con humo - MIT · 2019. 6. 4. · con humo Technische Univ ersitä t M ünchen Chair of I nf or ma...

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humo con Technische Universität München Chair of Information-oriented Control Identification and Control with Gaussian Processes with formal guarantees Thomas Beckers [email protected] Sandra Hirche [email protected] Identification and Control with Gaussian Processes with formal guarantees Thomas Beckers [email protected] Sandra Hirche [email protected] Motivation Precise and safe control for real-world systems is challenging due to uncertain system models and external disturbances [Soft Robotics Inc] [KUKA] [DARPA] [Schaeffler] Idea: Gaussian process regression for identification and control Challenge: Providing formal guarantees for stable and safe operation Research Statement Safe, efficient and rational use of machine learning in control Recent research Stability of data-driven systems Model error estimation for efficient learning Integration of prior knowledge for hybrid learning approaches Future research Holistic learning including task, system and controller Exploiting the properties of data-driven models for smarter control Gaussian Process Models Flexible nonparametric regression Based on Bayesian probability Noisy training data Explicit uncertainty description Input space Output space Training points Mean Variance µ(y |x , D )= k φ (x , X )(K φ (X , X )+ 2 n ) 1 Y Σ(y |x , D )= k φ (x , x ) k φ (x , X )(K φ (X , X )+ 2 n ) 1 k φ (x , X ) Identification Rational kernel selection Kernel constrains the capabilities of the model Active injection of properties System Kernel GP model Desired model behavior Property transfer Squared exponential kernel generates always bounded systems Time State System GP model Model error Misspecified GPs underestimate the model error Derivation of an upper bound for prediction error Actual functions GP model Input Output Hyperparameter optimization Including the task into the optimization process Controller System Kernel-based model Bayesian optimization Cost function Reference Classical approaches focus on data-based optimization only Closed-loop performance gives valuable information for the optimization More comprehensive interpretation of the data Stability can be preserved Task-based hyperparameter tuning using Bayesian optimization improves the closed-loop performance 10 20 30 40 50 100 200 300 400 Task evaluations Min. cost C Control Gaussian process based computed torque control PD controller GP model Prior knowledge System ¨ x d , ˙ x d , x d Variance Σ d , Σ p Mean µ τ States Adaptive feedback gains based on the model uncertainty τ = Prior knowledge + µ( ˜ τ | ¨ x, ˙ x, x, D ) | {z } Feedforward K d (Σ d ( ˜ τ | ˙ x, x, D )) ˙ e K p (Σ p ( ˜ τ |x, D ))e | {z } Feedback Stability analysis The tracking error of the closed loop is uniformly ultimately bounded Tracking error r GP model error Feedback gain functionse ˙ e γ r Improved performance inside and outside the training data set Safe interaction due to low feedback gains Selected Publications T. Beckers, D. Kulic, and S. Hirche. Stable Gaussian process based tracking control of Euler-Lagrange systems. Automatica, 103:390–397, 2019. T. Beckers, J. Umlauft, and S. Hirche. Mean square prediction error of misspecified Gaussian process state space models. In Proc. of the Conference on Decision and Control, 2018. T. Beckers and S. Hirche. Passive rendering of a class of nonlinear systems with Gaussian process models. In Proc. of the European Control Conference, 2018. T. Beckers, J. Umlauft, D. Kulić, and S. Hirche. Stable Gaussian process based tracking control of Lagrangian systems. In Proc. of the Conference on Decision and Control, 2017. T. Beckers, J. Umlauft, and S. Hirche. Stable model-based control with Gaussian process regression for robot manipulators. In Proc. of the 20th IFAC World Congress, 2017. T. Beckers and S. Hirche. Stability of Gaussian process state space models. In Proc. of the European Control Conference, 2016. T. Beckers and S. Hirche. Equilibrium distributions and stability analysis of Gaussian process state space models. In Proc. of the Conference on Decision and Control, 2016. Evaluation Simulation of stable learning Property injection analysis Learning of robot dynamics From simulation to application in real-world scenarios

Transcript of con humo - MIT · 2019. 6. 4. · con humo Technische Univ ersitä t M ünchen Chair of I nf or ma...

Page 1: con humo - MIT · 2019. 6. 4. · con humo Technische Univ ersitä t M ünchen Chair of I nf or ma tion- or ien ted C on trol IdentificationandControlwithGaussianProcesseswithformalguarantees

humocon

Technische Universität MünchenChair of Information-oriented Control

Identification and Control with Gaussian Processes with formal guaranteesThomas [email protected]

Sandra [email protected]

Identification and Control with Gaussian Processes with formal guaranteesThomas [email protected]

Sandra [email protected]

MotivationPrecise and safe control for real-world systems is challenging due touncertain system models and external disturbances

[Soft Robotics Inc] [KUKA] [DARPA] [Schaeffler]

Idea: Gaussian process regression for identification and control

Challenge: Providing formal guarantees for stable and safe operation

Research Statement

Safe, efficient and rational use of machine learning in control

Recent research

Stability of data-driven systems

Model error estimation for efficient learning

Integration of prior knowledge for hybrid learning approaches

Future research

Holistic learning including task, system and controller

Exploiting the properties of data-driven models for smarter control

Gaussian Process Models

Flexible nonparametric regression

Based on Bayesian probability

Noisy training data

Explicit uncertainty description

Input space

Outpu

tspa

ce

Training pointsMean

Variance

µ(y∗|x∗,D) = k⊤φ (x

∗, X)(Kφ(X,X) + Iσ2n)

−1Y

Σ(y∗|x∗,D) = kφ(x∗,x∗)− k⊤

φ (x∗, X)(Kφ(X,X) + Iσ2

n)−1kφ(x

∗, X)

IdentificationRational kernel selection

Kernel constrains the capabilities of the model

Active injection of properties

System Kernel GP model

Desired modelbehavior

Property transfer

Squared exponential kernel generatesalways bounded systems

Time

State

SystemGP model

Model error

Misspecified GPs underestimate themodel error

⇒Derivation of an upper bound forprediction error

Actual functions

GP model

Input

Outpu

t

Hyperparameter optimization

Including the task into the optimization process

Controller System

Kernel-basedmodel

Bayesianoptimization

Costfunction

Reference

Classical approaches focus on data-based optimization only

Closed-loop performance gives valuable information for the optimization

⇒ More comprehensive interpretation of the data

⇒ Stability can be preserved

Task-based hyperparameter tuningusing Bayesian optimization improvesthe closed-loop performance

10 20 30 40 50

100

200

300

400

Task evaluations

Min.co

stC

ControlGaussian process based computed torque control

PD controller

GP model

Prior knowledge

System

xd, xd,xd

Variance Σd,Σp

Mean µ τ

States

Adaptive feedback gains based on the model uncertainty

τ =Prior knowledge+µ(τ |x, x,x,D)︸ ︷︷ ︸Feedforward

−Kd(Σd(τ |x,x,D))e−Kp(Σp(τ |x,D))e︸ ︷︷ ︸Feedback

Stability analysisThe tracking error of the closed loop is uniformly ultimately bounded

Tracking error r ∼ GP model error

∥Feedback gain functions∥ e

e

γ r

Improved performance inside and outside the training data set

Safe interaction due to low feedback gains

Selected PublicationsT. Beckers, D. Kulic, and S. Hirche. Stable Gaussian process based tracking control of Euler-Lagrange systems. Automatica, 103:390–397, 2019.

T. Beckers, J. Umlauft, and S. Hirche. Mean square prediction error of misspecified Gaussian process state space models. In Proc. of the Conference on Decision and Control, 2018.

T. Beckers and S. Hirche. Passive rendering of a class of nonlinear systems with Gaussian process models. In Proc. of the European Control Conference, 2018.

T. Beckers, J. Umlauft, D. Kulić, and S. Hirche. Stable Gaussian process based tracking control of Lagrangian systems. In Proc. of the Conference on Decision and Control, 2017.

T. Beckers, J. Umlauft, and S. Hirche. Stable model-based control with Gaussian process regression for robot manipulators. In Proc. of the 20th IFAC World Congress, 2017.

T. Beckers and S. Hirche. Stability of Gaussian process state space models. In Proc. of the European Control Conference, 2016.

T. Beckers and S. Hirche. Equilibrium distributions and stability analysis of Gaussian process state space models. In Proc. of the Conference on Decision and Control, 2016.

Evaluation

Simulation of stable learning

Property injection analysis

Learning of robot dynamics

From simulation to application in real-world scenarios