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Alexander von Rohr

Publications and source records attributed to Alexander von Rohr.

At least 19 recordsLinked to original sources

A Decade of Bayesian Optimization for Controller Tuning and Robot Learning: Tutorial, Review, and Future Prospects

In the past decade, Bayesian optimization (BO) has emerged as a powerful and adaptable framework for automatic controller tuning and robot learning. This article offers a comprehensive overview of the state-of-the-art in BO, designed to support both researchers and practitioners in understanding recent advancements, practical applications, and future research directions. We begin by adopting a practitioner's perspective, illustrating how to effectively set up BO through a representative controller tuning example. We position BO within the broader context of learning paradigms, ranging from deep reinforcement learning to data-driven control, and highlight scenarios where BO is most advantageous. Next, we discuss the diverse range of BO methods that have been developed to tackle complex problems and specific applications. This article provides a unified perspective on the current landscape of BO, emphasizing its relevance to control systems and robotics, and it highlights future prospects by identifying key research challenges and promising avenues for advancing BO in the field. This includes addressing a significant gap in the BO landscape: the lack of standardized benchmark problems specifically for control-related applications. To foster future research and ensure rigorous evaluation, we start an effort towards a lightweight benchmark suite for control engineering and robotics. We also present metrics and best practices to facilitate direct comparisons between new BO algorithms and established state-of-the-art methods.

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Efficient Heteroscedastic Bayesian Optimization for Risk-Aware AutoRL

Reinforcement learning (RL) has shown remarkable success across a wide range of complex tasks. However, RL outcomes can be highly stochastic, and both expected performance and variability often depend on hyperparameter (HP) configurations. We propose efficient and risk-averse heteroscedastic Bayesian Optimization (ERAHBO), a Bayesian optimization method that models both the mean and variance of learning outcomes as functions of the HP configurations. ERAHBO aims to identify HP configurations that achieve high average return while reducing variability across training runs, and it improves the sample efficiency of the HP optimization via adaptive re-sampling rather than a fixed budget per HP. Empirical evaluations across diverse RL algorithms and environments demonstrate that ERAHBO generally outperforms both risk-neutral and risk-averse baselines, delivering improved sample efficiency for risk-averse returns.

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Fine-Tuning of Neural Network Approximate MPC without Retraining via Bayesian Optimization

Approximate model-predictive control (AMPC) aims to imitate an MPC's behavior with a neural network, removing the need to solve an expensive optimization problem at runtime. However, during deployment, the parameters of the underlying MPC must usually be fine-tuned. This often renders AMPC impractical as it requires repeatedly generating a new dataset and retraining the neural network. Recent work addresses this problem by adapting AMPC without retraining using approximated sensitivities of the MPC's optimization problem. Currently, this adaption must be done by hand, which is labor-intensive and can be unintuitive for high-dimensional systems. To solve this issue, we propose using Bayesian optimization to tune the parameters of AMPC policies based on experimental data. By combining model-based control with direct and local learning, our approach achieves superior performance to nominal AMPC on hardware, with minimal experimentation. This allows automatic and data-efficient adaptation of AMPC to new system instances and fine-tuning to cost functions that are difficult to directly implement in MPC. We demonstrate the proposed method in hardware experiments for the swing-up maneuver on an inverted cartpole and yaw control of an under-actuated balancing unicycle robot, a challenging control problem.

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scipy.spatial.transform: Differentiable Framework-Agnostic 3D Transformations in Python

Three-dimensional rigid-body transforms, i.e. rotations and translations, are central to modern differentiable machine learning pipelines in robotics, vision, and simulation. However, numerically robust and mathematically correct implementations, particularly on SO(3), are error-prone due to issues such as axis conventions, normalizations, composition consistency and subtle errors that only appear in edge cases. SciPy's spatial$.$transform module is a rigorously tested Python implementation. However, it historically only supported NumPy, limiting adoption in GPU-accelerated and autodiff-based workflows. We present a complete overhaul of SciPy's spatial$.$transform functionality that makes it compatible with any array library implementing the Python array API, including JAX, PyTorch, and CuPy. The revised implementation preserves the established SciPy interface while enabling GPU/TPU execution, JIT compilation, vectorized batching, and differentiation via native autodiff of the chosen backend. We demonstrate how this foundation supports differentiable scientific computing through two case studies: (i) scalability of 3D transforms and rotations and (ii) a JAX drone simulation that leverages SciPy's Rotation for accurate integration of rotational dynamics. Our contributions have been merged into SciPy main and will ship in the next release, providing a framework-agnostic, production-grade basis for 3D spatial math in differentiable systems and ML.

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Local Entropy Search over Descent Sequences for Bayesian Optimization

Searching large and complex design spaces for a global optimum can be infeasible and unnecessary. A practical alternative is to iteratively refine the neighborhood of an initial design using local optimization methods such as gradient descent. We propose local entropy search (LES), a Bayesian optimization paradigm that explicitly targets the solutions reachable by the descent sequences of iterative optimizers. The algorithm propagates the posterior belief over the objective through the optimizer, resulting in a probability distribution over descent sequences. It then selects the next evaluation by maximizing mutual information with that distribution, using a combination of analytic entropy calculations and Monte-Carlo sampling of descent sequences. Empirical results on high-complexity synthetic objectives and benchmark problems show that LES achieves strong sample efficiency compared to existing local and global Bayesian optimization methods.

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Viability of Future Actions: Robust Safety in Reinforcement Learning via Entropy Regularization

Despite the many recent advances in reinforcement learning (RL), the question of learning policies that robustly satisfy state constraints under unknown disturbances remains open. In this paper, we offer a new perspective on achieving robust safety by analyzing the interplay between two well-established techniques in model-free RL: entropy regularization, and constraints penalization. We reveal empirically that entropy regularization in constrained RL inherently biases learning toward maximizing the number of future viable actions, thereby promoting constraints satisfaction robust to action noise. Furthermore, we show that by relaxing strict safety constraints through penalties, the constrained RL problem can be approximated arbitrarily closely by an unconstrained one and thus solved using standard model-free RL. This reformulation preserves both safety and optimality while empirically improving resilience to disturbances. Our results indicate that the connection between entropy regularization and robustness is a promising avenue for further empirical and theoretical investigation, as it enables robust safety in RL through simple reward shaping.

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Diffusion Predictive Control with Constraints

Diffusion models have become popular for policy learning in robotics due to their ability to capture high-dimensional and multimodal distributions. However, diffusion policies are stochastic and typically trained offline, limiting their ability to handle unseen and dynamic conditions where novel constraints not represented in the training data must be satisfied. To overcome this limitation, we propose diffusion predictive control with constraints (DPCC), an algorithm for diffusion-based control with explicit state and action constraints that can deviate from those in the training data. DPCC incorporates model-based projections into the denoising process of a trained trajectory diffusion model and uses constraint tightening to account for model mismatch. This allows us to generate constraint-satisfying, dynamically feasible, and goal-reaching trajectories for predictive control. We show through simulations of a robot manipulator that DPCC outperforms existing methods in satisfying novel test-time constraints while maintaining performance on the learned control task.

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Latent Action Priors for Locomotion with Deep Reinforcement Learning

Deep Reinforcement Learning (DRL) enables robots to learn complex behaviors through interaction with the environment. However, due to the unrestricted nature of the learning algorithms, the resulting solutions are often brittle and appear unnatural. This is especially true for learning direct joint-level torque control, as inductive biases are difficult to integrate into the learning process. We propose an inductive bias for learning locomotion that is especially useful for torque control: latent actions learned from a small dataset of expert demonstrations. This prior allows the policy to directly leverage knowledge contained in the expert's actions and facilitates more efficient exploration. We observe that the agent is not restricted to the reward levels of the demonstration, and performance in transfer tasks is improved significantly. Latent action priors combined with style rewards for imitation lead to a closer replication of the expert's behavior. Videos and code are available at https://sites.google.com/view/latent-action-priors.

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Event-Triggered Time-Varying Bayesian Optimization

We consider the problem of sequentially optimizing a time-varying objective function using time-varying Bayesian optimization (TVBO). Current approaches to TVBO require prior knowledge of a constant rate of change to cope with stale data arising from time variations. However, in practice, the rate of change is usually unknown. We propose an event-triggered algorithm, ET-GP-UCB, that treats the optimization problem as static until it detects changes in the objective function and then resets the dataset. This allows the algorithm to adapt online to realized temporal changes without the need for exact prior knowledge. The event trigger is based on probabilistic uniform error bounds used in Gaussian process regression. We derive regret bounds for adaptive resets without exact prior knowledge of the temporal changes and show in numerical experiments that ET-GP-UCB outperforms competing GP-UCB algorithms on both synthetic and real-world data. The results demonstrate that ET-GP-UCB is readily applicable without extensive hyperparameter tuning.

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Local Bayesian Optimization for Controller Tuning with Crash Constraints

Controller tuning is crucial for closed-loop performance but often involves manual adjustments. Although Bayesian optimization (BO) has been established as a data-efficient method for automated tuning, applying it to large and high-dimensional search spaces remains challenging. We extend a recently proposed local variant of BO to include crash constraints, where the controller can only be successfully evaluated in an a-priori unknown feasible region. We demonstrate the efficiency of the proposed method through simulations and hardware experiments. Our findings showcase the potential of local BO to enhance controller performance and reduce the time and resources necessary for tuning.

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Simulation-Aided Policy Tuning for Black-Box Robot Learning

How can robots learn and adapt to new tasks and situations with little data? Systematic exploration and simulation are crucial tools for efficient robot learning. We present a novel black-box policy search algorithm focused on data-efficient policy improvements. The algorithm learns directly on the robot and treats simulation as an additional information source to speed up the learning process. At the core of the algorithm, a probabilistic model learns the dependence of the policy parameters and the robot learning objective not only by performing experiments on the robot, but also by leveraging data from a simulator. This substantially reduces interaction time with the robot. Using this model, we can guarantee improvements with high probability for each policy update, thereby facilitating fast, goal-oriented learning. We evaluate our algorithm on simulated fine-tuning tasks and demonstrate the data-efficiency of the proposed dual-information source optimization algorithm. In a real robot learning experiment, we show fast and successful task learning on a robot manipulator with the aid of an imperfect simulator.

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Robust Direct Data-Driven Control for Probabilistic Systems

We propose a data-driven control method for systems with aleatoric uncertainty, for example, robot fleets with variations between agents. Our method leverages shared trajectory data to increase the robustness of the designed controller and thus facilitate transfer to new variations without the need for prior parameter and uncertainty estimations. In contrast to existing work on experience transfer for performance, our approach focuses on robustness and uses data collected from multiple realizations to guarantee generalization to unseen ones. Our method is based on scenario optimization combined with recent formulations for direct data-driven control. We derive lower bounds on the amount of data required to achieve quadratic stability for probabilistic systems with aleatoric uncertainty and demonstrate the benefits of our data-driven method through a numerical example. We find that the learned controllers generalize well to high variations in the dynamics even when based on only a few short open-loop trajectories. Robust experience transfer enables the design of safe and robust controllers that work out of the box without any additional learning during deployment.

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Multi-Arm Bin-Picking in Real-Time: A Combined Task and Motion Planning Approach

Automated bin-picking is a prerequisite for fully automated manufacturing and warehouses. To successfully pick an item from an unstructured bin the robot needs to first detect possible grasps for the objects, decide on the object to remove and consequently plan and execute a feasible trajectory to retrieve the chosen object. Over the last years significant progress has been made towards solving these problems. However, when multiple robot arms are cooperating the decision and planning problems become exponentially harder. We propose an integrated multi-arm bin-picking pipeline (IMAPIP), and demonstrate that it is able to reliably pick objects from a bin in real-time using multiple robot arms. IMAPIP solves the multi-arm bin-picking task first at high-level using a geometry-aware policy integrated in a combined task and motion planning framework. We then plan motions consistent with this policy using the BIT* algorithm on the motion planning level. We show that this integrated solution enables robot arm cooperation. In our experiments, we show the proposed geometry-aware policy outperforms a baseline by increasing bin-picking time by 28\% using two robot arms. The policy is robust to changes in the position of the bin and number of objects. We also show that IMAPIP to successfully scale up to four robot arms working in close proximity.

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Probabilistic Robust Linear Quadratic Regulators with Gaussian Processes

Probabilistic models such as Gaussian processes (GPs) are powerful tools to learn unknown dynamical systems from data for subsequent use in control design. While learning-based control has the potential to yield superior performance in demanding applications, robustness to uncertainty remains an important challenge. Since Bayesian methods quantify uncertainty of the learning results, it is natural to incorporate these uncertainties into a robust design. In contrast to most state-of-the-art approaches that consider worst-case estimates, we leverage the learning method's posterior distribution in the controller synthesis. The result is a more informed and, thus, more efficient trade-off between performance and robustness. We present a novel controller synthesis for linearized GP dynamics that yields robust controllers with respect to a probabilistic stability margin. The formulation is based on a recently proposed algorithm for linear quadratic control synthesis, which we extend by giving probabilistic robustness guarantees in the form of credibility bounds for the system's stability.Comparisons to existing methods based on worst-case and certainty-equivalence designs reveal superior performance and robustness properties of the proposed method.

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Improving the Performance of Robust Control through Event-Triggered Learning

Robust controllers ensure stability in feedback loops designed under uncertainty but at the cost of performance. Model uncertainty in time-invariant systems can be reduced by recently proposed learning-based methods, which improve the performance of robust controllers using data. However, in practice, many systems also exhibit uncertainty in the form of changes over time, e.g., due to weight shifts or wear and tear, leading to decreased performance or instability of the learning-based controller. We propose an event-triggered learning algorithm that decides when to learn in the face of uncertainty in the LQR problem with rare or slow changes. Our key idea is to switch between robust and learned controllers. For learning, we first approximate the optimal length of the learning phase via Monte-Carlo estimations using a probabilistic model. We then design a statistical test for uncertain systems based on the moment-generating function of the LQR cost. The test detects changes in the system under control and triggers re-learning when control performance deteriorates due to system changes. We demonstrate improved performance over a robust controller baseline in a numerical example.

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On Controller Tuning with Time-Varying Bayesian Optimization

Changing conditions or environments can cause system dynamics to vary over time. To ensure optimal control performance, controllers should adapt to these changes. When the underlying cause and time of change is unknown, we need to rely on online data for this adaptation. In this paper, we will use time-varying Bayesian optimization (TVBO) to tune controllers online in changing environments using appropriate prior knowledge on the control objective and its changes. Two properties are characteristic of many online controller tuning problems: First, they exhibit incremental and lasting changes in the objective due to changes to the system dynamics, e.g., through wear and tear. Second, the optimization problem is convex in the tuning parameters. Current TVBO methods do not explicitly account for these properties, resulting in poor tuning performance and many unstable controllers through over-exploration of the parameter space. We propose a novel TVBO forgetting strategy using Uncertainty-Injection (UI), which incorporates the assumption of incremental and lasting changes. The control objective is modeled as a spatio-temporal Gaussian process (GP) with UI through a Wiener process in the temporal domain. Further, we explicitly model the convexity assumptions in the spatial dimension through GP models with linear inequality constraints. In numerical experiments, we show that our model outperforms the state-of-the-art method in TVBO, exhibiting reduced regret and fewer unstable parameter configurations.

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Local policy search with Bayesian optimization

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 probabilistic surrogate of the objective from past samples to reason about informative subsequent ones. In this paper, we propose to join both worlds. We develop an algorithm utilizing a probabilistic model of the objective function and its gradient. Based on the model, the algorithm decides where to query a noisy zeroth-order oracle to improve the gradient estimates. The resulting algorithm is a novel type of policy search method, which we compare to existing black-box algorithms. The comparison reveals improved sample complexity and reduced variance in extensive empirical evaluations on synthetic objectives. Further, we highlight the benefits of active sampling on popular RL benchmarks.

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Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.

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