Bayesian Optimization for Policy Search in High-Dimensional Systems via Automatic Domain Selection
Bosch Center for Artificial Intelligence, Robert Bosch GmbH（博世人工智能中心，罗伯特·博世股份有限公司）；Institute for Dynamic Systems and Control, ETH Zurich（苏黎世联邦理工学院动态系统与控制研究所）
Lukas P. Fröhlich, Edgar D. Klenske, Christian G. Daniel, Melanie N. Zeilinger
Bayesian Optimization (BO) is an effective method for optimizing expensive-to-evaluate black-box functions with a wide range of applications for example in robotics, system design and parameter optimization. However, scaling BO to problems with large input dimensions (>10) remains an open challenge. In this paper, we propose to leverage results from optimal control to scale BO to higher dimensional control tasks and to reduce the need for manually selecting the optimization domain. The contributions of this paper are twofold: 1) We show how we can make use of a learned dynamics model in combination with a model-based controller to simplify the BO problem by focusing onto the most relevant regions of the optimization domain. 2) Based on (1) we present a method to find an embedding in parameter space that reduces the effective dimensionality of the optimization problem. To evaluate the effectiveness of the proposed approach, we present an experimental evaluation on real hardware, as well as simulated tasks including a 48-dimensional policy for a quadcopter.
Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to improve data-efficiency by factoring typically considered contexts into two components: target-type contexts that correspond to a desired outcome of the learned behavior, e.g. target position for throwing a ball; and environment type contexts that correspond to some state of the envi…
Bosch Center for AI（博世人工智能中心）；Idiap Research Institute（Idiap研究院）；National University of Singapore（新加坡国立大学）；University of Cambridge（剑桥大学）
Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different task contexts. Contextual policy search offers data-efficient learning and generalization by explicitly conditioning the policy on a parametric context space. In this paper, we further structure the contextual policy representation. We propose to factor contexts into two components: target contexts that describe the task objectives, e.g. target position for throwing a ball; and environment contexts that characterize the environment, e.g. initial po…
Online field experiments are the gold-standard way of evaluating changes to real-world interactive machine learning systems. Yet our ability to explore complex, multi-dimensional policy spaces - such as those found in recommendation and ranking problems - is often constrained by the limited number of experiments that can be run simultaneously. To alleviate these constraints, we augment online experiments with an offline simulator and apply multi-task Bayesian optimization to tune live machine learning systems. We describe practical issues that arise in these types of applications, including bi…
Bayesian Optimization is the state of the art technique for the optimization of black boxes, i.e., functions where we do not have access to their analytical expression nor its gradients, they are expensive to evaluate and its evaluation is noisy. The most popular application of bayesian optimization is the automatic hyperparameter tuning of machine learning algorithms, where we obtain the best configuration of machine learning algorithms by optimizing the estimation of the generalization error of these algorithms. Despite being applied with success, bayesian optimization methodologies also hav…
Max Planck Institute for Intelligent Systems（马克斯·普朗克智能系统研究所）；University of Tübingen（图宾根大学）；RWTH Aachen University（亚琛工业大学）；IAV GmbH（IAV有限责任公司）
Reinforcement learning (RL) aims to find an optimal policy by interaction with an environment. Consequently, learning complex behavior requires a vast number of samples, which can be prohibitive in practice. Nevertheless, instead of systematically reasoning and actively choosing informative samples, policy gradients for local search are often obtained from random perturbations. These random samples yield high variance estimates and hence are sub-optimal in terms of sample complexity. Actively selecting informative samples is at the core of Bayesian optimization, which constructs a probabilisti…
Automatic underwater vehicle hull Design optimization is a complex engineering process for generating a UUV hull with optimized properties on a given requirement. First, it involves the integration of involved computationally complex engineering simulation tools. Second, it needs integration of a sample efficient optimization framework with the integrated toolchain. To this end, we integrated the CAD tool called FreeCAD with CFD tool openFoam for automatic design evaluation. For optimization, we chose Bayesian optimization (BO), which is a well-known technique developed for optimizing time-con…
Nanchang University（南昌大学）；University of Washington（华盛顿大学）；University of Utah（犹他大学）
Purpose: Machine learning is broadly used for clinical data analysis. Before training a model, a machine learning algorithm must be selected. Also, the values of one or more model parameters termed hyper-parameters must be set. Selecting algorithms and hyper-parameter values requires advanced machine learning knowledge and many labor-intensive manual iterations. To lower the bar to machine learning, miscellaneous automatic selection methods for algorithms and/or hyper-parameter values have been proposed. Existing automatic selection methods are inefficient on large data sets. This poses a chal…
Deep learning techniques play an increasingly important role in industrial and research environments due to their outstanding results. However, the large number of hyper-parameters to be set may lead to errors if they are set manually. The state-of-the-art hyper-parameters tuning methods are grid search, random search, and Bayesian Optimization. The first two methods are expensive because they try, respectively, all possible combinations and random combinations of hyper-parameters. Bayesian Optimization, instead, builds a surrogate model of the objective function, quantifies the uncertainty in…
King’s College London（伦敦国王学院）；Birkbeck College（伯贝克学院）；University of Cambridge（剑桥大学）；Stanford University（斯坦福大学）；Gatsby Computational Neuroscience Unit（盖茨比计算神经科学单元）
Investigating the cognitive and neural mechanisms involved with face processing is a fundamental task in modern neuroscience and psychology. To date, the majority of such studies have focused on the use of pre-selected stimuli. The absence of personalized stimuli presents a serious limitation as it fails to account for how each individual face processing system is tuned to cultural embeddings or how it is disrupted in disease. In this work, we propose a novel framework which combines generative adversarial networks (GANs) with Bayesian optimization to identify individual response patterns to m…
Bayesian Optimization (BO) has shown great promise for the global optimization of functions that are expensive to evaluate, but despite many successes, standard approaches can struggle in high dimensions. To improve the performance of BO, prior work suggested incorporating gradient information into a Gaussian process surrogate of the objective, giving rise to kernel matrices of size $nd \times nd$ for $n$ observations in $d$ dimensions. Naïvely multiplying with (resp. inverting) these matrices requires $\mathcal{O}(n^2d^2)$ (resp. $\mathcal{O}(n^3d^3$)) operations, which becomes infeasible for…
Many machine learning models require a training procedure based on running stochastic gradient descent. A key element for the efficiency of those algorithms is the choice of the learning rate schedule. While finding good learning rates schedules using Bayesian optimisation has been tackled by several authors, adapting it dynamically in a data-driven way is an open question. This is of high practical importance to users that need to train a single, expensive model. To tackle this problem, we introduce an original probabilistic model for traces of optimisers, based on latent Gaussian processes a…
We prove semi-empirical concentration inequalities for random variables which are given as possibly nonlinear functions of independent random variables. These inequalities describe concentration of random variable in terms of the data/distribution-dependent Efron-Stein (ES) estimate of its variance and they do not require any additional assumptions on the moments. In particular, this allows us to state semi-empirical Bernstein type inequalities for general functions of unbounded random variables, which gives user-friendly concentration bounds for cases where related methods (e.g. bounded diffe…
Instituto de Investigacion en Ingenieria de Aragon（阿拉贡工程研究院）；University of Zaragoza（萨拉戈萨大学）；Centro Universitario de la Defensa（国防大学中心）
Bayesian optimization has become a popular method for high-throughput computing, like the design of computer experiments or hyperparameter tuning of expensive models, where sample efficiency is mandatory. In these applications, distributed and scalable architectures are a necessity. However, Bayesian optimization is mostly sequential. Even parallel variants require certain computations between samples, limiting the parallelization bandwidth. Thompson sampling has been previously applied for distributed Bayesian optimization. But, when compared with other acquisition functions in the sequential…
The End-of-Line (EoL) calibration of semi-active suspension systems for road vehicles is usually a critical and expensive task, needing a team of vehicle and control experts as well as many hours of professional driving. In this paper, we propose a purely data-based tuning method enabling the automatic calibration of the parameters of a proprietary suspension controller by relying on little experimental time and exploiting Bayesian Optimization tools. A detailed methodology on how to select the most critical degrees of freedom of the algorithm is also provided. The effectiveness of the propose…
Tampere University（坦佩雷大学）；HIAB（HIAB公司）；Aalto University（阿尔托大学）；TU Darmstadt（达姆施塔特工业大学）
The ability of Gaussian processes (GPs) to predict the behavior of dynamical systems as a more sample-efficient alternative to parametric models seems promising for real-world robotics research. However, the computational complexity of GPs has made policy search a highly time and memory consuming process that has not been able to scale to larger problems. In this work, we develop a policy optimization method by leveraging fast predictive sampling methods to process batches of trajectories in every forward pass, and compute gradient updates over policy parameters by automatic differentiation of…
Norwegian University of Science and Technology（挪威科技大学）
Previous studies on automatic berthing systems based on artificial neural network (ANN) showed great berthing performance by training the ANN with ship berthing data as training data. However, because the ANN requires a large amount of training data to yield robust performance, the ANN-based automatic berthing system is somewhat limited due to the difficulty in obtaining the berthing data. In this study, to overcome this difficulty, the automatic berthing system based on one of the reinforcement learning (RL) algorithms, proximal policy optimization (PPO), is proposed because the RL algorithms…
We propose an iterative method to safely learn the unmodeled dynamics of a nonlinear system using Bayesian Gaussian process (GP) models with polynomial kernel functions. The method maintains safety by ensuring that the system state stays within the region of attraction (ROA) of a stabilizing control policy while collecting data. A quadratic programming based exploration control policy is computed to keep the exploration trajectory inside an inner-approximation of the ROA and to maximize the information gained from the trajectory. A prior GP model, which incorporates prior information about the…
The closed-loop performance of model predictive controllers (MPCs) is sensitive to the choice of prediction models, controller formulation, and tuning parameters. However, prediction models are typically optimized for prediction accuracy instead of performance, and MPC tuning is typically done manually to satisfy (probabilistic) constraints. In this work, we demonstrate a general approach for automating the tuning of MPC under uncertainty. In particular, we formulate the automated tuning problem as a constrained black-box optimization problem that can be tackled with derivative-free optimizati…
The Non-Bayesian Restless Multi-Armed Bandit: A Case of Near-Logarithmic Strict Regret
Department of Aeronautics；Astronautics Massachusetts Institute of Technology, Cambridge, MA 02139, USA Ming Hsieh Department of Electrical Engineering University of Southern California, Los Angeles, CA 90089, USA Department of Electrical；Computer Engineering University of California, Davis, CA 95616, USA Email
RMPflow: A Computational Graph for Automatic Motion Policy Generation
NVIDIA, Seattle Robotics Lab（NVIDIA西雅图机器人实验室）；Georgia Institute of Technology, Robot Learning Lab（佐治亚理工学院机器人学习实验室）；University of Washington, Robotics and State Estimation Lab（华盛顿大学机器人与状态估计实验室）
Delft University of Technology（代尔夫特理工大学）；University of Eindhoven（埃因霍温大学）
This paper presents a novel methodology to auto-tune an Unscented Kalman Filter (UKF). It involves using a Two-Stage Bayesian Optimisation (TSBO), based on a t-Student Process to optimise the process noise parameters of a UKF for vehicle sideslip angle estimation. Our method minimises performance metrics, given by the average sum of the states' and measurement' estimation error for various vehicle manoeuvres covering a wide range of vehicle behaviour. The predefined cost function is minimised through a TSBO which aims to find a location in the feasible region that maximises the probability of …
