论文标题
迪斯科:双重可能的推理随机控制
DISCO: Double Likelihood-free Inference Stochastic Control
论文作者
论文摘要
对复杂物理系统的准确模拟可以在将控制策略部署到真实系统中之前对控制策略进行开发,测试和认证。随着模拟器变得越来越高级,模拟中纳入的微分方程和相关的数值求解器的分析障碍性会减小,从而使它们难以分析。潜在的解决方案是使用概率推断来评估对系统的实际观察到的模拟参数的不确定性。不幸的是,推断所需的可能性功能通常是昂贵的或完全棘手的。在本文中,我们建议利用现代模拟器的力量和贝叶斯统计中的最新技术,用于无似然推理,以设计一个控制框架,该控制框架在模拟参数上的不确定性方面有效且健壮。仿真参数的后验分布通过系统的潜在非分析模型传播,并具有无混音变换,以及信息理论模型预测控制的变体。这种方法提供了一种比蒙特卡洛抽样的更有效的评估轨迹卷的方法,从而减轻了在线计算负担。实验表明,与不考虑模型参数的不确定性相比,拟议的控制器提出的控制器在经典控制和机器人任务上获得了卓越的性能和鲁棒性。
Accurate simulation of complex physical systems enables the development, testing, and certification of control strategies before they are deployed into the real systems. As simulators become more advanced, the analytical tractability of the differential equations and associated numerical solvers incorporated in the simulations diminishes, making them difficult to analyse. A potential solution is the use of probabilistic inference to assess the uncertainty of the simulation parameters given real observations of the system. Unfortunately the likelihood function required for inference is generally expensive to compute or totally intractable. In this paper we propose to leverage the power of modern simulators and recent techniques in Bayesian statistics for likelihood-free inference to design a control framework that is efficient and robust with respect to the uncertainty over simulation parameters. The posterior distribution over simulation parameters is propagated through a potentially non-analytical model of the system with the unscented transform, and a variant of the information theoretical model predictive control. This approach provides a more efficient way to evaluate trajectory roll outs than Monte Carlo sampling, reducing the online computation burden. Experiments show that the controller proposed attained superior performance and robustness on classical control and robotics tasks when compared to models not accounting for the uncertainty over model parameters.