Meta Learning MPC using Finite-Dimensional Gaussian Process Approximations
Data availability has dramatically increased in recent years, driving model-based control methods to exploit learning techniques for improving the system description, and thus control performance. Two key factors that hinder the practical applicability of learning methods in control are their high computational complexity and limited generalization capabilities to unseen conditions. Meta-learning is a powerful tool that enables efficient learning across a finite set of related tasks, easing adaptation to new unseen tasks. This paper makes use of a meta-learning approach for adaptive model predictive control, by learning a system model that leverages data from previous related tasks, while enabling fast fine-tuning to the current task during closed-loop operation. The dynamics is modeled via Gaussian process regression and, building on the Karhunen-Lo{\`e}ve expansion, can be approximately reformulated as a finite linear combination of kernel eigenfunctions. Using data collected over a set of tasks, the eigenfunction hyperparameters are optimized in a meta-training phase by maximizing a variational bound for the log-marginal likelihood. During meta-testing, the eigenfunctions are fixed, so that only the linear parameters are adapted to the new unseen task in an online adaptive fashion via Bayesian linear regression, providing a simple and efficient inference scheme. Simulation results are provided for autonomous racing with miniature race cars adapting to unseen road conditions.
Code (0)
등록된 구현이 없습니다.
Tasks
Autonomous RacingMeta-LearningModel Predictive ControlregressionMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Finite sample approximations of exact and entropic Wasserstein distances between covariance operators and Gaussian processes
This work studies finite sample approximations of the exact and entropic regularized Wasserstein distances between centered Gaussian processes and, more generally, covariance operators of functional random processes. We …
Gaussian ProcessesUnbiased Stochastic Optimization for Gaussian Processes on Finite Dimensional RKHS
Current methods for stochastic hyperparameter learning in Gaussian Processes (GPs) rely on approximations, such as computing biased stochastic gradients or using inducing points in stochastic variational inference. Howev…
Stochastic OptimizationGaussian ProcessesPrincipal component analysis for Gaussian process posteriors
This paper proposes an extension of principal component analysis for Gaussian process (GP) posteriors, denoted by GP-PCA. Since GP-PCA estimates a low-dimensional space of GP posteriors, it can be used for meta-learning,…
Meta-LearningVariational InferenceConvergence and finite sample approximations of entropic regularized Wasserstein distances in Gaussian and RKHS settings
This work studies the convergence and finite sample approximations of entropic regularized Wasserstein distances in the Hilbert space setting. Our first main result is that for Gaussian measures on an infinite-dimensiona…
Recyclable Gaussian Processes
We present a new framework for recycling independent variational approximations to Gaussian processes. The main contribution is the construction of variational ensembles given a dictionary of fitted Gaussian processes wi…
Gaussian Processesregression