arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.07641cs.ROcs.AI

Stein Variational Model Predictive Control

Georgia Tech(佐治亚理工学院);NVIDIA(英伟达);University of Washington(华盛顿大学);The University of Sydney(悉尼大学)

Alexander Lambert, Adam Fishman, Dieter Fox, Byron Boots, Fabio Ramos

英文摘要:

Decision making under uncertainty is critical to real-world, autonomous systems. Model Predictive Control (MPC) methods have demonstrated favorable performance in practice, but remain limited when dealing with complex probability distributions. In this paper, we propose a generalization of MPC that represents a multitude of solutions as posterior distributions. By casting MPC as a Bayesian inference problem, we employ variational methods for posterior computation, naturally encoding the complexity and multi-modality of the decision making problem. We present a Stein variational gradient descent method to estimate the posterior directly over control parameters, given a cost function and observed state trajectories. We show that this framework leads to successful planning in challenging, non-convex optimal control problems.

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