Napat Karnchanachari, M. I. Valls, David Hoeller, M. Hutter
{"title":"Practical Reinforcement Learning For MPC: Learning from sparse objectives in under an hour on a real robot","authors":"Napat Karnchanachari, M. I. Valls, David Hoeller, M. Hutter","doi":"10.3929/ETHZ-B-000404690","DOIUrl":"https://doi.org/10.3929/ETHZ-B-000404690","url":null,"abstract":"Model Predictive Control (MPC) is a powerful control technique that handles constraints, takes the system's dynamics into account, and optimizes for a given cost function. In practice, however, it often requires an expert to craft and tune this cost function and find trade-offs between different state penalties to satisfy simple high level objectives. In this paper, we use Reinforcement Learning and in particular value learning to approximate the value function given only high level objectives, which can be sparse and binary. Building upon previous works, we present improvements that allowed us to successfully deploy the method on a real world unmanned ground vehicle. Our experiments show that our method can learn the cost function from scratch and without human intervention, while reaching a performance level similar to that of an expert-tuned MPC. We perform a quantitative comparison of these methods with standard MPC approaches both in simulation and on the real robot.","PeriodicalId":268449,"journal":{"name":"Conference on Learning for Dynamics & Control","volume":"58 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2020-03-06","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"115548097","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Policy Optimization for H2 Linear Control with H∞ Robustness Guarantee: Implicit Regularization and Global Convergence","authors":"K. Zhang, Bin Hu, T. Başar","doi":"10.1137/20m1347942","DOIUrl":"https://doi.org/10.1137/20m1347942","url":null,"abstract":"Policy optimization (PO) is a key ingredient for reinforcement learning (RL). For control design, certain constraints are usually enforced on the policies to optimize, accounting for either the stability, robustness, or safety concerns on the system. Hence, PO is by nature a constrained (nonconvex) optimization in most cases, whose global convergence is challenging to analyze in general. More importantly, some constraints that are safety-critical, e.g., the $mathcal{H}_infty$-norm constraint that guarantees the system robustness, are difficult to enforce as the PO methods proceed. Recently, policy gradient methods have been shown to converge to the global optimum of linear quadratic regulator (LQR), a classical optimal control problem, without regularizing/projecting the control iterates onto the stabilizing set (Fazel et al., 2018), its (implicit) feasible set. This striking result is built upon the coercive property of the cost, ensuring that the iterates remain feasible as the cost decreases. In this paper, we study the convergence theory of PO for $mathcal{H}_2$ linear control with $mathcal{H}_infty$-norm robustness guarantee. One significant new feature of this problem is the lack of coercivity, i.e., the cost may have finite value around the feasible set boundary, breaking the existing analysis for LQR. Interestingly, we show that two PO methods enjoy the implicit regularization property, i.e., the iterates preserve the $mathcal{H}_infty$ robustness constraint as if they are regularized by the algorithms. Furthermore, convergence to the globally optimal policies with globally sublinear and locally (super-)linear rates are provided under certain conditions, despite the nonconvexity of the problem. To the best of our knowledge, our work offers the first results on the implicit regularization property and global convergence of PO methods for robust/risk-sensitive control.","PeriodicalId":268449,"journal":{"name":"Conference on Learning for Dynamics & Control","volume":"136 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"2019-10-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"133650190","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Frequency Domain Gaussian Process Models for H∞ Uncertainties","authors":"Alex Devonport, P. Seiler, M. Arcak","doi":"10.48550/arXiv.2211.15923","DOIUrl":"https://doi.org/10.48550/arXiv.2211.15923","url":null,"abstract":"Complex-valued Gaussian processes are used in Bayesian frequency-domain system identification as prior models for regression. If each realization of such a process were an H∞ function with probability one, then the same model could be used for probabilistic robust control, allowing for robustly safe learning. We investigate sufficient conditions for a general complex-domain Gaussian process to have this property. For the special case of processes whose Hermitian covariance is stationary, we provide an explicit parameterization of the covariance structure in terms of a summable sequence of nonnegative numbers.","PeriodicalId":268449,"journal":{"name":"Conference on Learning for Dynamics & Control","volume":"21 1","pages":"0"},"PeriodicalIF":0.0,"publicationDate":"1900-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"126924624","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}