arXiv subjects

Bo Wahlberg

Publications and source records attributed to Bo Wahlberg.

At least 37 records · Page 2Linked to original sources

arXiv2021

Learning the Step-size Policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno Algorithm

We consider the problem of how to learn a step-size policy for the Limited-Memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) algorithm. This is a limited computational memory quasi-Newton method widely used for deterministic unconstrained optimization but currently avoided in large-scale problems for requiring step sizes to be provided at each iteration. Existing methodologies for the step size selection for L-BFGS use heuristic tuning of design parameters and massive re-evaluations of the objective function and gradient to find appropriate step-lengths. We propose a neural network architecture with local information of the current iterate as the input. The step-length policy is learned from data of similar optimization problems, avoids additional evaluations of the objective function, and guarantees that the output step remains inside a pre-defined interval. The corresponding training procedure is formulated as a stochastic optimization problem using the backpropagation through time algorithm. The performance of the proposed method is evaluated on the training of classifiers for the MNIST database for handwritten digits and for CIFAR-10. The results show that the proposed algorithm outperforms heuristically tuned optimizers such as ADAM, RMSprop, L-BFGS with a backtracking line search, and L-BFGS with a constant step size. The numerical results also show that a learned policy can be used as a warm-start to train new policies for different problems after a few additional training steps, highlighting its potential use in multiple large-scale optimization problems.

cs.LG↗

arXiv2021

Learning Models of Model Predictive Controllers using Gradient Data

This paper investigates controller identification given data from a Model Predictive Controller (MPC) with constraints. We propose an approach for learning MPC that explicitly uses the gradient information in the training process. This is motivated by the observation that recent differentiable convex optimization MPC solvers can provide both the optimal feedback law from the state to control input as well as the corresponding gradient. As a proof of concept, we apply this approach to explicit MPC (eMPC), for which the feedback law is a piece-wise affine function of the state, but the number of pieces grows rapidly with the state dimension. Controller identification can here be used to find an approximate lower complexity functional approximation of the controller. The eMPC is modelled with a Neural Network (NN) with Rectified Linear Units (ReLUs), since such NN can represent any piece-wise affine function. A motivation is to replace on-line solvers with neural networks to implement MPC and to simplify the evaluation of the function in larger input dimensions. We also study experimental design and model evaluation in this framework, and propose a hit and run sampling algorithm for input design. The proposed algorithm are illustrated and numerically evaluated on a second order MPC problem.

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arXiv2020

Cooperative System Identification via Correctional Learning

We consider a cooperative system identification scenario in which an expert agent (teacher) knows a correct, or at least a good, model of the system and aims to assist a learner-agent (student), but cannot directly transfer its knowledge to the student. For example, the teacher's knowledge of the system might be abstract or the teacher and student might be employing different model classes, which renders the teacher's parameters uninformative to the student. In this paper, we propose correctional learning as an approach to the above problem: Suppose that in order to assist the student, the teacher can intercept the observations collected from the system and modify them to maximize the amount of information the student receives about the system. We formulate a general solution as an optimization problem, which for a multinomial system instantiates itself as an integer program. Furthermore, we obtain finite-sample results on the improvement that the assistance from the teacher results in (as measured by the reduction in the variance of the estimator) for a binomial system.

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arXiv2020

A Geometric Approach to On-road Motion Planning for Long and Multi-Body Heavy-Duty Vehicles

Driving heavy-duty vehicles, such as buses and tractor-trailer vehicles, is a difficult task in comparison to passenger cars. Most research on motion planning for autonomous vehicles has focused on passenger vehicles, and many unique challenges associated with heavy-duty vehicles remain open. However, recent works have started to tackle the particular difficulties related to on-road motion planning for buses and tractor-trailer vehicles using numerical optimization approaches. In this work, we propose a framework to design an optimization objective to be used in motion planners. Based on geometric derivations, the method finds the optimal trade-off between the conflicting objectives of centering different axles of the vehicle in the lane. For the buses, we consider the front and rear axles trade-off, whereas for articulated vehicles, we consider the tractor and trailer rear axles trade-off. Our results show that the proposed design strategy results in planned paths that considerably improve the behavior of heavy-duty vehicles by keeping the whole vehicle body in the center of the lane.

cs.RO↗

arXiv2020

Task-similarity Aware Meta-learning through Nonparametric Kernel Regression

This paper investigates the use of nonparametric kernel-regression to obtain a tasksimilarity aware meta-learning algorithm. Our hypothesis is that the use of tasksimilarity helps meta-learning when the available tasks are limited and may contain outlier/ dissimilar tasks. While existing meta-learning approaches implicitly assume the tasks as being similar, it is generally unclear how this task-similarity could be quantified and used in the learning. As a result, most popular metalearning approaches do not actively use the similarity/dissimilarity between the tasks, but rely on availability of huge number of tasks for their working. Our contribution is a novel framework for meta-learning that explicitly uses task-similarity in the form of kernels and an associated meta-learning algorithm. We model the task-specific parameters to belong to a reproducing kernel Hilbert space where the kernel function captures the similarity across tasks. The proposed algorithm iteratively learns a meta-parameter which is used to assign a task-specific descriptor for every task. The task descriptors are then used to quantify the task-similarity through the kernel function. We show how our approach conceptually generalizes the popular meta-learning approaches of model-agnostic meta-learning (MAML) and Meta-stochastic gradient descent (Meta-SGD) approaches. Numerical experiments with regression tasks show that our algorithm outperforms these approaches when the number of tasks is limited, even in the presence of outlier or dissimilar tasks. This supports our hypothesis that task-similarity helps improve the metalearning performance in task-limited and adverse settings.

cs.LG↗

arXiv2020

Optimization-Based On-Road Path Planning for Articulated Vehicles

Maneuvering an articulated vehicle on narrow road stretches is often a challenging task for a human driver. Unless the vehicle is accurately steered, parts of the vehicle's bodies may exceed its assigned drive lane, resulting in an increased risk of collision with surrounding traffic. In this work, an optimization-based path-planning algorithm is proposed targeting on-road driving scenarios for articulated vehicles composed of a tractor and a trailer. To this end, we model the tractor-trailer vehicle in a road-aligned coordinate frame suited for on-road planning. Based on driving heuristics, a set of different optimization objectives is proposed, with the overall goal of designing a path planner that computes paths which minimize the off-track of the vehicle bodies swept area, while remaining on the road and avoiding collision with obstacles. The proposed optimization-based path-planning algorithm, together with the different optimization objectives, is evaluated and analyzed in simulations on a set of complicated and practically relevant on-road planning scenarios using the most challenging tractor-trailer dimensions.

cs.RO↗

arXiv2020

On Training and Evaluation of Neural Network Approaches for Model Predictive Control

The contribution of this paper is a framework for training and evaluation of Model Predictive Control (MPC) implemented using constrained neural networks. Recent studies have proposed to use neural networks with differentiable convex optimization layers to implement model predictive controllers. The motivation is to replace real-time optimization in safety critical feedback control systems with learnt mappings in the form of neural networks with optimization layers. Such mappings take as the input the state vector and predict the control law as the output. The learning takes place using training data generated from off-line MPC simulations. However, a general framework for characterization of learning approaches in terms of both model validation and efficient training data generation is lacking in literature. In this paper, we take the first steps towards developing such a coherent framework. We discuss how the learning problem has similarities with system identification, in particular input design, model structure selection and model validation. We consider the study of neural network architectures in PyTorch with the explicit MPC constraints implemented as a differentiable optimization layer using CVXPY. We propose an efficient approach of generating MPC input samples subject to the MPC model constraints using a hit-and-run sampler. The corresponding true outputs are generated by solving the MPC offline using OSOP. We propose different metrics to validate the resulting approaches. Our study further aims to explore the advantages of incorporating domain knowledge into the network structure from a training and evaluation perspective. Different model structures are numerically tested using the proposed framework in order to obtain more insights in the properties of constrained neural networks based MPC.

stat.ML↗

arXiv2020

How to Protect Your Privacy? A Framework for Counter-Adversarial Decision Making

We consider a counter-adversarial sequential decision-making problem where an agent computes its private belief (posterior distribution) of the current state of the world, by filtering private information. According to its private belief, the agent performs an action, which is observed by an adversarial agent. We have recently shown how the adversarial agent can reconstruct the private belief of the decision-making agent via inverse optimization. The main contribution of this paper is a method to obfuscate the private belief of the agent from the adversary, by performing a suboptimal action. The proposed method optimizes the trade-off between obfuscating the private belief and limiting the increase in cost accrued due to taking a suboptimal action. We propose a probabilistic relaxation to obtain a linear optimization problem for solving the trade-off. In numerical examples, we show that the proposed methods enable the agent to obfuscate its private belief without compromising its cost budget.

eess.SY↗

arXiv2020

Inverse Filtering for Hidden Markov Models with Applications to Counter-Adversarial Autonomous Systems

Bayesian filtering deals with computing the posterior distribution of the state of a stochastic dynamic system given noisy observations. In this paper, motivated by applications in counter-adversarial systems, we consider the following inverse filtering problem: Given a sequence of posterior distributions from a Bayesian filter, what can be inferred about the transition kernel of the state, the observation likelihoods of the sensor and the measured observations? For finite-state Markov chains observed in noise (hidden Markov models), we show that a least-squares fit for estimating the parameters and observations amounts to a combinatorial optimization problem with non-convex objective. Instead, by exploiting the algebraic structure of the corresponding Bayesian filter, we propose an algorithm based on convex optimization for reconstructing the transition kernel, the observation likelihoods and the observations. We discuss and derive conditions for identifiability. As an application of our results, we illustrate the design of counter-adversarial systems: By observing the actions of an autonomous enemy, we estimate the accuracy of its sensors and the observations it has received. The proposed algorithms are evaluated in numerical examples.

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arXiv2019

Teaching robots to perceive time -- A reinforcement learning approach (Extended version)

Time perception is the phenomenological experience of time by an individual. In this paper, we study how to replicate neural mechanisms involved in time perception, allowing robots to take a step towards temporal cognition. Our framework follows a twofold biologically inspired approach. The first step consists of estimating the passage of time from sensor measurements, since environmental stimuli influence the perception of time. Sensor data is modeled as Gaussian processes that represent the second-order statistics of the natural environment. The estimated elapsed time between two events is computed from the maximum likelihood estimate of the joint distribution of the data collected between them. Moreover, exactly how time is encoded in the brain remains unknown, but there is strong evidence of the involvement of dopaminergic neurons in timing mechanisms. Since their phasic activity has a similar behavior to the reward prediction error of temporal-difference learning models, the latter are used to replicate this behavior. The second step of this approach consists therefore of applying the agent's estimate of the elapsed time in a reinforcement learning problem, where a feature representation called Microstimuli is used. We validate our framework by applying it to an experiment that was originally conducted with mice, and conclude that a robot using this framework is able to reproduce the timing mechanisms of the animal's brain.

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arXiv2019

Recursive Prediction of Graph Signals with Incoming Nodes

Kernel and linear regression have been recently explored in the prediction of graph signals as the output, given arbitrary input signals that are agnostic to the graph. In many real-world problems, the graph expands over time as new nodes get introduced. Keeping this premise in mind, we propose a method to recursively obtain the optimal prediction or regression coefficients for the recently propose Linear Regression over Graphs (LRG), as the graph expands with incoming nodes. This comes as a natural consequence of the structure C(W)= of the regression problem, and obviates the need to solve a new regression problem each time a new node is added. Experiments with real-world graph signals show that our approach results in good prediction performance which tends to be close to that obtained from knowing the entire graph apriori.

cs.LG↗

arXiv2019

Learning sparse linear dynamic networks in a hyper-parameter free setting

We address the issue of estimating the topology and dynamics of sparse linear dynamic networks in a hyperparameter-free setting. We propose a method to estimate the network dynamics in a computationally efficient and parameter tuning-free iterative framework known as SPICE (Sparse Iterative Covariance Estimation). The estimated dynamics directly reveal the underlying topology. Our approach does not assume that the network is undirected and is applicable even with varying noise levels across the modules of the network. We also do not assume any explicit prior knowledge on the network dynamics. Numerical experiments with realistic dynamic networks illustrate the usefulness of our method.

stat.ML↗

arXiv2019

What Did Your Adversary Believe? Optimal Filtering and Smoothing in Counter-Adversarial Autonomous Systems

We consider fixed-interval smoothing problems for counter-adversarial autonomous systems. An adversary deploys an autonomous filtering and control system that i) measures our current state via a noisy sensor, ii) computes a posterior estimate (belief) and iii) takes an action that we can observe. Based on such observed actions and our knowledge of our state sequence, we aim to estimate the adversary's past and current beliefs -- this forms a foundation for predicting, and counteracting against, future actions. We derive the optimal smoother for the adversary's beliefs (we treat the problem in a Bayesian framework). Moreover, we demonstrate how the smoother can be computed for discrete systems even though the corresponding backward variables do not admit a finite-dimensional characterization. Finally, we illustrate our results in numerical simulations.

eess.SY↗

arXiv2019

Path Planning for Autonomous Bus Driving in Urban Environments

Driving in urban environments often presents difficult situations that require expert maneuvering of a vehicle. These situations become even more challenging when considering large vehicles, such as buses. We present a path planning framework that addresses the demanding driving task of buses in urban areas. The approach is formulated as an optimization problem using the road-aligned vehicle model. The road-aligned frame introduces a distortion on the vehicle body and obstacles, motivating the development of novel approximations that capture this distortion. These approximations allow for the formulation of safe and non-conservative collision avoidance constraints. Unlike other path planning approaches, our method exploits curbs and other sweepable regions, which a bus must often sweep over in order to manage certain maneuvers. Furthermore, it takes full advantage of the particular characteristics of buses, namely the overhangs, an elevated part of the vehicle chassis, that can sweep over curbs. Simulations are presented, showing the applicability and benefits of the proposed method.

cs.RO↗

arXiv2018

An analysis of the SPARSEVA estimate for the finite sample data case

In this paper, we develop an upper bound for the SPARSEVA (SPARSe Estimation based on a VAlidation criterion) estimation error in a general scheme, i.e., when the cost function is strongly convex and the regularized norm is decomposable for a pair of subspaces. We show how this general bound can be applied to a sparse regression problem to obtain an upper bound for the traditional SPARSEVA problem. Numerical results are used to illustrate the effectiveness of the suggested bound.

math.ST↗

arXiv2018

Algorithms and Performance Analysis for Stochastic Wiener System Identification

We analyze the statistical performance of identification of stochastic dynamical systems with non-linear measurement sensors. This includes stochastic Wiener systems, with linear dynamics, process noise and measured by a non-linear sensor with additive measurement noise. There are many possible system identification methods for such systems, including the Maximum Likelihood (ML) method and the Prediction Error Method (PEM). The focus has mostly been on algorithms and implementation, and less is known about the statistical performance and the corresponding Cramér-Rao Lower Bound (CRLB) for identification of such non-linear systems. We derive expressions for the CRLB and the asymptotic normalized covariance matrix for certain Gaussian approximations of Wiener systems to show how a non-linear sensor affects the accuracy compared to a corresponding linear sensor. The key idea is to take second order statistics into account by using a common parametrization of the mean and the variance of the output process. This analysis also leads to a ML motivated identification method based on the conditional mean predictor and a Gaussian distribution approximation. The analysis is supported by numerical simulations

math.OC↗

arXiv2018

Trajectory Generation using Sharpness Continuous Dubins-like Paths with Applications in Control of Heavy Duty Vehicles

We present a trajectory generation framework for control of wheeled vehicles under steering actuator constraints. The motivation is smooth autonomous driving of heavy vehicles. The key idea is to take into account rate, and additionally, torque limitations of the steering actuator directly. Previous methods only take into account curvature rate limitations, which deal indirectly with steering rate limitations. We propose the new concept of Sharpness Continuous curves, which uses cubic and sigmoid curvature trajectories together with circular arcs to steer the vehicle. The obtained trajectories are characterized by a smooth and continuously differentiable steering angle profile. These trajectories provide low-level controllers with reference signals which are easier to track, resulting in improved performance. The smoothness of the obtained steering profiles also results in increased passenger comfort. The method is characterized by a fast computation time, which can be further speeded up through the use of simple pre-computations. We detail possible path planning applications of the method, and conduct simulations that show its advantages and real time capabilities.

eess.SY↗

arXiv2017

Trajectory Planning Under Vehicle Dimension Constraints Using Sequential Linear Programming

This paper presents a spatial-based trajectory planning method for automated vehicles under actuator, obstacle avoidance, and vehicle dimension constraints. Starting from a nonlinear kinematic bicycle model, vehicle dynamics are transformed to a road-aligned coordinate frame with path along the road centerline replacing time as the dependent variable. Space-varying vehicle dimension constraints are linearized around a reference path to pose convex optimization problems. Such constraints do not require to inflate obstacles by safety-margins and therefore maximize performance in very constrained environments. A sequential linear programming (SLP) algorithm is motivated. A linear program (LP) is solved at each SLP-iteration. The relation between LP formulation and maximum admissible traveling speeds within vehicle tire friction limits is discussed. The proposed method is evaluated in a roomy and in a tight maneuvering driving scenario, whereby a comparison to a semi-analytical clothoid-based path planner is given. Effectiveness is demonstrated particularly for very constrained environments, requiring to account for constraints and planning over the entire obstacle constellation space.

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