Beckers, Thomas
Gaussian Process Port-Hamiltonian Systems: Bayesian Learning with Physics Prior
Beckers, Thomas, Seidman, Jacob, Perdikaris, Paris, Pappas, George J.
Data-driven approaches achieve remarkable results for the modeling of complex dynamics based on collected data. However, these models often neglect basic physical principles which determine the behavior of any real-world system. This omission is unfavorable in two ways: The models are not as data-efficient as they could be by incorporating physical prior knowledge, and the model itself might not be physically correct. We propose Gaussian Process Port-Hamiltonian systems (GP-PHS) as a physics-informed Bayesian learning approach with uncertainty quantification. The Bayesian nature of GP-PHS uses collected data to form a distribution over all possible Hamiltonians instead of a single point estimate. Due to the underlying physics model, a GP-PHS generates passive systems with respect to designated inputs and outputs. Further, the proposed approach preserves the compositional nature of Port-Hamiltonian systems.
Learning Switching Port-Hamiltonian Systems with Uncertainty Quantification
Beckers, Thomas, Jiahao, Tom Z., Pappas, George J.
Switching physical systems are ubiquitous in modern control applications, for instance, locomotion behavior of robots and animals, power converters with switches and diodes. The dynamics and switching conditions are often hard to obtain or even inaccessible in case of a-priori unknown environments and nonlinear components. Black-box neural networks can learn to approximately represent switching dynamics, but typically require a large amount of data, neglect the underlying axioms of physics, and lack of uncertainty quantification. We propose a Gaussian process based learning approach enhanced by switching Port-Hamiltonian systems (GP-SPHS) to learn physical plausible system dynamics and identify the switching condition. The Bayesian nature of Gaussian processes uses collected data to form a distribution over all possible switching policies and dynamics that allows for uncertainty quantification. Furthermore, the proposed approach preserves the compositional nature of Port-Hamiltonian systems. A simulation with a hopping robot validates the effectiveness of the proposed approach.
Physics-enhanced Gaussian Process Variational Autoencoder
Beckers, Thomas, Wu, Qirui, Pappas, George J.
Variational autoencoders allow to learn a lower-dimensional latent space based on high-dimensional input/output data. Using video clips as input data, the encoder may be used to describe the movement of an object in the video without ground truth data (unsupervised learning). Even though the object's dynamics is typically based on first principles, this prior knowledge is mostly ignored in the existing literature. Thus, we propose a physics-enhanced variational autoencoder that places a physical-enhanced Gaussian process prior on the latent dynamics to improve the efficiency of the variational autoencoder and to allow physically correct predictions. The physical prior knowledge expressed as linear dynamical system is here reflected by the Green's function and included in the kernel function of the Gaussian process. The benefits of the proposed approach are highlighted in a simulation with an oscillating particle.
Real-time Uncertainty Decomposition for Online Learning Control
Umlauft, Jonas, Lederer, Armin, Beckers, Thomas, Hirche, Sandra
Safety-critical decisions based on machine learning models require a clear understanding of the involved uncertainties to avoid hazardous or risky situations. While aleatoric uncertainty can be explicitly modeled given a parametric description, epistemic uncertainty rather describes the presence or absence of training data. This paper proposes a novel generic method for modeling epistemic uncertainty and shows its advantages over existing approaches for neural networks on various data sets. It can be directly combined with aleatoric uncertainty estimates and allows for prediction in real-time as the inference is sample-free. We exploit this property in a model-based quadcopter control setting and demonstrate how the controller benefits from a differentiation between aleatoric and epistemic uncertainty in online learning of thermal disturbances.
Localized active learning of Gaussian process state space models
Capone, Alexandre, Umlauft, Jonas, Beckers, Thomas, Lederer, Armin, Hirche, Sandra
The performance of learning-based control techniques crucially depends on how effectively the system is explored. While most exploration techniques aim to achieve a globally accurate model, such approaches are generally unsuited for systems with unbounded state spaces. Furthermore, a globally accurate model is not required to achieve good performance in many common control applications, e.g., local stabilization tasks. In this paper, we propose an active learning strategy for Gaussian process state space models that aims to obtain an accurate model on a bounded subset of the state-action space. Our approach aims to maximize the mutual information of the exploration trajectories with respect to a discretization of the region of interest. By employing model predictive control, the proposed technique integrates information collected during exploration and adaptively improves its exploration strategy. To enable computational tractability, we decouple the choice of most informative data points from the model predictive control optimization step. This yields two optimization problems that can be solved in parallel. We apply the proposed method to explore the state space of various dynamical systems and compare our approach to a commonly used entropy-based exploration strategy. In all experiments, our method yields a better model within the region of interest than the entropy-based method.
Stable Gaussian Process based Tracking Control of Euler-Lagrange Systems
Beckers, Thomas, Kulić, Dana, Hirche, Sandra
Perfect tracking control for real-world Euler-Lagrange systems is challenging due to uncertainties in the system model and external disturbances. The magnitude of the tracking error can be reduced either by increasing the feedback gains or improving the model of the system. The latter is clearly preferable as it allows to maintain good tracking performance at low feedback gains. However, accurate models are often difficult to obtain. In this article, we address the problem of stable high-performance tracking control for unknown Euler-Lagrange systems. In particular, we employ Gaussian Process regression to obtain a data-driven model that is used for the feed-forward compensation of unknown dynamics of the system. The model fidelity is used to adapt the feedback gains allowing low feedback gains in state space regions of high model confidence. The proposed control law guarantees a globally bounded tracking error with a specific probability. Simulation studies demonstrate the superiority over state of the art tracking control approaches.
Mean Square Prediction Error of Misspecified Gaussian Process Models
Beckers, Thomas, Umlauft, Jonas, Hirche, Sandra
Nonparametric modeling approaches show very promising results in the area of system identification and control. A naturally provided model confidence is highly relevant for system-theoretical considerations to provide guarantees for application scenarios. Gaussian process regression represents one approach which provides such an indicator for the model confidence. However, this measure is only valid if the covariance function and its hyperparameters fit the underlying data generating process. In this paper, we derive an upper bound for the mean square prediction error of misspecified Gaussian process models based on a pseudo-concave optimization problem. We present application scenarios and a simulation to compare the derived upper bound with the true mean square error.