Autonomous Motion
Note: This department has relocated.


2020


Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures
Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

Marco, A., Rohr, A. V., Baumann, D., Hernández-Lobato, J. M., Trimpe, S.

2020 (proceedings) In revision

Abstract
When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.

arXiv code (python) PDF [BibTex]

2016


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Supplemental material for ’Communication Rate Analysis for Event-based State Estimation’

Ebner, S., Trimpe, S.

Max Planck Institute for Intelligent Systems, January 2016 (techreport)

PDF [BibTex]

2016

2015


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Distributed Event-based State Estimation

Trimpe, S.

Max Planck Institute for Intelligent Systems, November 2015 (techreport)

Abstract
An event-based state estimation approach for reducing communication in a networked control system is proposed. Multiple distributed sensor-actuator-agents observe a dynamic process and sporadically exchange their measurements and inputs over a bus network. Based on these data, each agent estimates the full state of the dynamic system, which may exhibit arbitrary inter-agent couplings. Local event-based protocols ensure that data is transmitted only when necessary to meet a desired estimation accuracy. This event-based scheme is shown to mimic a centralized Luenberger observer design up to guaranteed bounds, and stability is proven in the sense of bounded estimation errors for bounded disturbances. The stability result extends to the distributed control system that results when the local state estimates are used for distributed feedback control. Simulation results highlight the benefit of the event-based approach over classical periodic ones in reducing communication requirements.

arXiv [BibTex]

2015

arXiv [BibTex]

2013


Learning and Optimization with Submodular Functions
Learning and Optimization with Submodular Functions

Sankaran, B., Ghazvininejad, M., He, X., Kale, D., Cohen, L.

ArXiv, May 2013 (techreport)

Abstract
In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it is beneficial to have strong guarantees on the tractable approximate solutions. In order operate under these criterion most optimization problems are cast under the umbrella of convexity or submodularity. In this report we will study design and optimization over a common class of functions called submodular functions. Set functions, and specifically submodular set functions, characterize a wide variety of naturally occurring optimization problems, and the property of submodularity of set functions has deep theoretical consequences with wide ranging applications. Informally, the property of submodularity of set functions concerns the intuitive principle of diminishing returns. This property states that adding an element to a smaller set has more value than adding it to a larger set. Common examples of submodular monotone functions are entropies, concave functions of cardinality, and matroid rank functions; non-monotone examples include graph cuts, network flows, and mutual information. In this paper we will review the formal definition of submodularity; the optimization of submodular functions, both maximization and minimization; and finally discuss some applications in relation to learning and reasoning using submodular functions.

arxiv link (url) [BibTex]

2013

arxiv link (url) [BibTex]

2009


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The SL simulation and real-time control software package

Schaal, S.

University of Southern California, Los Angeles, CA, 2009, clmc (techreport)

Abstract
SL was originally developed as a Simulation Laboratory software package to allow creating complex rigid-body dynamics simulations with minimal development times. It was meant to complement a real-time robotics setup such that robot programs could first be debugged in simulation before trying them on the actual robot. For this purpose, the motor control setup of SL was copied from our experience with real-time robot setups with vxWorks (Windriver Systems, Inc.)Ñindeed, more than 90% of the code is identical to the actual robot software, as will be explained later in detail. As a result, SL is divided into three software components: 1) the generic code that is shared by the actual robot and the simulation, 2) the robot specific code, and 3) the simulation specific code. The robot specific code is tailored to the robotic environments that we have experienced over the years, in particular towards VME-based multi-processor real-time operating systems. The simulation specific code has all the components for OpenGL graphics simulations and mimics the robot multi-processor environment in simple C-code. Importantly, SL can be used stand-alone for creating graphics an-imationsÑthe heritage from real-time robotics does not restrict the complexity of possible simulations. This technical report describes SL in detail and can serve as a manual for new users of SL.

link (url) [BibTex]

2009

link (url) [BibTex]


no image
The SL simulation and real-time control software package

Schaal, S.

University of Southern California, Los Angeles, CA, 2009, clmc (techreport)

Abstract
SL was originally developed as a Simulation Laboratory software package to allow creating complex rigid-body dynamics simulations with minimal development times. It was meant to complement a real-time robotics setup such that robot programs could first be debugged in simulation before trying them on the actual robot. For this purpose, the motor control setup of SL was copied from our experience with real-time robot setups with vxWorks (Windriver Systems, Inc.)â??indeed, more than 90% of the code is identical to the actual robot software, as will be explained later in detail. As a result, SL is divided into three software components: 1) the generic code that is shared by the actual robot and the simulation, 2) the robot specific code, and 3) the simulation specific code. The robot specific code is tailored to the robotic environments that we have experienced over the years, in particular towards VME-based multi-processor real-time operating systems. The simulation specific code has all the components for OpenGL graphics simulations and mimics the robot multi-processor environment in simple C-code. Importantly, SL can be used stand-alone for creating graphics an-imationsâ??the heritage from real-time robotics does not restrict the complexity of possible simulations. This technical report describes SL in detail and can serve as a manual for new users of SL.

link (url) [BibTex]

link (url) [BibTex]

2007


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Relative Entropy Policy Search

Peters, J.

CLMC Technical Report: TR-CLMC-2007-2, Computational Learning and Motor Control Lab, Los Angeles, CA, 2007, clmc (techreport)

Abstract
This technical report describes a cute idea of how to create new policy search approaches. It directly relates to the Natural Actor-Critic methods but allows the derivation of one shot solutions. Future work may include the application to interesting problems.

PDF link (url) [BibTex]

2007

PDF link (url) [BibTex]


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Learning an Outlier-Robust Kalman Filter

Ting, J., Theodorou, E., Schaal, S.

CLMC Technical Report: TR-CLMC-2007-1, Los Angeles, CA, 2007, clmc (techreport)

Abstract
We introduce a modified Kalman filter that performs robust, real-time outlier detection, without the need for manual parameter tuning by the user. Systems that rely on high quality sensory data (for instance, robotic systems) can be sensitive to data containing outliers. The standard Kalman filter is not robust to outliers, and other variations of the Kalman filter have been proposed to overcome this issue. However, these methods may require manual parameter tuning, use of heuristics or complicated parameter estimation procedures. Our Kalman filter uses a weighted least squares-like approach by introducing weights for each data sample. A data sample with a smaller weight has a weaker contribution when estimating the current time step?s state. Using an incremental variational Expectation-Maximization framework, we learn the weights and system dynamics. We evaluate our Kalman filter algorithm on data from a robotic dog.

PDF [BibTex]

PDF [BibTex]

2006


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Statistical Learning of LQG controllers

Theodorou, E.

Technical Report-2006-1, Computational Action and Vision Lab University of Minnesota, 2006, clmc (techreport)

PDF [BibTex]

2006

PDF [BibTex]

2005


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Linear and Nonlinear Estimation models applied to Hemodynamic Model

Theodorou, E.

Technical Report-2005-1, Computational Action and Vision Lab University of Minnesota, 2005, clmc (techreport)

Abstract
The relation between BOLD signal and neural activity is still poorly understood. The Gaussian Linear Model known as GLM is broadly used in many fMRI data analysis for recovering the underlying neural activity. Although GLM has been proved to be a really useful tool for analyzing fMRI data it can not be used for describing the complex biophysical process of neural metabolism. In this technical report we make use of a system of Stochastic Differential Equations that is based on Buxton model [1] for describing the underlying computational principles of hemodynamic process. Based on this SDE we built a Kalman Filter estimator so as to estimate the induced neural signal as well as the blood inflow under physiologic and sensor noise. The performance of Kalman Filter estimator is investigated under different physiologic noise characteristics and measurement frequencies.

PDF [BibTex]

2005

PDF [BibTex]