arXiv subjects

Michael M. Zavlanos

Publications and source records attributed to Michael M. Zavlanos.

At least 55 records · Page 3Linked to original sources

arXiv2022

Risk-Averse No-Regret Learning in Online Convex Games

We consider an online stochastic game with risk-averse agents whose goal is to learn optimal decisions that minimize the risk of incurring significantly high costs. Specifically, we use the Conditional Value at Risk (CVaR) as a risk measure that the agents can estimate using bandit feedback in the form of the cost values of only their selected actions. Since the distributions of the cost functions depend on the actions of all agents that are generally unobservable, they are themselves unknown and, therefore, the CVaR values of the costs are difficult to compute. To address this challenge, we propose a new online risk-averse learning algorithm that relies on one-point zeroth-order estimation of the CVaR gradients computed using CVaR values that are estimated by appropriately sampling the cost functions. We show that this algorithm achieves sub-linear regret with high probability. We also propose two variants of this algorithm that improve performance. The first variant relies on a new sampling strategy that uses samples from the previous iteration to improve the estimation accuracy of the CVaR values. The second variant employs residual feedback that uses CVaR values from the previous iteration to reduce the variance of the CVaR gradient estimates. We theoretically analyze the convergence properties of these variants and illustrate their performance on an online market problem that we model as a Cournot game.

cs.LG↗

arXiv2022

Temporal Logic Task Allocation in Heterogeneous Multi-Robot Systems

In this paper, we consider the problem of optimally allocating tasks, expressed as global Linear Temporal Logic (LTL) specifications, to teams of heterogeneous mobile robots. The robots are classified in different types that capture their different capabilities, and each task may require robots of multiple types. The specific robots assigned to each task are immaterial, as long as they are of the desired type. Given a discrete workspace, our goal is to design paths, i.e., sequences of discrete states, for the robots so that the LTL specification is satisfied. To obtain a scalable solution to this complex temporal logic task allocation problem, we propose a hierarchical approach that first allocates specific robots to tasks using the information about the tasks contained in the Nondeterministic Buchi Automaton (NBA) that captures the LTL specification, and then designs low-level executable plans for the robots that respect the high-level assignment. Specifically, we first prune and relax the NBA by removing all negative atomic propositions. This step is motivated by "lazy collision checking" methods in robotics and allows to simplify the planning problem by checking constraint satisfaction only when needed. Then, we extract sequences of subtasks from the relaxed NBA along with their temporal orders, and formulate a Mixed Integer Linear Program (MILP) to allocate these subtasks to the robots. Finally, we define generalized multi-robot path planning problems to obtain low-level executable robot plans that satisfy both the high-level task allocation and the temporal constraints captured by the negative atomic propositions in the original NBA. We show that our method is complete for a subclass of LTL that covers a broad range of tasks and present numerical simulations demonstrating that it can generate paths with lower cost, considerably faster than existing methods.

cs.RO↗

arXiv2021

Asynchronous Zeroth-Order Distributed Optimization with Residual Feedback

We consider a zeroth-order distributed optimization problem, where the global objective function is a black-box function and, as such, its gradient information is inaccessible to the local agents. Instead, the local agents can only use the values of the objective function to estimate the gradient and update their local decision variables. In this paper, we also assume that these updates are done asynchronously. To solve this problem, we propose an asynchronous zeroth-order distributed optimization method that relies on a one-point residual feedback to estimate the unknown gradient. We show that this estimator is unbiased under asynchronous updating, and theoretically analyze the convergence of the proposed method. We also present numerical experiments that demonstrate that our method outperforms two-point methods under asynchronous updating. To the best of our knowledge, this is the first asynchronous zeroth-order distributed optimization method that is also supported by theoretical guarantees.

math.OC↗

arXiv2021

A New One-Point Residual-Feedback Oracle For Black-Box Learning and Control

Zeroth-order optimization (ZO) algorithms have been recently used to solve black-box or simulation-based learning and control problems, where the gradient of the objective function cannot be easily computed but can be approximated using the objective function values. Many existing ZO algorithms adopt two-point feedback schemes due to their fast convergence rate compared to one-point feedback schemes. However, two-point schemes require two evaluations of the objective function at each iteration, which can be impractical in applications where the data are not all available a priori, e.g., in online optimization. In this paper, we propose a novel one-point feedback scheme that queries the function value once at each iteration and estimates the gradient using the residual between two consecutive points. When optimizing a deterministic Lipschitz function, we show that the query complexity of ZO with the proposed one-point residual feedback matches that of ZO with the existing two-point schemes. Moreover, the query complexity of the proposed algorithm can be improved when the objective function has Lipschitz gradient. Then, for stochastic bandit optimization problems where only noisy objective function values are given, we show that ZO with one-point residual feedback achieves the same convergence rate as that of two-point scheme with uncontrollable data samples. We demonstrate the effectiveness of the proposed one-point residual feedback via extensive numerical experiments.

math.OC↗

arXiv2021

Learning without Knowing: Unobserved Context in Continuous Transfer Reinforcement Learning

In this paper, we consider a transfer Reinforcement Learning (RL) problem in continuous state and action spaces, under unobserved contextual information. For example, the context can represent the mental view of the world that an expert agent has formed through past interactions with this world. We assume that this context is not accessible to a learner agent who can only observe the expert data. Then, our goal is to use the context-aware expert data to learn an optimal context-unaware policy for the learner using only a few new data samples. Such problems are typically solved using imitation learning that assumes that both the expert and learner agents have access to the same information. However, if the learner does not know the expert context, using the expert data alone will result in a biased learner policy and will require many new data samples to improve. To address this challenge, in this paper, we formulate the learning problem as a causal bound-constrained Multi-Armed-Bandit (MAB) problem. The arms of this MAB correspond to a set of basis policy functions that can be initialized in an unsupervised way using the expert data and represent the different expert behaviors affected by the unobserved context. On the other hand, the MAB constraints correspond to causal bounds on the accumulated rewards of these basis policy functions that we also compute from the expert data. The solution to this MAB allows the learner agent to select the best basis policy and improve it online. And the use of causal bounds reduces the exploration variance and, therefore, improves the learning rate. We provide numerical experiments on an autonomous driving example that show that our proposed transfer RL method improves the learner's policy faster compared to existing imitation learning methods and enjoys much lower variance during training.

cs.LG↗

arXiv2021

An Abstraction-Free Method for Multi-Robot Temporal Logic Optimal Control Synthesis

The majority of existing Linear Temporal Logic (LTL) planning methods rely on the construction of a discrete product automaton, that combines a discrete abstraction of robot mobility and a B$\ddot{\text{u}}$chi automaton that captures the LTL specification. Representing this product automaton as a graph and using graph search techniques, optimal plans that satisfy the LTL task can be synthesized. However, constructing expressive discrete abstractions makes the synthesis problem computationally intractable. In this paper, we propose a new sampling-based LTL planning algorithm that does not require any discrete abstraction of robot mobility. Instead, it incrementally builds trees that explore the product state-space, until a maximum number of iterations is reached or a feasible plan is found. The use of trees makes data storage and graph search tractable, which significantly increases the scalability of our algorithm. To accelerate the construction of feasible plans, we introduce bias in the sampling process which is guided by transitions in the B$\ddot{\text{u}}$chi automaton that belong to the shortest path to the accepting states. We show that our planning algorithm, with and without bias, is probabilistically complete and asymptotically optimal. Finally, we present numerical experiments showing that our method outperforms relevant temporal logic planning methods.

cs.RO↗

arXiv2021

Formal Verification of Stochastic Systems with ReLU Neural Network Controllers

In this work, we address the problem of formal safety verification for stochastic cyber-physical systems (CPS) equipped with ReLU neural network (NN) controllers. Our goal is to find the set of initial states from where, with a predetermined confidence, the system will not reach an unsafe configuration within a specified time horizon. Specifically, we consider discrete-time LTI systems with Gaussian noise, which we abstract by a suitable graph. Then, we formulate a Satisfiability Modulo Convex (SMC) problem to estimate upper bounds on the transition probabilities between nodes in the graph. Using this abstraction, we propose a method to compute tight bounds on the safety probabilities of nodes in this graph, despite possible over-approximations of the transition probabilities between these nodes. Additionally, using the proposed SMC formula, we devise a heuristic method to refine the abstraction of the system in order to further improve the estimated safety bounds. Finally, we corroborate the efficacy of the proposed method with simulation results considering a robot navigation example and comparison against a state-of-the-art verification scheme.

eess.SY↗

arXiv2021

Physics-Based Learning for Robotic Environmental Sensing

We propose a physics-based method to learn environmental fields (EFs) using a mobile robot. Common purely data-driven methods require prohibitively many measurements to accurately learn such complex EFs. Alternatively, physics-based models provide global knowledge of EFs but require experimental validation, depend on uncertain parameters, and are intractable for mobile robots. To address these challenges, we propose a Bayesian framework to select the most likely physics-based models of EFs in real-time, from a pool of numerical solutions generated offline as a function of the uncertain parameters. Specifically, we focus on turbulent flow fields and utilize Gaussian processes (GPs) to construct statistical models for them, using the pool of numerical solutions to inform their prior mean. To incorporate flow measurements into these GPs, we control a custom-built mobile robot through a sequence of waypoints that maximize the information content of the measurements. We experimentally demonstrate that our proposed framework constructs a posterior distribution of the flow field that better approximates the real flow compared to the prior numerical solutions and purely data-driven methods.

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arXiv2020

Plane Wave Elastography: A Frequency-Domain Ultrasound Shear Wave Elastography Approach

In this paper, we propose Plane Wave Elastography (PWE), a novel ultrasound shear wave elastography (SWE) approach. Currently, commercial methods for SWE rely on directional filtering based on the prior knowledge of the wave propagation direction, to remove complicated wave patterns formed due to reflection and refraction. The result is a set of decomposed directional waves that are separately analyzed to construct shear modulus fields that are then combined through compounding. Instead, PWE relies on a rigorous representation of the wave propagation using the frequency-domain scalar wave equation to automatically select appropriate propagation directions and simultaneously reconstruct shear modulus fields. Specifically, assuming a homogeneous, isotropic, incompressible, linear-elastic medium, we represent the solution of the wave equation using a linear combination of plane waves propagating in arbitrary directions. Given this closed-form solution, we formulate the SWE problem as a nonlinear least-squares optimization problem which can be solved very efficiently. Through numerous phantom studies, we show that PWE can handle complicated waveforms without prior filtering and is competitive with state-of-the-art that requires prior filtering based on the knowledge of propagation directions.

physics.med-ph↗

arXiv2020

Boosting One-Point Derivative-Free Online Optimization via Residual Feedback

Zeroth-order optimization (ZO) typically relies on two-point feedback to estimate the unknown gradient of the objective function. Nevertheless, two-point feedback can not be used for online optimization of time-varying objective functions, where only a single query of the function value is possible at each time step. In this work, we propose a new one-point feedback method for online optimization that estimates the objective function gradient using the residual between two feedback points at consecutive time instants. Moreover, we develop regret bounds for ZO with residual feedback for both convex and nonconvex online optimization problems. Specifically, for both deterministic and stochastic problems and for both Lipschitz and smooth objective functions, we show that using residual feedback can produce gradient estimates with much smaller variance compared to conventional one-point feedback methods. As a result, our regret bounds are much tighter compared to existing regret bounds for ZO with conventional one-point feedback, which suggests that ZO with residual feedback can better track the optimizer of online optimization problems. Additionally, our regret bounds rely on weaker assumptions than those used in conventional one-point feedback methods. Numerical experiments show that ZO with residual feedback significantly outperforms existing one-point feedback methods also in practice.

cs.LG↗

arXiv2020

Human-in-the-Loop Robot Planning with Non-Contextual Bandit Feedback

In this paper, we consider a robot navigation problem in environments populated by humans. The goal is to determine collision-free and dynamically feasible trajectories that also maximize human satisfaction. This is because they may drive the robot close to humans that need help with their work or because they may keep the robot away from humans when it can interfere with human sight or work. In practice, human satisfaction is subjective and hard to describe mathematically. As a result, the planning problem we consider in this paper may lack important contextual information. To address this challenge, we propose a semi-supervised Bayesian Optimization (BO) method to design globally optimal robot trajectories using non-contextual bandit human feedback in the form of complaints or satisfaction ratings that express how satisfactory a trajectory is, without revealing the reason. Since trajectory planning is typically a high-dimensional optimization problem in the space of waypoints that define a trajectory, BO may require prohibitively many queries for human feedback to return a good solution. To this end, we use an autoencoder to reduce the high-dimensional problem space into a low dimensional latent space, which we update using human feedback. Moreover, we improve the exploration efficiency of BO by biasing the search for new trajectories towards dynamically feasible and collision-free trajectories obtained using off-the-shelf motion planners. We demonstrate the efficiency of our proposed trajectory planning method in a scenario with humans that have diversified and unknown demands.

cs.RO↗

arXiv2020

Distributed Online Convex Optimization with Improved Dynamic Regret

In this paper, we consider the problem of distributed online convex optimization, where a group of agents collaborate to track the global minimizers of a sum of time-varying objective functions in an online manner. Specifically, we propose a novel distributed online gradient descent algorithm that relies on an online adaptation of the gradient tracking technique used in static optimization. We show that the dynamic regret bound of this algorithm has no explicit dependence on the time horizon and, therefore, can be tighter than existing bounds especially for problems with long horizons. Our bound depends on a new regularity measure that quantifies the total change in the gradients at the optimal points at each time instant. Furthermore, when the optimizer is approximatly subject to linear dynamics, we show that the dynamic regret bound can be further tightened by replacing the regularity measure that captures the path length of the optimizer with the accumulated prediction errors, which can be much lower in this special case. We present numerical experiments to corroborate our theoretical results.

math.OC↗

arXiv2020

An Optimal Graph-Search Method for Secure State Estimation

The growing complexity of modern Cyber-Physical Systems (CPS) and the frequent communication between their components make them vulnerable to malicious attacks. As a result, secure state estimation is a critical requirement for the control of these systems. Many existing secure state estimation methods suffer from combinatorial complexity which grows with the number of states and sensors in the system. This complexity can be mitigated using optimization-based methods that relax the original state estimation problem, although at the cost of optimality as these methods often identify attack-free sensors as attacked. In this paper, we propose a new optimal graph-search algorithm to correctly identify malicious attacks and to securely estimate the states even in large-scale CPS modeled as linear time-invariant systems. The graph consists of layers, each one containing two nodes capturing a truth assignment of any given sensor, and directed edges connecting adjacent layers only. Then, our algorithm searches the layers of this graph incrementally, favoring directions at higher layers with more attack-free assignments, while actively managing a repository of nodes to be expanded at later iterations. The proposed search bias and the ability to revisit nodes in the repository and self-correct, allow our graph-search algorithm to reach the optimal assignment faster and tackle larger problems. We show that our algorithm is complete and optimal provided that process and measurement noises do not dominate the attack signal. Moreover, we provide numerical simulations that demonstrate the ability of our algorithm to correctly identify attacked sensors and securely reconstruct the state. Our simulations show that our method outperforms existing algorithms both in terms of optimality and execution time.

math.OC↗

arXiv2020

STyLuS*: A Temporal Logic Optimal Control Synthesis Algorithm for Large-Scale Multi-Robot Systems

This paper proposes a new highly scalable and asymptotically optimal control synthesis algorithm from linear temporal logic specifications, called $\text{STyLuS}^{*}$ for large-Scale optimal Temporal Logic Synthesis, that is designed to solve complex temporal planning problems in large-scale multi-robot systems. Existing planning approaches with temporal logic specifications rely on graph search techniques applied to a product automaton constructed among the robots. In our previous work, we have proposed a more tractable sampling-based algorithm that builds incrementally trees that approximate the state-space and transitions of the synchronous product automaton and does not require sophisticated graph search techniques. Here, we extend our previous work by introducing bias in the sampling process which is guided by transitions in the B$\ddot{\text{u}}$chi automaton that belong to the shortest path to the accepting states. This allows us to synthesize optimal motion plans from product automata with hundreds of orders of magnitude more states than those that existing optimal control synthesis methods or off-the-shelf model checkers can manipulate. We show that $\text{STyLuS}^{*}$ is probabilistically complete and asymptotically optimal and has exponential convergence rate. This is the first time that convergence rate results are provided for sampling-based optimal control synthesis methods. We provide simulation results that show that $\text{STyLuS}^{*}$ can synthesize optimal motion plans for very large multi-robot systems which is impossible using state-of-the-art methods.

cs.RO↗

arXiv2020

Transfer Reinforcement Learning under Unobserved Contextual Information

In this paper, we study a transfer reinforcement learning problem where the state transitions and rewards are affected by the environmental context. Specifically, we consider a demonstrator agent that has access to a context-aware policy and can generate transition and reward data based on that policy. These data constitute the experience of the demonstrator. Then, the goal is to transfer this experience, excluding the underlying contextual information, to a learner agent that does not have access to the environmental context, so that they can learn a control policy using fewer samples. It is well known that, disregarding the causal effect of the contextual information, can introduce bias in the transition and reward models estimated by the learner, resulting in a learned suboptimal policy. To address this challenge, in this paper, we develop a method to obtain causal bounds on the transition and reward functions using the demonstrator's data, which we then use to obtain causal bounds on the value functions. Using these value function bounds, we propose new Q learning and UCB-Q learning algorithms that converge to the true value function without bias. We provide numerical experiments for robot motion planning problems that validate the proposed value function bounds and demonstrate that the proposed algorithms can effectively make use of the data from the demonstrator to accelerate the learning process of the learner.

cs.LG↗

arXiv2020

Deep Learning for Robotic Mass Transport Cloaking

We consider the problem of mass transport cloaking using mobile robots. The robots move along a predefined curve that encloses a safe zone and carry sources that collectively counteract a chemical agent released in the environment. The goal is to steer the mass flux around a desired region so that it remains unaffected by the external concentration. We formulate the problem of controlling the robot positions and release rates as a PDE-constrained optimization, where the propagation of the chemical is modeled by the advection-diffusion (AD) PDE. We use a neural network (NN) to approximate the solution of the PDE. Particularly, we propose a novel loss function for the NN that utilizes the variational form of the AD-PDE and allows us to reformulate the planning problem as an unsupervised model-based learning problem. Our loss function is discretization-free and highly parallelizable. Unlike passive cloaking methods that use metamaterials to steer the mass flux, our method is the first to use mobile robots to actively control the concentration levels and create safe zones independent of environmental conditions. We demonstrate the performance of our method in simulations.

cs.RO↗

arXiv2020

Control Synthesis from Linear Temporal Logic Specifications using Model-Free Reinforcement Learning

We present a reinforcement learning (RL) framework to synthesize a control policy from a given linear temporal logic (LTL) specification in an unknown stochastic environment that can be modeled as a Markov Decision Process (MDP). Specifically, we learn a policy that maximizes the probability of satisfying the LTL formula without learning the transition probabilities. We introduce a novel rewarding and path-dependent discounting mechanism based on the LTL formula such that (i) an optimal policy maximizing the total discounted reward effectively maximizes the probabilities of satisfying LTL objectives, and (ii) a model-free RL algorithm using these rewards and discount factors is guaranteed to converge to such policy. Finally, we illustrate the applicability of our RL-based synthesis approach on two motion planning case studies.

cs.RO↗

arXiv2020

Socially-Aware Robot Planning via Bandit Human Feedback

In this paper, we consider the problem of designing collision-free, dynamically feasible, and socially-aware trajectories for robots operating in environments populated by humans. We define trajectories to be social-aware if they do not interfere with humans in any way that causes discomfort. In this paper, discomfort is defined broadly and, depending on specific individuals, it can result from the robot being too close to a human or from interfering with human sight or tasks. Moreover, we assume that human feedback is a bandit feedback indicating a complaint or no complaint on the part of the robot trajectory that interferes with the humans, and it does not reveal any contextual information about the locations of the humans or the reason for a complaint. Finally, we assume that humans can move in the obstacle-free space and, as a result, human utility can change. We formulate this planning problem as an online optimization problem that minimizes the social value of the time-varying robot trajectory, defined by the total number of incurred human complaints. As the human utility is unknown, we employ zeroth order, or derivative-free, optimization methods to solve this problem, which we combine with off-the-shelf motion planners to satisfy the dynamic feasibility and collision-free specifications of the resulting trajectories. To the best of our knowledge, this is a new framework for socially-aware robot planning that is not restricted to avoiding collisions with humans but, instead, focuses on increasing the social value of the robot trajectories using only bandit human feedback.

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