Unscented Bayesian Optimization for Safe Robot Grasping

We address the robot grasp optimization problem of unknown objects considering uncertainty in the input space. Grasping unknown objects can be achieved by using a trial and error exploration strategy. Bayesian optimization is a sample efficient optimization algorithm that is especially suitable for this setups as it actively reduces the number of trials for learning about the function to optimize. In fact, this active object exploration is the same strategy that infants do to learn optimal grasps. One problem that arises while learning grasping policies is that some configurations of grasp parameters may be very sensitive to error in the relative pose between the object and robot end-effector. We call these configurations unsafe because small errors during grasp execution may turn good grasps into bad grasps. Therefore, to reduce the risk of grasp failure, grasps should be planned in safe areas. We propose a new algorithm, Unscented Bayesian optimization that is able to perform sample efficient optimization while taking into consideration input noise to find safe optima. The contribution of Unscented Bayesian optimization is twofold as if provides a new decision process that drives exploration to safe regions and a new selection procedure that chooses the optimal in terms of its safety without extra analysis or computational cost. Both contributions are rooted on the strong theory behind the unscented transformation, a popular nonlinear approximation method. We show its advantages with respect to the classical Bayesian optimization both in synthetic problems and in realistic robot grasp simulations. The results highlights that our method achieves optimal and robust grasping policies after few trials while the selected grasps remain in safe regions.Comment: conference pape

Reliability analysis for data-driven noisy models using active learning

Reliability analysis aims at estimating the failure probability of an engineering system. It often requires multiple runs of a limit-state function, which usually relies on computationally intensive simulations. Traditionally, these simulations have been considered deterministic, i.e., running them multiple times for a given set of input parameters always produces the same output. However, this assumption does not always hold, as many studies in the literature report non-deterministic computational simulations (also known as noisy models). In such cases, running the simulations multiple times with the same input will result in different outputs. Similarly, data-driven models that rely on real-world data may also be affected by noise. This characteristic poses a challenge when performing reliability analysis, as many classical methods, such as FORM and SORM, are tailored to deterministic models. To bridge this gap, this paper provides a novel methodology to perform reliability analysis on models contaminated by noise. In such cases, noise introduces latent uncertainty into the reliability estimator, leading to an incorrect estimation of the real underlying reliability index, even when using Monte Carlo simulation. To overcome this challenge, we propose the use of denoising regression-based surrogate models within an active learning reliability analysis framework. Specifically, we combine Gaussian process regression with a noise-aware learning function to efficiently estimate the probability of failure of the underlying noise-free model. We showcase the effectiveness of this methodology on standard benchmark functions and a finite element model of a realistic structural frame

Practical Bayesian optimization in the presence of outliers

Inference in the presence of outliers is an important field of research as outliers are ubiquitous and may arise across a variety of problems and domains. Bayesian optimization is method that heavily relies on probabilistic inference. This allows outstanding sample efficiency because the probabilistic machinery provides a memory of the whole optimization process. However, that virtue becomes a disadvantage when the memory is populated with outliers, inducing bias in the estimation. In this paper, we present an empirical evaluation of Bayesian optimization methods in the presence of outliers. The empirical evidence shows that Bayesian optimization with robust regression often produces suboptimal results. We then propose a new algorithm which combines robust regression (a Gaussian process with Student-t likelihood) with outlier diagnostics to classify data points as outliers or inliers. By using an scheduler for the classification of outliers, our method is more efficient and has better convergence over the standard robust regression. Furthermore, we show that even in controlled situations with no expected outliers, our method is able to produce better results.Comment: 10 pages (2 of references), 6 figures, 1 algorith