arXiv subjects

Anna Scampicchio

Publications and source records attributed to Anna Scampicchio.

13 recordsLinked to original sources

arXiv2026

Scalable Gaussian Process Regression via Deterministic Trigonometric Features: Uniform Bounds for Safe Model Predictive Control

Learning-based Model Predictive Control (MPC) using Gaussian processes (GPs) is an effective approach for safe control in the presence of model mismatch. High-probability safety guarantees typically require uncertainty bounds that hold uniformly over the entire state--input domain, but existing bounds are available only for full GP regression. Since exact GP inference scales poorly with the number of data points, its deployment is impractical in large-data regimes. We close this gap by developing a scalable GP framework that admits the derivation of uniform uncertainty bounds. We formalize a deterministic trigonometric feature Gaussian process (DTF-GP), a finite-dimensional kernel approximation based on discretized trigonometric features that reduces GP regression to Bayesian linear regression in feature space. We derive a high-probability uniform uncertainty bound for the proposed DTF-GP and provide its closed-form solution for the squared-exponential kernel case. Finally, we integrate the DTF-GP into a learning-based MPC scheme and demonstrate that it provides high-probability safety guarantees and exploration performance comparable to a full GP while improving computational efficiency in large-data regimes.

eess.SY↗

arXiv2026

Goal-oriented safe active learning for predictive control using Bayesian recurrent neural networks

A key challenge in learning-based model predictive control (MPC) is to collect informative data online for model adaptation while ensuring safety and without penalising control performance. In this paper, we propose an online model adaptation scheme embedded within an MPC framework in which the last-layer parameters of a recurrent neural network are recursively updated via Bayesian learning. This is achieved by means of a goal-oriented safe active learning algorithm that alternates between an exploration phase, where the MPC actively explores system dynamics to collect informative data for model adaptation while still pursuing the main control objective, and a goal-reaching phase, where it focuses exclusively on the main control objective. The algorithm is complemented with theoretical guarantees of (i) recursive feasibility, (ii) safety, (iii) termination of exploration in finite time, and (iv) close-to-optimal performance. Simulation results on a benchmark energy system demonstrate that the proposed framework achieves economic performance comparable to that of an MPC with full system knowledge, while progressively improving model accuracy and respecting operational safety constraints with high probability.

eess.SY↗

arXiv2026

Optimal uncertainty bounds for multivariate kernel regression under bounded noise: A Gaussian process-based dual function

Non-conservative uncertainty bounds are essential for making reliable predictions about latent functions from noisy data, and thus, a key enabler for safe learning-based control. In this domain, kernel methods such as Gaussian process regression are established techniques, thanks to their inherent uncertainty quantification mechanism. Still, existing bounds either pose strong assumptions on the underlying noise distribution, are conservative, do not directly apply in the multi-output case, or are difficult to integrate into downstream tasks. This paper addresses these limitations by presenting a tight, deterministic bound for multi-output functions in Reproducing Kernel Hilbert Spaces (RKHSs) subject to bounded noise. It is obtained through an unconstrained, duality-based formulation, which shares the same structure as classic Gaussian process confidence bounds, and can thus be straightforwardly integrated into downstream optimization pipelines. We show that the proposed bound generalizes existing results and illustrate its application using an example inspired by quadrotor dynamics learning.

cs.LG↗

arXiv2025

Physics-informed learning under mixing: How physical knowledge speeds up learning

A major challenge in physics-informed machine learning is to understand how the incorporation of prior domain knowledge affects learning rates when data are dependent. Focusing on empirical risk minimization with physics-informed regularization, we derive complexity-dependent bounds on the excess risk in probability and in expectation. We prove that, when the physical prior information is aligned, the learning rate improves from the (slow) Sobolev minimax rate to the (fast) optimal i.i.d. one without any sample-size deflation due to data dependence.

cs.LG↗

arXiv2025

Optimal kernel regression bounds under energy-bounded noise

Non-conservative uncertainty bounds are key for both assessing an estimation algorithm's accuracy and in view of downstream tasks, such as its deployment in safety-critical contexts. In this paper, we derive a tight, non-asymptotic uncertainty bound for kernel-based estimation, which can also handle correlated noise sequences. Its computation relies on a mild norm-boundedness assumption on the unknown function and the noise, returning the worst-case function realization within the hypothesis class at an arbitrary query input location. The value of this function is shown to be given in terms of the posterior mean and covariance of a Gaussian process for an optimal choice of the measurement noise covariance. By rigorously analyzing the proposed approach and comparing it with other results in the literature, we show its effectiveness in returning tight and easy-to-compute bounds for kernel-based estimates.

cs.LG↗

arXiv2025

Gaussian processes for dynamics learning in model predictive control

Due to its state-of-the-art estimation performance complemented by rigorous and non-conservative uncertainty bounds, Gaussian process regression is a popular tool for enhancing dynamical system models and coping with their inaccuracies. This has enabled a plethora of successful implementations of Gaussian process-based model predictive control in a variety of applications over the last years. However, despite its evident practical effectiveness, there are still many open questions when attempting to analyze the associated optimal control problem theoretically and to exploit the full potential of Gaussian process regression in view of safe learning-based control. The contribution of this review is twofold. The first is to survey the available literature on the topic, highlighting the major theoretical challenges such as (i) addressing scalability issues of Gaussian process regression; (ii) taking into account the necessary approximations to obtain a tractable MPC formulation; (iii) including online model updates to refine the dynamics description, exploiting data collected during operation. The second is to provide an extensive discussion of future research directions, collecting results on uncertainty quantification that are related to (but yet unexploited in) optimal control, among others. Ultimately, this paper provides a toolkit to study and advance Gaussian process-based model predictive control.

eess.SY↗

arXiv2024

On the role of the signature transform in nonlinear systems and data-driven control

Classic control techniques typically rely on a model of the system's response to external inputs, which is difficult to obtain from first principles especially if the unknown dynamics are nonlinear. In this paper, we address this issue by presenting an approach based on the so-called signature transform, a tool that is still largely unexplored in data-driven control. We first show that the signature provides rigorous and practically effective features to represent and predict system trajectories. Furthermore, we propose a novel use of this tool on an output-matching problem, paving the way for signature-based, data-driven predictive control.

eess.SY↗

arXiv2024

Active Learning-based Model Predictive Coverage Control

The problem of coverage control, i.e., of coordinating multiple agents to optimally cover an area, arises in various applications. However, coverage applications face two major challenges: (1) dealing with nonlinear dynamics while respecting system and safety critical constraints, and (2) performing the task in an initially unknown environment. We solve the coverage problem by using a hierarchical framework, in which references are calculated at a central server and passed to the agents' local model predictive control (MPC) tracking schemes. Furthermore, to ensure that the environment is actively explored by the agents a probabilistic exploration-exploitation trade-off is deployed. In addition, we derive a control framework that avoids the hierarchical structure by integrating the reference optimization in the MPC formulation. Active learning is then performed drawing inspiration from Upper Confidence Bound (UCB) approaches. For all developed control architectures, we guarantee closed-loop constraint satisfaction and convergence to an optimal configuration. Furthermore, all methods are tested and compared on hardware using a miniature car platform.

eess.SY↗

arXiv2023

Inverse Optimal Control as an Errors-in-Variables Problem

Inverse optimal control (IOC) is about estimating an unknown objective of interest given its optimal control sequence. However, truly optimal demonstrations are often difficult to obtain, e.g., due to human errors or inaccurate measurements. This paper presents an IOC framework for objective estimation from multiple sub-optimal demonstrations in constrained environments. It builds upon the Karush-Kuhn-Tucker optimality conditions, and addresses the Errors-In-Variables problem that emerges from the use of sub-optimal data. The approach presented is applied to various systems in simulation, and consistency guarantees are provided for linear systems with zero mean additive noise, polytopic constraints, and objectives with quadratic features.

eess.SY↗

arXiv2023

On the effectiveness of Randomized Signatures as Reservoir for Learning Rough Dynamics

Many finance, physics, and engineering phenomena are modeled by continuous-time dynamical systems driven by highly irregular (stochastic) inputs. A powerful tool to perform time series analysis in this context is rooted in rough path theory and leverages the so-called Signature Transform. This algorithm enjoys strong theoretical guarantees but is hard to scale to high-dimensional data. In this paper, we study a recently derived random projection variant called Randomized Signature, obtained using the Johnson-Lindenstrauss Lemma. We provide an in-depth experimental evaluation of the effectiveness of the Randomized Signature approach, in an attempt to showcase the advantages of this reservoir to the community. Specifically, we find that this method is preferable to the truncated Signature approach and alternative deep learning techniques in terms of model complexity, training time, accuracy, robustness, and data hungriness.

cs.LG↗

arXiv2023

Bayesian Multi-Task Learning MPC for Robotic Mobile Manipulation

Mobile manipulation in robotics is challenging due to the need of solving many diverse tasks, such as opening a door or picking-and-placing an object. Typically, a basic first-principles system description of the robot is available, thus motivating the use of model-based controllers. However, the robot dynamics and its interaction with an object are affected by uncertainty, limiting the controller's performance. To tackle this problem, we propose a Bayesian multi-task learning model that uses trigonometric basis functions to identify the error in the dynamics. In this way, data from different but related tasks can be leveraged to provide a descriptive error model that can be efficiently updated online for new, unseen tasks. We combine this learning scheme with a model predictive controller, and extensively test the effectiveness of the proposed approach, including comparisons with available baseline controllers. We present simulation tests with a ball-balancing robot, and door-opening hardware experiments with a quadrupedal manipulator.

cs.RO↗

arXiv2023

Error analysis of regularized trigonometric linear regression with unbounded sampling: a statistical learning viewpoint

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques based on sparse spectrum Gaussian processes, we focus on models given by regularized trigonometric linear regression. This paper provides an analysis of the performance of such an estimation set-up within the statistical learning framework. In particular, we derive a novel bound for the sample error in finite-dimensional spaces, accounting for noise with potentially unbounded support. Next, we study the approximation error and discuss the bias-variance trade-off as a function of the regularization parameter by combining the two bounds.

math.ST↗

arXiv2020

Stable and Robust LQR Design via Scenario Approach

Linear Quadratic Regulator (LQR) design is one of the most classical optimal control problems, whose well-known solution is an input sequence expressed as a state-feedback. In this work, finite-horizon and discrete-time LQR is solved under stability constraints and uncertain system dynamics. The resulting feedback controller balances cost value and closed-loop stability. Robustness of the solution is modeled using the scenario approach, without requiring any probabilistic description of the uncertainty in the system matrices. The new methods are tested and compared on the Leslie growth model, where we control population size while minimizing a suitable finite-horizon cost function.

math.OC↗