Publications
Policy search for learning robot control using sparse data
B. Bischoff, D. Nguyen-Tuong, D. van Hoof, A. McHutchon, Carl Edward Rasmussen, A. Knoll, M. P. Deisenroth, 2014. (In IEEE International Conference on Robotics and Automation). Hong Kong, China. IEEE. DOI: 10.1109/ICRA.2014.6907422.
Abstract▼ URL
In many complex robot applications, such as grasping and manipulation, it is difficult to program desired task solutions beforehand, as robots are within an uncertain and dynamic environment. In such cases, learning tasks from experience can be a useful alternative. To obtain a sound learning and generalization performance, machine learning, especially, reinforcement learning, usually requires sufficient data. However, in cases where only little data is available for learning, due to system constraints and practical issues, reinforcement learning can act suboptimally. In this paper, we investigate how model-based reinforcement learning, in particular the probabilistic inference for learning control method (PILCO), can be tailored to cope with the case of sparse data to speed up learning. The basic idea is to include further prior knowledge into the learning process. As PILCO is built on the probabilistic Gaussian processes framework, additional system knowledge can be incorporated by defining appropriate prior distributions, e.g. a linear mean Gaussian prior. The resulting PILCO formulation remains in closed form and analytically tractable. The proposed approach is evaluated in simulation as well as on a physical robot, the Festo Robotino XT. For the robot evaluation, we employ the approach for learning an object pick-up task. The results show that by including prior knowledge, policy learning can be sped up in presence of sparse data.
Manifold Gaussian Processes for Regression
Roberto Calandra, Jan Peters, Carl Edward Rasmussen, Marc Peter Deisenroth, 2016. (In International Joint Conference on Neural Networks).
Abstract▼ URL
Off-the-shelf Gaussian Process (GP) covariance functions encode smoothness assumptions on the structure of the function to be modeled. To model complex and nondifferentiable functions, these smoothness assumptions are often too restrictive. One way to alleviate this limitation is to find a different representation of the data by introducing a feature space. This feature space is often learned in an unsupervised way, which might lead to data representations that are not useful for the overall regression task. In this paper, we propose Manifold Gaussian Processes, a novel supervised method that jointly learns a transformation of the data into a feature space and a GP regression from the feature space to observed space. The Manifold GP is a full GP and allows to learn data representations, which are useful for the overall regression task. As a proof-of-concept, we evaluate our approach on complex non-smooth functions where standard GPs perform poorly, such as step functions and robotics tasks with contacts.
Efficient Reinforcement Learning using Gaussian Processes
Marc Peter Deisenroth, 2010. Karlsruhe Institute of Technology, Karlsruhe, Germany.
Abstract▼ URL
In many research areas, including control and medical applications, we face decision-making problems where data are limited and/or the underlying generative process is complicated and partially unknown. In these scenarios, we can profit from algorithms that learn from data and aid decision making. Reinforcement learning (RL) is a general computational approach to experience-based goal-directed learning for sequential decision making under uncertainty. However, RL often lacks efficiency in terms of the number of required trials when no task-specific knowledge is available. This lack of efficiency makes RL often inapplicable to (optimal) control problems. Thus, a central issue in RL is to speed up learning by extracting more information from available experience. The contributions of this dissertation are threefold: 1. We propose PILCO, a fully Bayesian approach for efficient RL in continuous-valued state and action spaces when no expert knowledge is available. PILCO is based on well-established ideas from statistics and machine learning. PILCO’s key ingredient is a probabilistic dynamics model learned from data, which is implemented by a Gaussian process (GP). The GP carefully quantifies knowledge by a probability distribution over plausible dynamics models. By averaging over all these models during long-term planning and decision making, PILCO takes uncertainties into account in a principled way and, therefore, reduces model bias, a central problem in model-based RL. 2. Due to its generality and efficiency, PILCO can be considered a conceptual and practical approach to jointly learning models and controllers when expert knowledge is difficult to obtain or simply not available. For this scenario, we investigate PILCO’s properties its applicability to challenging real and simulated nonlinear control problems. For example, we consider the tasks of learning to swing up a double pendulum attached to a cart or to balance a unicycle with five degrees of freedom. Across all tasks we report unprecedented automation and an unprecedented learning efficiency for solving these tasks. 3. As a step toward pilco’s extension to partially observable Markov decision processes, we propose a principled algorithm for robust filtering and smoothing in GP dynamic systems. Unlike commonly used Gaussian filters for nonlinear systems, it does neither rely on function linearization nor on finite-sample representations of densities. Our algorithm profits from exact moment matching for predictions while keeping all computations analytically tractable. We present experimental evidence that demonstrates the robustness and the advantages of our method over unscented Kalman filters, the cubature Kalman filter, and the extended Kalman filter.
Gaussian Processes for Data-Efficient Learning in Robotics and Control
Marc Peter Deisenroth, Dieter Fox, Carl Edward Rasmussen, 2015. (IEEE Transactions on Pattern Analysis and Machine Intelligence). DOI: 10.1109/TPAMI.2013.218.
Abstract▼
Autonomous learning has been a promising direction in control and robotics for more than a decade since data-driven learning allows to reduce the amount of engineering knowledge, which is otherwise required. However, autonomous reinforcement learning (RL) approaches typically require many interactions with the system to learn controllers, which is a practical limitation in real systems, such as robots, where many interactions can be impractical and time consuming. To address this problem, current learning approaches typically require task-specific knowledge in form of expert demonstrations, realistic simulators, pre-shaped policies, or specific knowledge about the underlying dynamics. In this article, we follow a different approach and speed up learning by extracting more information from data. In particular, we learn a probabilistic, non-parametric Gaussian process transition model of the system. By explicitly incorporating model uncertainty into long-term planning and controller learning our approach reduces the effects of model errors, a key problem in model-based learning. Compared to state-of-the art RL our model-based policy search method achieves an unprecedented speed of learning. We demonstrate its applicability to autonomous learning in real robot and control tasks.
Analytic Moment-based Gaussian Process Filtering
Marc Peter Deisenroth, Marco F. Huber, Uwe D. Hanebeck, June 2009. (In 26th International Conference on Machine Learning). Edited by Léon Bottou, Michael Littman. Montréal, QC, Canada. Omnipress.
Abstract▼ URL
We propose an analytic moment-based filter for nonlinear stochastic dynamic systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matrix are provided for both the prediction step and the filter step, where an additional Gaussian assumption is exploited in the latter case. Our filter does not require further approximations. In particular, it avoids finite-sample approximations. We compare the filter to a variety of Gaussian filters, that is, the EKF, the UKF, and the recent GP-UKF proposed by Ko et al. (2007).
Comment: With corrections. code.
Approximate Dynamic Programming with Gaussian Processes
Marc Peter Deisenroth, Jan Peters, Carl Edward Rasmussen, June 2008. (In 2008 American Control Conference (ACC 2008)). Seattle, WA, USA.
Abstract▼ URL
In general, it is difficult to determine an optimal closed-loop policy in nonlinear control problems with continuous-valued state and control domains. Hence, approximations are often inevitable. The standard method of discretizing states and controls suffers from the curse of dimensionality and strongly depends on the chosen temporal sampling rate. The paper introduces Gaussian Process Dynamic Programming (GPDP). In GPDP, value functions in the Bellman recursion of the dynamic programming algorithm are modeled using Gaussian processes. GPDP returns an optimal state-feedback for a finite set of states. Based on these outcomes, we learn a possibly discontinuous closed-loop policy on the entire state space by switching between two independently trained Gaussian processes.
Comment: code.
Bayesian Inference for Efficient Learning in Control
Marc Peter Deisenroth, Carl Edward Rasmussen, June 2009. (In Multidisciplinary Symposium on Reinforcement Learning). Montréal, QC, Canada.
Abstract▼ URL
In contrast to humans or animals, artificial learners often require more trials when learning motor control tasks solely based on experience. Efficient autonomous learners will reduce the amount of engineering required to solve control problems. By using probabilistic forward models, we can employ two key ingredients of biological learning systems to speed up artificial learning. We present a consistent and coherent Bayesian framework that allows for efficient autonomous experience-based learning. We demonstrate the success of our learning algorithm by applying it to challenging nonlinear control problems in simulation and in hardware.
Efficient Reinforcement Learning for Motor Control
Marc Peter Deisenroth, Carl Edward Rasmussen, September 2009. (In 10th International PhD Workshop on Systems and Control). Hluboká nad Vltavou, Czech Republic.
Abstract▼ URL
Artificial learners often require many more trials than humans or animals when learning motor control tasks in the absence of expert knowledge. We implement two key ingredients of biological learning systems, generalization and incorporation of uncertainty into the decision-making process, to speed up artificial learning. We present a coherent and fully Bayesian framework that allows for efficient artificial learning in the absence of expert knowledge. The success of our learning framework is demonstrated on challenging nonlinear control problems in simulation and in hardware.
PILCO: A Model-Based and Data-Efficient Approach to Policy Search
Marc Peter Deisenroth, Carl Edward Rasmussen, 2011. (In 28th International Conference on Machine Learning).
Abstract▼ URL
In this paper, we introduce PILCO, a practical, data-efficient model-based policy search method. PILCO reduces model bias, one of the key problems of model-based reinforcement learning, in a principled way. By learning a probabilistic dynamics model and explicitly incorporating model uncertainty into long-term planning, PILCO can cope with very little data and facilitates learning from scratch in only a few trials. Policy evaluation is performed in closed form using state-of-the-art approximate inference. Furthermore, policy gradients are computed analytically for policy improvement. We report unprecedented learning efficiency on challenging and high-dimensional control tasks.
Comment: web site
Learning to Control a Low-Cost Manipulator using Data-Efficient Reinforcement Learning
Marc Peter Deisenroth, Carl Edward Rasmussen, Dieter Fox, June 2011. (In 9th International Conference on Robotics: Science & Systems). Los Angeles, CA, USA.
Abstract▼ URL
Over the last years, there has been substantial progress in robust manipulation in unstructured environments. The long-term goal of our work is to get away from precise, but very expensive robotic systems and to develop affordable, potentially imprecise, self-adaptive manipulator systems that can interactively perform tasks such as playing with children. In this paper, we demonstrate how a low-cost off-the-shelf robotic system can learn closed-loop policies for a stacking task in only a handful of trials - from scratch. Our manipulator is inaccurate and provides no pose feedback. For learning a controller in the work space of a Kinect-style depth camera, we use a model-based reinforcement learning technique. Our learning method is data efficient, reduces model bias, and deals with several noise sources in a principled way during long-term planning. We present a way of incorporating state-space constraints into the learning process and analyze the learning gain by exploiting the sequential structure of the stacking task.
Comment: project site
Model-Based Reinforcement Learning with Continuous States and Actions
Marc Peter Deisenroth, Carl Edward Rasmussen, Jan Peters, April 2008. (In Proceedings of the 16th European Symposium on Artificial Neural Networks (ESANN 2008)). Bruges, Belgium.
Abstract▼ URL
Finding an optimal policy in a reinforcement learning (RL) framework with continuous state and action spaces is challenging. Approximate solutions are often inevitable. GPDP is an approximate dynamic programming algorithm based on Gaussian process (GP) models for the value functions. In this paper, we extend GPDP to the case of unknown transition dynamics. After building a GP model for the transition dynamics, we apply GPDP to this model and determine a continuous-valued policy in the entire state space. We apply the resulting controller to the underpowered pendulum swing up. Moreover, we compare our results on this RL task to a nearly optimal discrete DP solution in a fully known environment.
Gaussian process dynamic programming
Marc Peter Deisenroth, Carl Edward Rasmussen, Jan Peters, March 2009. (Neurocomputing). Elsevier B. V.. DOI: 10.1016/j.neucom.2008.12.019.
Abstract▼ URL
Reinforcement learning (RL) and optimal control of systems with continuous states and actions require approximation techniques in most interesting cases. In this article, we introduce Gaussian process dynamic programming (GPDP), an approximate value function-based RL algorithm. We consider both a classic optimal control problem, where problem-specific prior knowledge is available, and a classic RL problem, where only very general priors can be used. For the classic optimal control problem, GPDP models the unknown value functions with Gaussian processes and generalizes dynamic programming to continuous-valued states and actions. For the RL problem, GPDP starts from a given initial state and explores the state space using Bayesian active learning. To design a fast learner, available data have to be used efficiently. Hence, we propose to learn probabilistic models of the a priori unknown transition dynamics and the value functions on the fly. In both cases, we successfully apply the resulting continuous-valued controllers to the under-actuated pendulum swing up and analyze the performances of the suggested algorithms. It turns out that GPDP uses data very efficiently and can be applied to problems, where classic dynamic programming would be cumbersome.
Comment: code.
Robust Filtering and Smoothing with Gaussian Processes
Marc Peter Deisenroth, Ryan D. Turner, Marco F. Huber, Uwe D. Hanebeck, Carl Edward Rasmussen, 2012. (IEEE Transactions on Automatic Control). DOI: 10.1109/TAC.2011.2179426.
Abstract▼ URL
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 nonparametric 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. Our principled filtering/smoothing approach for GP dynamic systems is based on analytic moment matching in the context of the forward-backward algorithm. Our numerical evaluations demonstrate the robustness of the proposed approach in situations where other state-of-the-art Gaussian filters and smoothers can fail.
Gaussian Process Conditional Density Estimation
Vincent Dutordoir, Hugh Salimbeni, Marc Deisenroth, James Hensman, Dec 2018. (In Advances in Neural Information Processing Systems 32). Montréal, Canada.
Abstract▼ URL
Conditional Density Estimation (CDE) models deal with estimating conditional distributions. The conditions imposed on the distribution are the inputs of the model. CDE is a challenging task as there is a fundamental trade-off between model complexity, representational capacity and overfitting. In this work, we propose to extend the model’s input with latent variables and use Gaussian processes (GP) to map this augmented input onto samples from the conditional distribution. Our Bayesian approach allows for the modeling of small datasets, but we also provide the machinery for it to be applied to big data using stochastic variational inference. Our approach can be used to model densities even in sparse data regions, and allows for sharing learned structure between conditions. We illustrate the effectiveness and wide-reaching applicability of our model on a variety of real- world problems, such as spatio-temporal density estimation of taxi drop-offs, non-Gaussian noise modeling, and few-shot learning on omniglot images.
Probabilistic Inference for Fast Learning in Control
Carl Edward Rasmussen, Marc Peter Deisenroth, November 2008. (In Recent Advances in Reinforcement Learning). Edited by S. Girgin, M. Loth, R. Munos, P. Preux, D. Ryabko. Villeneuve d’Ascq, France. Springer-Verlag. Lecture Notes in Computer Science (LNCS).
Abstract▼ URL
We provide a novel framework for very fast model-based reinforcement learning in continuous state and action spaces. The framework requires probabilistic models that explicitly characterize their levels of confidence. Within this framework, we use flexible, non-parametric models to describe the world based on previously collected experience. We demonstrate learning on the cart-pole problem in a setting where we provide very limited prior knowledge about the task. Learning progresses rapidly, and a good policy is found after only a hand-full of iterations.
Comment: videos and more. slides.
System Identification in Gaussian Process Dynamical Systems
Ryan Turner, Marc Peter Deisenroth, Carl Edward Rasmussen, December 2009. (In NIPS Workshop on Nonparametric Bayes). Edited by Dilan Görür. Whistler, BC, Canada.
Comment: poster.
State-Space Inference and Learning with Gaussian Processes
Ryan Turner, Marc Peter Deisenroth, Carl Edward Rasmussen, May 13–15 2010. (In 13th International Conference on Artificial Intelligence and Statistics). Edited by Yee Whye Teh, Mike Titterington. Chia Laguna, Sardinia, Italy. W & CP.
Abstract▼ URL
State-space inference and learning with Gaussian processes (GPs) is an unsolved problem. We propose a new, general methodology for inference and learning in nonlinear state-space models that are described probabilistically by non-parametric GP models. We apply the expectation maximization algorithm to iterate between inference in the latent state-space and learning the parameters of the underlying GP dynamics model.
Comment: poster.