Differentiable Genetic Programming

We introduce the use of high order automatic differentiation, implemented via the algebra of truncated Taylor polynomials, in genetic programming. Using the Cartesian Genetic Programming encoding we obtain a high-order Taylor representation of the program output that is then used to back-propagate errors during learning. The resulting machine learning framework is called differentiable Cartesian Genetic Programming (dCGP). In the context of symbolic regression, dCGP offers a new approach to the long unsolved problem of constant representation in GP expressions. On several problems of increasing complexity we find that dCGP is able to find the exact form of the symbolic expression as well as the constants values. We also demonstrate the use of dCGP to solve a large class of differential equations and to find prime integrals of dynamical systems, presenting, in both cases, results that confirm the efficacy of our approach

Motion Planning of Uncertain Ordinary Differential Equation Systems

This work presents a novel motion planning framework, rooted in nonlinear programming theory, that treats uncertain fully and under-actuated dynamical systems described by ordinary differential equations. Uncertainty in multibody dynamical systems comes from various sources, such as: system parameters, initial conditions, sensor and actuator noise, and external forcing. Treatment of uncertainty in design is of paramount practical importance because all real-life systems are affected by it, and poor robustness and suboptimal performance result if it’s not accounted for in a given design. In this work uncertainties are modeled using Generalized Polynomial Chaos and are solved quantitatively using a least-square collocation method. The computational efficiency of this approach enables the inclusion of uncertainty statistics in the nonlinear programming optimization process. As such, the proposed framework allows the user to pose, and answer, new design questions related to uncertain dynamical systems. Specifically, the new framework is explained in the context of forward, inverse, and hybrid dynamics formulations. The forward dynamics formulation, applicable to both fully and under-actuated systems, prescribes deterministic actuator inputs which yield uncertain state trajectories. The inverse dynamics formulation is the dual to the forward dynamic, and is only applicable to fully-actuated systems; deterministic state trajectories are prescribed and yield uncertain actuator inputs. The inverse dynamics formulation is more computationally efficient as it requires only algebraic evaluations and completely avoids numerical integration. Finally, the hybrid dynamics formulation is applicable to under-actuated systems where it leverages the benefits of inverse dynamics for actuated joints and forward dynamics for unactuated joints; it prescribes actuated state and unactuated input trajectories which yield uncertain unactuated states and actuated inputs. The benefits of the ability to quantify uncertainty when planning the motion of multibody dynamic systems are illustrated through several case-studies. The resulting designs determine optimal motion plans—subject to deterministic and statistical constraints—for all possible systems within the probability space

Repeated games for eikonal equations, integral curvature flows and non-linear parabolic integro-differential equations

The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic integro-differential equations on the one hand, and the integral curvature flow of an interface (Imbert, 2008) on the other hand. In order to do so, we start by constructing such a game for eikonal equations whose speed has a non-constant sign. This provides a (discrete) deterministic control interpretation of these evolution equations. In all our games, two players choose positions successively, and their final payoff is determined by their positions and additional parameters of choice. Because of the non-locality of the problems approximated, by contrast with local problems, their choices have to "collect" information far from their current position. For integral curvature flows, players choose hypersurfaces in the whole space and positions on these hypersurfaces. For parabolic integro-differential equations, players choose smooth functions on the whole space