arXiv subjects

Friedrich Solowjow

Publications and source records attributed to Friedrich Solowjow.

27 records · Page 2Linked to original sources

arXiv2022

Structure-preserving Gaussian Process Dynamics

Most physical processes posses structural properties such as constant energies, volumes, and other invariants over time. When learning models of such dynamical systems, it is critical to respect these invariants to ensure accurate predictions and physically meaningful behavior. Strikingly, state-of-the-art methods in Gaussian process (GP) dynamics model learning are not addressing this issue. On the other hand, classical numerical integrators are specifically designed to preserve these crucial properties through time. We propose to combine the advantages of GPs as function approximators with structure preserving numerical integrators for dynamical systems, such as Runge-Kutta methods. These integrators assume access to the ground truth dynamics and require evaluations of intermediate and future time steps that are unknown in a learning-based scenario. This makes direct inference of the GP dynamics, with embedded numerical scheme, intractable. Our key technical contribution is the evaluation of the implicitly defined Runge-Kutta transition probability. In a nutshell, we introduce an implicit layer for GP regression, which is embedded into a variational inference-based model learning scheme.

cs.LG↗

arXiv2020

Event-triggered Learning for Linear Quadratic Control

When models are inaccurate, the performance of model-based control will degrade. For linear quadratic control, an event-triggered learning framework is proposed that automatically detects inaccurate models and triggers the learning of a new process model when needed. This is achieved by analyzing the probability distribution of the linear quadratic cost and designing a learning trigger that leverages Chernoff bounds. In particular, whenever empirically observed cost signals are located outside the derived confidence intervals, we can provably guarantee that this is with high probability due to a model mismatch. With the aid of numerical and hardware experiments, we demonstrate that the proposed bounds are tight and that the event-triggered learning algorithm effectively distinguishes between inaccurate models and probabilistic effects such as process noise. Thus, a structured approach is obtained that decides when model learning is beneficial.

eess.SY↗

arXiv2020

Actively Learning Gaussian Process Dynamics

Despite the availability of ever more data enabled through modern sensor and computer technology, it still remains an open problem to learn dynamical systems in a sample-efficient way. We propose active learning strategies that leverage information-theoretical properties arising naturally during Gaussian process regression, while respecting constraints on the sampling process imposed by the system dynamics. Sample points are selected in regions with high uncertainty, leading to exploratory behavior and data-efficient training of the model. All results are finally verified in an extensive numerical benchmark.

cs.LG↗

arXiv2020

Event-triggered Learning

The efficient exchange of information is an essential aspect of intelligent collective behavior. Event-triggered control and estimation achieve some efficiency by replacing continuous data exchange between agents with intermittent, or event-triggered communication. Typically, model-based predictions are used at times of no data transmission, and updates are sent only when the prediction error grows too large. The effectiveness in reducing communication thus strongly depends on the quality of the prediction model. In this article, we propose event-triggered learning as a novel concept to reduce communication even further and to also adapt to changing dynamics. By monitoring the actual communication rate and comparing it to the one that is induced by the model, we detect a mismatch between model and reality and trigger model learning when needed. Specifically, for linear Gaussian dynamics, we derive different classes of learning triggers solely based on a statistical analysis of inter-communication times and formally prove their effectiveness with the aid of concentration inequalities.

eess.SY↗

arXiv2019

Hierarchical Event-triggered Learning for Cyclically Excited Systems with Application to Wireless Sensor Networks

Communication load is a limiting factor in many real-time systems. Event-triggered state estimation and event-triggered learning methods reduce network communication by sending information only when it cannot be adequately predicted based on previously transmitted data. This paper proposes an event-triggered learning approach for nonlinear discrete-time systems with cyclic excitation. The method automatically recognizes cyclic patterns in data - even when they change repeatedly - and reduces communication load whenever the current data can be accurately predicted from previous cycles. Nonetheless, a bounded error between original and received signal is guaranteed. The cyclic excitation model, which is used for predictions, is updated hierarchically, i.e., a full model update is only performed if updating a small number of model parameters is not sufficient. A nonparametric statistical test enforces that model updates happen only if the cyclic excitation changed with high probability. The effectiveness of the proposed methods is demonstrated using the application example of wireless real-time pitch angle measurements of a human foot in a feedback-controlled neuroprosthesis. The experimental results show that communication load can be reduced by 70 % while the root-mean-square error between measured and received angle is less than 1°.

eess.SY↗

arXiv2019

Event-triggered Pulse Control with Model Learning (if Necessary)

In networked control systems, communication is a shared and therefore scarce resource. Event-triggered control (ETC) can achieve high performance control with a significantly reduced amount of samples compared to classical, periodic control schemes. However, ETC methods usually rely on the availability of an accurate dynamics model, which is oftentimes not readily available. In this paper, we propose a novel event-triggered pulse control strategy that learns dynamics models if necessary. In addition to adapting to changing dynamics, the method also represents a suitable replacement for the integral part typically used in periodic control.

eess.SY↗

arXiv2018

Efficient Encoding of Dynamical Systems through Local Approximations

An efficient representation of observed data has many benefits in various domains of engineering and science. Representing static data sets, such as images, is a living branch in machine learning and eases downstream tasks, such as classification, regression, or decision making. However, the representation of dynamical systems has received less attention. In this work, we develop a method to represent a dynamical system efficiently as a combination of a state and a local model, which fulfills a criterion inspired by the minimum description length (MDL) principle. The MDL principle is used in machine learning and statistics to quantify the trade-off between the ability to explain seen data and the model complexity. Networked control systems are a prominent example, where such a representation is beneficial. When many agents share a network, information exchange is costly and should thus happen only when necessary. We empirically show the efficiency of the proposed encoding for several dynamical systems and demonstrate reduced communication for event-triggered state estimation problems.

eess.SY↗

arXiv2018

Event-triggered Learning for Resource-efficient Networked Control

Common event-triggered state estimation (ETSE) algorithms save communication in networked control systems by predicting agents' behavior, and transmitting updates only when the predictions deviate significantly. The effectiveness in reducing communication thus heavily depends on the quality of the dynamics models used to predict the agents' states or measurements. Event-triggered learning is proposed herein as a novel concept to further reduce communication: whenever poor communication performance is detected, an identification experiment is triggered and an improved prediction model learned from data. Effective learning triggers are obtained by comparing the actual communication rate with the one that is expected based on the current model. By analyzing statistical properties of the inter-communication times and leveraging powerful convergence results, the proposed trigger is proven to limit learning experiments to the necessary instants. Numerical and physical experiments demonstrate that event-triggered learning improves robustness toward changing environments and yields lower communication rates than common ETSE.

eess.SY↗

arXiv2018

A Local Information Criterion for Dynamical Systems

Encoding a sequence of observations is an essential task with many applications. The encoding can become highly efficient when the observations are generated by a dynamical system. A dynamical system imposes regularities on the observations that can be leveraged to achieve a more efficient code. We propose a method to encode a given or learned dynamical system. Apart from its application for encoding a sequence of observations, we propose to use the compression achieved by this encoding as a criterion for model selection. Given a dataset, different learning algorithms result in different models. But not all learned models are equally good. We show that the proposed encoding approach can be used to choose the learned model which is closer to the true underlying dynamics. We provide experiments for both encoding and model selection, and theoretical results that shed light on why the approach works.

stat.ML↗