Optimism in Active Learning with Gaussian Processes

International audienceIn the context of Active Learning for classification, the classification error depends on the joint distribution of samples and their labels which is initially unknown. The minimization of this error requires estimating this distribution. Online estimation of this distribution involves a trade-off between exploration and exploitation. This is a common problem in machine learning for which multi-armed bandit theory, building upon Optimism in the Face of Uncertainty, has been proven very efficient these last years. We introduce two novel algorithms that use Optimism in the Face of Uncertainty along with Gaussian Processes for the Active Learning problem. The evaluation lead on real world datasets shows that these new algorithms compare positively to state-of-the-art methods

Better Optimism By Bayes: Adaptive Planning with Rich Models

The computational costs of inference and planning have confined Bayesian model-based reinforcement learning to one of two dismal fates: powerful Bayes-adaptive planning but only for simplistic models, or powerful, Bayesian non-parametric models but using simple, myopic planning strategies such as Thompson sampling. We ask whether it is feasible and truly beneficial to combine rich probabilistic models with a closer approximation to fully Bayesian planning. First, we use a collection of counterexamples to show formal problems with the over-optimism inherent in Thompson sampling. Then we leverage state-of-the-art techniques in efficient Bayes-adaptive planning and non-parametric Bayesian methods to perform qualitatively better than both existing conventional algorithms and Thompson sampling on two contextual bandit-like problems.Comment: 11 pages, 11 figure

Automatic LQR Tuning Based on Gaussian Process Global Optimization

This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined performance objective evaluated from experimental data. The underlying Bayesian optimization algorithm is Entropy Search, which represents the latent objective as a Gaussian process and constructs an explicit belief over the location of the objective minimum. This is used to maximize the information gain from each experimental evaluation. Thus, this framework shall yield improved controllers with fewer evaluations compared to alternative approaches. A seven-degree-of-freedom robot arm balancing an inverted pole is used as the experimental demonstrator. Results of a two- and four-dimensional tuning problems highlight the method's potential for automatic controller tuning on robotic platforms.Comment: 8 pages, 5 figures, to appear in IEEE 2016 International Conference on Robotics and Automation. Video demonstration of the experiments available at https://am.is.tuebingen.mpg.de/publications/marco_icra_201