Autonomous Motion Probabilistic Numerics Intelligent Control Systems Conference Paper 2017

On the Design of LQR Kernels for Efficient Controller Learning

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Intelligent Control Systems
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Probabilistic Numerics, Empirical Inference
Affiliated Researcher
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Autonomous Motion
  • Director
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Intelligent Control Systems
Fig toyex lqr1kernel 1

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.

Author(s): Alonso Marco and Philipp Hennig and Stefan Schaal and Sebastian Trimpe
Book Title: Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC)
Pages: 5193--5200
Year: 2017
Month: December
Day: 12-15
Publisher: IEEE
Project(s):
Bibtex Type: Conference Paper (conference)
DOI: 10.1109/CDC.2017.8264429
Event Name: IEEE Conference on Decision and Control
Event Place: Melbourne, VIC, Australia
State: Published
Electronic Archiving: grant_archive
Links:

BibTex

@conference{MaHeScTr17,
  title = {On the Design of {LQR} Kernels for Efficient Controller Learning},
  booktitle = {Proceedings of the 56th IEEE Annual Conference on Decision and Control (CDC)},
  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.},
  pages = {5193--5200},
  publisher = {IEEE},
  month = dec,
  year = {2017},
  slug = {mahesctr17},
  author = {Marco, Alonso and Hennig, Philipp and Schaal, Stefan and Trimpe, Sebastian},
  month_numeric = {12}
}