arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1903.08643cs.RO
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在线高斯过程状态空间模型:部分可观测动态系统的学习与规划

Online Gaussian Process State-Space Model: Learning and Planning for Partially Observable Dynamical Systems

KAIST(韩国科学技术院);NAVER Corporation(NAVER公司)

Soon-Seo Park, Young-Jin Park, Youngjae Min, Han-Lim Choi

AI总结:

针对动态系统中顺序数据累积导致GP-SSM更新计算成本过高的问题,提出结合随机与在线变分推断的onlineGPSSM方法,可降本且避免遗忘、适配环境变化,并拓展至部分可观测系统的强化学习,经数值算例验证有效。

摘要:

本文提出一种高斯过程状态空间模型(GP-SSM)的在线学习方法。GP-SSM是一种概率表示学习方案,将未知状态转移和/或测量模型表示为高斯过程(GPs)。现有多数关于GP-SSM学习的研究都聚焦于处理给定的时间序列数据集,但在大多数动态系统中,数据会随时间顺序到达并不断累积。存储所有这类顺序数据并基于全部数据更新模型会消耗大量时空计算资源。为解决这一难题,我们提出一种名为onlineGPSSM的实用方法,该方法结合了随机变分推断(VI)与采用全新公式推导的在线变分推断。所提方法在避免灾难性遗忘的同时降低了计算复杂度,还能适配系统和/或真实环境的变化。此外,我们将onlineGPSSM与贝叶斯滤波、轨迹优化算法相结合,展示了其在部分可观测动态系统的强化学习(RL)中的应用。文中通过数值算例验证了所提方法的适用性。

英文摘要:

This paper proposes an online learning method of Gaussian process state-space model (GP-SSM). GP-SSM is a probabilistic representation learning scheme that represents unknown state transition and/or measurement models as Gaussian processes (GPs). While the majority of prior literature on learning of GP-SSM are focused on processing a given set of time series data, data may arrive and accumulate sequentially over time in most dynamical systems. Storing all such sequential data and updating the model over entire data incur large amount of computational resources in space and time. To overcome this difficulty, we propose a practical method, termed \textit{onlineGPSSM}, that incorporates stochastic variational inference (VI) and online VI with novel formulation. The proposed method mitigates the computational complexity without catastrophic forgetting and also support adaptation to changes in a system and/or a real environments. Furthermore, we present application of onlineGPSSM into the reinforcement learning (RL) of partially observable dynamical systems by integrating onlineGPSSM with Bayesian filtering and trajectory optimization algorithms. Numerical examples are presented to demonstrate applicability of the proposed method.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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