15th Latin American Robotics Symposium, João Pessoa, Brazil, 15th Latin American Robotics Symposium, November 2018 (inproceedings)

Abstract
The development of accurate control systems for underwater robotic vehicles relies on the adequate compensation for hydrodynamic effects. In this work, a new robust control scheme is presented for remotely operated underwater vehicles. In order to meet both robustness and tracking requirements, sliding mode control is combined with Gaussian process regression. The convergence properties of the closed-loop signals are analytically proven. Numerical results confirm the stronger improved performance of the proposed control scheme.

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[BibTex]

[BibTex]


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Gait learning for soft microrobots controlled by light fields

Rohr, A. V., Trimpe, S., Marco, A., Fischer, P., Palagi, S.

In International Conference on Intelligent Robots and Systems (IROS) 2018, pages: 6199-6206, International Conference on Intelligent Robots and Systems 2018, October 2018 (inproceedings)

Abstract
Soft microrobots based on photoresponsive materials and controlled by light fields can generate a variety of different gaits. This inherent flexibility can be exploited to maximize their locomotion performance in a given environment and used to adapt them to changing environments. However, because of the lack of accurate locomotion models, and given the intrinsic variability among microrobots, analytical control design is not possible. Common data-driven approaches, on the other hand, require running prohibitive numbers of experiments and lead to very sample-specific results. Here we propose a probabilistic learning approach for light-controlled soft microrobots based on Bayesian Optimization (BO) and Gaussian Processes (GPs). The proposed approach results in a learning scheme that is highly data-efficient, enabling gait optimization with a limited experimental budget, and robust against differences among microrobot samples. These features are obtained by designing the learning scheme through the comparison of different GP priors and BO settings on a semisynthetic data set. The developed learning scheme is validated in microrobot experiments, resulting in a 115% improvement in a microrobot’s locomotion performance with an experimental budget of only 20 tests. These encouraging results lead the way toward self-adaptive microrobotic systems based on lightcontrolled soft microrobots and probabilistic learning control.

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arXiv IEEE Xplore DOI Project Page [BibTex]

arXiv IEEE Xplore DOI Project Page [BibTex]


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Probabilistic Solutions To Ordinary Differential Equations As Non-Linear Bayesian Filtering: A New Perspective

Tronarp, F., Kersting, H., Särkkä, S., Hennig, P.

ArXiv preprint 2018, arXiv:1810.03440 [stat.ME], October 2018 (article)

Abstract
We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement sequence to consists of the observations of the difference between the derivative of the GP and the vector field evaluated at the GP---which are all identically zero at the solution of the ODE. When the GP has a state-space representation, the problem can be reduced to a Bayesian state estimation problem and all widely-used approximations to the Bayesian filtering and smoothing problems become applicable. Furthermore, all previous GP-based ODE solvers, which were formulated in terms of generating synthetic measurements of the vector field, come out as specific approximations. We derive novel solvers, both Gaussian and non-Gaussian, from the Bayesian state estimation problem posed in this paper and compare them with other probabilistic solvers in illustrative experiments.

pn

link (url) Project Page [BibTex]


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Learning-Based Robust Model Predictive Control with State-Dependent Uncertainty

Soloperto, R., Müller, M. A., Trimpe, S., Allgöwer, F.

In Proceedings of the IFAC Conference on Nonlinear Model Predictive Control (NMPC), Madison, Wisconsin, USA, 6th IFAC Conference on Nonlinear Model Predictive Control, August 2018 (inproceedings)

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PDF [BibTex]

PDF [BibTex]


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Kernel Recursive ABC: Point Estimation with Intractable Likelihood

Kajihara, T., Kanagawa, M., Yamazaki, K., Fukumizu, K.

Proceedings of the 35th International Conference on Machine Learning, pages: 2405-2414, PMLR, July 2018 (conference)

Abstract
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works, showing (for the population setting) that, under a certain assumption, point estimates obtained with this method converge to the true parameter, as recursion proceeds. We have conducted a variety of numerical experiments, including parameter estimation for a real-world pedestrian flow simulator, and show that in most cases our method outperforms existing approaches.

pn

Paper [BibTex]

Paper [BibTex]


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Learning an Approximate Model Predictive Controller with Guarantees

Hertneck, M., Koehler, J., Trimpe, S., Allgöwer, F.

IEEE Control Systems Letters, 2(3):543-548, July 2018 (article)

Abstract
A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC design ensures robustness to inaccurate inputs within given bounds, and Hoeffding’s Inequality is used to validate that the learned MPC satisfies these bounds with high confidence. The result is a closed-loop statistical guarantee on stability and constraint satisfaction for the learned MPC. The proposed learning-based MPC framework is illustrated on a nonlinear benchmark problem, for which we learn a neural network controller with guarantees.

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arXiv PDF DOI [BibTex]

arXiv PDF DOI [BibTex]


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Probabilistic Recurrent State-Space Models

Doerr, A., Daniel, C., Schiegg, M., Nguyen-Tuong, D., Schaal, S., Toussaint, M., Trimpe, S.

In Proceedings of the International Conference on Machine Learning (ICML), International Conference on Machine Learning (ICML), July 2018 (inproceedings)

Abstract
State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g., LSTMs) proved extremely successful in modeling complex time-series data. Fully probabilistic SSMs, however, unfortunately often prove hard to train, even for smaller problems. To overcome this limitation, we propose a scalable initialization and training algorithm based on doubly stochastic variational inference and Gaussian processes. In the variational approximation we propose in contrast to related approaches to fully capture the latent state temporal correlations to allow for robust training.

am ics

arXiv pdf Project Page [BibTex]

arXiv pdf Project Page [BibTex]


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Convergence Rates of Gaussian ODE Filters

Kersting, H., Sullivan, T. J., Hennig, P.

arXiv preprint 2018, arXiv:1807.09737 [math.NA], July 2018 (article)

Abstract
A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution $x$ and its first $q$ derivatives a priori as a Gauss--Markov process $\boldsymbol{X}$, which is then iteratively conditioned on information about $\dot{x}$. We prove worst-case local convergence rates of order $h^{q+1}$ for a wide range of versions of this Gaussian ODE filter, as well as global convergence rates of order $h^q$ in the case of $q=1$ and an integrated Brownian motion prior, and analyse how inaccurate information on $\dot{x}$ coming from approximate evaluations of $f$ affects these rates. Moreover, we present explicit formulas for the steady states and show that the posterior confidence intervals are well calibrated in all considered cases that exhibit global convergence---in the sense that they globally contract at the same rate as the truncation error.

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Event-triggered Learning for Resource-efficient Networked Control

Solowjow, F., Baumann, D., Garcke, J., Trimpe, S.

In Proceedings of the American Control Conference (ACC), pages: 6506 - 6512, American Control Conference, June 2018 (inproceedings)

ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


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Poster Abstract: Toward Fast Closed-loop Control over Multi-hop Low-power Wireless Networks

Mager, F., Baumann, D., Trimpe, S., Zimmerling, M.

Proceedings of the 17th ACM/IEEE Conference on Information Processing in Sensor Networks (IPSN), pages: 158-159, Porto, Portugal, April 2018 (poster)

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DOI Project Page [BibTex]

DOI Project Page [BibTex]


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Evaluating Low-Power Wireless Cyber-Physical Systems

Baumann, D., Mager, F., Singh, H., Zimmerling, M., Trimpe, S.

In Proceedings of the IEEE Workshop on Benchmarking Cyber-Physical Networks and Systems (CPSBench), pages: 13-18, IEEE Workshop on Benchmarking Cyber-Physical Networks and Systems (CPSBench), April 2018 (inproceedings)

ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


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Distributed Event-Based State Estimation for Networked Systems: An LMI Approach

Muehlebach, M., Trimpe, S.

IEEE Transactions on Automatic Control, 63(1):269-276, January 2018 (article)

am ics

arXiv (extended version) DOI Project Page [BibTex]

arXiv (extended version) DOI Project Page [BibTex]


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Gaussian Processes and Kernel Methods: A Review on Connections and Equivalences

Kanagawa, M., Hennig, P., Sejdinovic, D., Sriperumbudur, B. K.

Arxiv e-prints, arXiv:1805.08845v1 [stat.ML], 2018 (article)

Abstract
This paper is an attempt to bridge the conceptual gaps between researchers working on the two widely used approaches based on positive definite kernels: Bayesian learning or inference using Gaussian processes on the one side, and frequentist kernel methods based on reproducing kernel Hilbert spaces on the other. It is widely known in machine learning that these two formalisms are closely related; for instance, the estimator of kernel ridge regression is identical to the posterior mean of Gaussian process regression. However, they have been studied and developed almost independently by two essentially separate communities, and this makes it difficult to seamlessly transfer results between them. Our aim is to overcome this potential difficulty. To this end, we review several old and new results and concepts from either side, and juxtapose algorithmic quantities from each framework to highlight close similarities. We also provide discussions on subtle philosophical and theoretical differences between the two approaches.

pn

arXiv [BibTex]

arXiv [BibTex]


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Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients

Balles, L., Hennig, P.

In Proceedings of the 35th International Conference on Machine Learning (ICML), 2018 (inproceedings) Accepted

Abstract
The ADAM optimizer is exceedingly popular in the deep learning community. Often it works very well, sometimes it doesn't. Why? We interpret ADAM as a combination of two aspects: for each weight, the update direction is determined by the sign of stochastic gradients, whereas the update magnitude is determined by an estimate of their relative variance. We disentangle these two aspects and analyze them in isolation, gaining insight into the mechanisms underlying ADAM. This analysis also extends recent results on adverse effects of ADAM on generalization, isolating the sign aspect as the problematic one. Transferring the variance adaptation to SGD gives rise to a novel method, completing the practitioner's toolbox for problems where ADAM fails.

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Counterfactual Mean Embedding: A Kernel Method for Nonparametric Causal Inference

Muandet, K., Kanagawa, M., Saengkyongam, S., Marukata, S.

Arxiv e-prints, arXiv:1805.08845v1 [stat.ML], 2018 (article)

Abstract
This paper introduces a novel Hilbert space representation of a counterfactual distribution---called counterfactual mean embedding (CME)---with applications in nonparametric causal inference. Counterfactual prediction has become an ubiquitous tool in machine learning applications, such as online advertisement, recommendation systems, and medical diagnosis, whose performance relies on certain interventions. To infer the outcomes of such interventions, we propose to embed the associated counterfactual distribution into a reproducing kernel Hilbert space (RKHS) endowed with a positive definite kernel. Under appropriate assumptions, the CME allows us to perform causal inference over the entire landscape of the counterfactual distribution. The CME can be estimated consistently from observational data without requiring any parametric assumption about the underlying distributions. We also derive a rate of convergence which depends on the smoothness of the conditional mean and the Radon-Nikodym derivative of the underlying marginal distributions. Our framework can deal with not only real-valued outcome, but potentially also more complex and structured outcomes such as images, sequences, and graphs. Lastly, our experimental results on off-policy evaluation tasks demonstrate the advantages of the proposed estimator.

ei pn

arXiv [BibTex]

arXiv [BibTex]


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Model-based Kernel Sum Rule: Kernel Bayesian Inference with Probabilistic Models

Nishiyama, Y., Kanagawa, M., Gretton, A., Fukumizu, K.

Arxiv e-prints, arXiv:1409.5178v2 [stat.ML], 2018 (article)

Abstract
Kernel Bayesian inference is a powerful nonparametric approach to performing Bayesian inference in reproducing kernel Hilbert spaces or feature spaces. In this approach, kernel means are estimated instead of probability distributions, and these estimates can be used for subsequent probabilistic operations (as for inference in graphical models) or in computing the expectations of smooth functions, for instance. Various algorithms for kernel Bayesian inference have been obtained by combining basic rules such as the kernel sum rule (KSR), kernel chain rule, kernel product rule and kernel Bayes' rule. However, the current framework only deals with fully nonparametric inference (i.e., all conditional relations are learned nonparametrically), and it does not allow for flexible combinations of nonparametric and parametric inference, which are practically important. Our contribution is in providing a novel technique to realize such combinations. We introduce a new KSR referred to as the model-based KSR (Mb-KSR), which employs the sum rule in feature spaces under a parametric setting. Incorporating the Mb-KSR into existing kernel Bayesian framework provides a richer framework for hybrid (nonparametric and parametric) kernel Bayesian inference. As a practical application, we propose a novel filtering algorithm for state space models based on the Mb-KSR, which combines the nonparametric learning of an observation process using kernel mean embedding and the additive Gaussian noise model for a state transition process. While we focus on additive Gaussian noise models in this study, the idea can be extended to other noise models, such as the Cauchy and alpha-stable noise models.

pn

arXiv [BibTex]

arXiv [BibTex]


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A probabilistic model for the numerical solution of initial value problems

Schober, M., Särkkä, S., Philipp Hennig,

Statistics and Computing, Springer US, 2018 (article)

Abstract
We study connections between ordinary differential equation (ODE) solvers and probabilistic regression methods in statistics. We provide a new view of probabilistic ODE solvers as active inference agents operating on stochastic differential equation models that estimate the unknown initial value problem (IVP) solution from approximate observations of the solution derivative, as provided by the ODE dynamics. Adding to this picture, we show that several multistep methods of Nordsieck form can be recast as Kalman filtering on q-times integrated Wiener processes. Doing so provides a family of IVP solvers that return a Gaussian posterior measure, rather than a point estimate. We show that some such methods have low computational overhead, nontrivial convergence order, and that the posterior has a calibrated concentration rate. Additionally, we suggest a step size adaptation algorithm which completes the proposed method to a practically useful implementation, which we experimentally evaluate using a representative set of standard codes in the DETEST benchmark set.

pn

PDF Code DOI Project Page [BibTex]


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Probabilistic Approaches to Stochastic Optimization

Mahsereci, M.

Eberhard Karls Universität Tübingen, Germany, 2018 (phdthesis)

ei pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Probabilistic Ordinary Differential Equation Solvers — Theory and Applications

Schober, M.

Eberhard Karls Universität Tübingen, Germany, 2018 (phdthesis)

ei pn

[BibTex]

[BibTex]

2017


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On the Design of LQR Kernels for Efficient Controller Learning

Marco, A., Hennig, P., Schaal, S., Trimpe, S.

Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC), pages: 5193-5200, IEEE, IEEE Conference on Decision and Control, December 2017 (conference)

Abstract
Finding optimal feedback controllers for nonlinear dynamic systems from data is hard. Recently, Bayesian optimization (BO) has been proposed as a powerful framework for direct controller tuning from experimental trials. For selecting the next query point and finding the global optimum, BO relies on a probabilistic description of the latent objective function, typically a Gaussian process (GP). As is shown herein, GPs with a common kernel choice can, however, lead to poor learning outcomes on standard quadratic control problems. For a first-order system, we construct two kernels that specifically leverage the structure of the well-known Linear Quadratic Regulator (LQR), yet retain the flexibility of Bayesian nonparametric learning. Simulations of uncertain linear and nonlinear systems demonstrate that the LQR kernels yield superior learning performance.

am ics pn

arXiv PDF On the Design of LQR Kernels for Efficient Controller Learning - CDC presentation DOI Project Page [BibTex]

2017


arXiv PDF On the Design of LQR Kernels for Efficient Controller Learning - CDC presentation DOI Project Page [BibTex]


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Optimizing Long-term Predictions for Model-based Policy Search

Doerr, A., Daniel, C., Nguyen-Tuong, D., Marco, A., Schaal, S., Toussaint, M., Trimpe, S.

Proceedings of 1st Annual Conference on Robot Learning (CoRL), 78, pages: 227-238, (Editors: Sergey Levine and Vincent Vanhoucke and Ken Goldberg), 1st Annual Conference on Robot Learning, November 2017 (conference)

Abstract
We propose a novel long-term optimization criterion to improve the robustness of model-based reinforcement learning in real-world scenarios. Learning a dynamics model to derive a solution promises much greater data-efficiency and reusability compared to model-free alternatives. In practice, however, modelbased RL suffers from various imperfections such as noisy input and output data, delays and unmeasured (latent) states. To achieve higher resilience against such effects, we propose to optimize a generative long-term prediction model directly with respect to the likelihood of observed trajectories as opposed to the common approach of optimizing a dynamics model for one-step-ahead predictions. We evaluate the proposed method on several artificial and real-world benchmark problems and compare it to PILCO, a model-based RL framework, in experiments on a manipulation robot. The results show that the proposed method is competitive compared to state-of-the-art model learning methods. In contrast to these more involved models, our model can directly be employed for policy search and outperforms a baseline method in the robot experiment.

am ics

PDF Project Page [BibTex]

PDF Project Page [BibTex]


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Probabilistic Line Searches for Stochastic Optimization

Mahsereci, M., Hennig, P.

Journal of Machine Learning Research, 18(119):1-59, November 2017 (article)

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Coupling Adaptive Batch Sizes with Learning Rates

Balles, L., Romero, J., Hennig, P.

In Proceedings Conference on Uncertainty in Artificial Intelligence (UAI) 2017, pages: 410-419, (Editors: Gal Elidan and Kristian Kersting), Association for Uncertainty in Artificial Intelligence (AUAI), Conference on Uncertainty in Artificial Intelligence (UAI), August 2017 (inproceedings)

Abstract
Mini-batch stochastic gradient descent and variants thereof have become standard for large-scale empirical risk minimization like the training of neural networks. These methods are usually used with a constant batch size chosen by simple empirical inspection. The batch size significantly influences the behavior of the stochastic optimization algorithm, though, since it determines the variance of the gradient estimates. This variance also changes over the optimization process; when using a constant batch size, stability and convergence is thus often enforced by means of a (manually tuned) decreasing learning rate schedule. We propose a practical method for dynamic batch size adaptation. It estimates the variance of the stochastic gradients and adapts the batch size to decrease the variance proportionally to the value of the objective function, removing the need for the aforementioned learning rate decrease. In contrast to recent related work, our algorithm couples the batch size to the learning rate, directly reflecting the known relationship between the two. On three image classification benchmarks, our batch size adaptation yields faster optimization convergence, while simultaneously simplifying learning rate tuning. A TensorFlow implementation is available.

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Code link (url) Project Page [BibTex]

Code link (url) Project Page [BibTex]


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Dynamic Time-of-Flight

Schober, M., Adam, A., Yair, O., Mazor, S., Nowozin, S.

Proceedings IEEE Conference on Computer Vision and Pattern Recognition (CVPR) 2017, pages: 170-179, IEEE, Piscataway, NJ, USA, IEEE Conference on Computer Vision and Pattern Recognition (CVPR), July 2017 (conference)

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DOI [BibTex]

DOI [BibTex]


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Event-based State Estimation: An Emulation-based Approach

Trimpe, S.

IET Control Theory & Applications, 11(11):1684-1693, July 2017 (article)

Abstract
An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor agents observe a dynamic process and sporadically transmit their measurements to estimator agents over a shared bus network. Local event-triggering protocols ensure that data is transmitted only when necessary to meet a desired estimation accuracy. The event-based design is shown to emulate the performance of a centralised state observer design up to guaranteed bounds, but with reduced communication. The stability results for state estimation are extended to the distributed control system that results when the local estimates are used for feedback control. Results from numerical simulations and hardware experiments illustrate the effectiveness of the proposed approach in reducing network communication.

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arXiv Supplementary material PDF DOI Project Page [BibTex]

arXiv Supplementary material PDF DOI Project Page [BibTex]


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Model-Based Policy Search for Automatic Tuning of Multivariate PID Controllers

Doerr, A., Nguyen-Tuong, D., Marco, A., Schaal, S., Trimpe, S.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA), pages: 5295-5301, IEEE, Piscataway, NJ, USA, IEEE International Conference on Robotics and Automation (ICRA), May 2017 (inproceedings)

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PDF arXiv DOI Project Page [BibTex]

PDF arXiv DOI Project Page [BibTex]


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Virtual vs. Real: Trading Off Simulations and Physical Experiments in Reinforcement Learning with Bayesian Optimization

Marco, A., Berkenkamp, F., Hennig, P., Schoellig, A. P., Krause, A., Schaal, S., Trimpe, S.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA), pages: 1557-1563, IEEE, Piscataway, NJ, USA, IEEE International Conference on Robotics and Automation (ICRA), May 2017 (inproceedings)

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PDF arXiv ICRA 2017 Spotlight presentation Virtual vs. Real - Video explanation DOI Project Page [BibTex]

PDF arXiv ICRA 2017 Spotlight presentation Virtual vs. Real - Video explanation DOI Project Page [BibTex]


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Fast Bayesian Optimization of Machine Learning Hyperparameters on Large Datasets

Klein, A., Falkner, S., Bartels, S., Hennig, P., Hutter, F.

Proceedings of the 20th International Conference on Artificial Intelligence and Statistics (AISTATS 2017), 54, pages: 528-536, Proceedings of Machine Learning Research, (Editors: Sign, Aarti and Zhu, Jerry), PMLR, April 2017 (conference)

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pdf link (url) Project Page [BibTex]

pdf link (url) Project Page [BibTex]