Learning an Approximate Model Predictive Controller with Guarantees

A supervised learning framework is proposed to approximate a model predictive controller (MPC) with reduced computational complexity and guarantees on stability and constraint satisfaction. The framework can be used for a wide class of nonlinear systems. Any standard supervised learning technique (e.g. neural networks) can be employed to approximate the MPC from samples. In order to obtain closed-loop guarantees for the learned MPC, a robust MPC design is combined with statistical learning bounds. The MPC design ensures robustness to inaccurate inputs within given bounds, and Hoeffding's Inequality is used to validate that the learned MPC satisfies these bounds with high confidence. The result is a closed-loop statistical guarantee on stability and constraint satisfaction for the learned MPC. The proposed learning-based MPC framework is illustrated on a nonlinear benchmark problem, for which we learn a neural network controller with guarantees.Comment: 6 pages, 3 figures, to appear in IEEE Control Systems Letter

Robust Filtering and Smoothing with Gaussian Processes

We propose a principled algorithm for robust Bayesian filtering and smoothing in nonlinear stochastic dynamic systems when both the transition function and the measurement function are described by non-parametric Gaussian process (GP) models. GPs are gaining increasing importance in signal processing, machine learning, robotics, and control for representing unknown system functions by posterior probability distributions. This modern way of "system identification" is more robust than finding point estimates of a parametric function representation. In this article, we present a principled algorithm for robust analytic smoothing in GP dynamic systems, which are increasingly used in robotics and control. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail.Comment: 7 pages, 1 figure, draft version of paper accepted at IEEE Transactions on Automatic Contro

State-Space Interpretation of Model Predictive Control

A model predictive control technique based on a step response model is developed using state estimation techniques. The standard step response model is extended so that integrating systems can be treated within the same framework. Based on the modified step response model, it is shown how the state estimation techniques from stochastic optimal control can be used to construct the optimal prediction vector without introducing significant additional numerical complexity. In the case of integrated or double integrated white noise disturbances filtered through general first-order dynamics and white measurement noise, the optimal filter gain is parametrized explicitly in terms of a single parameter between 0 and 1, thus removing the requirement for solving a Riccati equation and equipping the control system with useful on-line tuning parameters. Parallels are drawn to the existing MPC techniques such as Dynamic Matrix Control (DMC), Internal Model Control (IMC) and Generalized Predictive Control (GPC)

Estimating the size of dog populations in Tanzania to inform rabies control

Estimates of dog population sizes are a prerequisite for delivering effective canine rabies control. However, dog population sizes are generally unknown in most rabies-endemic areas. Several approaches have been used to estimate dog populations but without rigorous evaluation. We compare post-vaccination transects, household surveys, and school-based surveys to determine which most precisely estimates dog population sizes. These methods were implemented across 28 districts in southeast Tanzania, in conjunction with mass dog vaccinations, covering a range of settings, livelihoods, and religious backgrounds. Transects were the most precise method, revealing highly variable patterns of dog ownership, with human/dog ratios ranging from 12.4:1 to 181.3:1 across districts. Both household and school-based surveys generated imprecise and, sometimes, inaccurate estimates, due to small sample sizes in relation to the heterogeneity in patterns of dog ownership. Transect data were subsequently used to develop a predictive model for estimating dog populations in districts lacking transect data. We predicted a dog population of 2,316,000 (95% CI 1,573,000–3,122,000) in Tanzania and an average human/dog ratio of 20.7:1. Our modelling approach has the potential to be applied to predicting dog population sizes in other areas where mass dog vaccinations are planned, given census and livelihood data. Furthermore, we recommend post-vaccination transects as a rapid and effective method to refine dog population estimates across large geographic areas and to guide dog vaccination programmes in settings with mostly free roaming dog populations

Controlled exploration of chemical space by machine learning of coarse-grained representations

The size of chemical compound space is too large to be probed exhaustively. This leads high-throughput protocols to drastically subsample and results in sparse and non-uniform datasets. Rather than arbitrarily selecting compounds, we systematically explore chemical space according to the target property of interest. We first perform importance sampling by introducing a Markov chain Monte Carlo scheme across compounds. We then train an ML model on the sampled data to expand the region of chemical space probed. Our boosting procedure enhances the number of compounds by a factor 2 to 10, enabled by the ML model's coarse-grained representation, which both simplifies the structure-property relationship and reduces the size of chemical space. The ML model correctly recovers linear relationships between transfer free energies. These linear relationships correspond to features that are global to the dataset, marking the region of chemical space up to which predictions are reliable---a more robust alternative to the predictive variance. Bridging coarse-grained simulations with ML gives rise to an unprecedented database of drug-membrane insertion free energies for 1.3 million compounds.Comment: 9 pages, 5 figure

Human Preference-Based Learning for High-dimensional Optimization of Exoskeleton Walking Gaits

Optimizing lower-body exoskeleton walking gaits for user comfort requires understanding users’ preferences over a high-dimensional gait parameter space. However, existing preference-based learning methods have only explored low-dimensional domains due to computational limitations. To learn user preferences in high dimensions, this work presents LINECOSPAR, a human-in-the-loop preference-based framework that enables optimization over many parameters by iteratively exploring one-dimensional subspaces. Additionally, this work identifies gait attributes that characterize broader preferences across users. In simulations and human trials, we empirically verify that LINECOSPAR is a sample-efficient approach for high-dimensional preference optimization. Our analysis of the experimental data reveals a correspondence between human preferences and objective measures of dynamicity, while also highlighting differences in the utility functions underlying individual users’ gait preferences. This result has implications for exoskeleton gait synthesis, an active field with applications to clinical use and patient rehabilitation

Performance-oriented model learning for data-driven MPC design

Model Predictive Control (MPC) is an enabling technology in applications requiring controlling physical processes in an optimized way under constraints on inputs and outputs. However, in MPC closed-loop performance is pushed to the limits only if the plant under control is accurately modeled; otherwise, robust architectures need to be employed, at the price of reduced performance due to worst-case conservative assumptions. In this paper, instead of adapting the controller to handle uncertainty, we adapt the learning procedure so that the prediction model is selected to provide the best closed-loop performance. More specifically, we apply for the first time the above "identification for control" rationale to hierarchical MPC using data-driven methods and Bayesian optimization.Comment: Accepted for publication in the IEEE Control Systems Letters (L-CSS