Header logo is


2020


Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures
Excursion Search for Constrained Bayesian Optimization under a Limited Budget of Failures

Marco, A., Rohr, A. V., Baumann, D., Hernández-Lobato, J. M., Trimpe, S.

2020 (proceedings) In revision

Abstract
When learning to ride a bike, a child falls down a number of times before achieving the first success. As falling down usually has only mild consequences, it can be seen as a tolerable failure in exchange for a faster learning process, as it provides rich information about an undesired behavior. In the context of Bayesian optimization under unknown constraints (BOC), typical strategies for safe learning explore conservatively and avoid failures by all means. On the other side of the spectrum, non conservative BOC algorithms that allow failing may fail an unbounded number of times before reaching the optimum. In this work, we propose a novel decision maker grounded in control theory that controls the amount of risk we allow in the search as a function of a given budget of failures. Empirical validation shows that our algorithm uses the failures budget more efficiently in a variety of optimization experiments, and generally achieves lower regret, than state-of-the-art methods. In addition, we propose an original algorithm for unconstrained Bayesian optimization inspired by the notion of excursion sets in stochastic processes, upon which the failures-aware algorithm is built.

ics am

arXiv code (python) PDF [BibTex]

2016


no image
Supplemental material for ’Communication Rate Analysis for Event-based State Estimation’

Ebner, S., Trimpe, S.

Max Planck Institute for Intelligent Systems, January 2016 (techreport)

am ics

PDF [BibTex]

2016


PDF [BibTex]


no image
Extrapolation and learning equations

Martius, G., Lampert, C. H.

2016, arXiv preprint \url{https://arxiv.org/abs/1610.02995} (misc)

al

Project Page [BibTex]

Project Page [BibTex]

2013


Learning and Optimization with Submodular Functions
Learning and Optimization with Submodular Functions

Sankaran, B., Ghazvininejad, M., He, X., Kale, D., Cohen, L.

ArXiv, May 2013 (techreport)

Abstract
In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it is beneficial to have strong guarantees on the tractable approximate solutions. In order operate under these criterion most optimization problems are cast under the umbrella of convexity or submodularity. In this report we will study design and optimization over a common class of functions called submodular functions. Set functions, and specifically submodular set functions, characterize a wide variety of naturally occurring optimization problems, and the property of submodularity of set functions has deep theoretical consequences with wide ranging applications. Informally, the property of submodularity of set functions concerns the intuitive principle of diminishing returns. This property states that adding an element to a smaller set has more value than adding it to a larger set. Common examples of submodular monotone functions are entropies, concave functions of cardinality, and matroid rank functions; non-monotone examples include graph cuts, network flows, and mutual information. In this paper we will review the formal definition of submodularity; the optimization of submodular functions, both maximization and minimization; and finally discuss some applications in relation to learning and reasoning using submodular functions.

am

arxiv link (url) [BibTex]

2013


arxiv link (url) [BibTex]

2008


no image
Efficient inverse kinematics algorithms for highdimensional movement systems

Tevatia, G., Schaal, S.

CLMC Technical Report: TR-CLMC-2008-1, 2008, clmc (techreport)

Abstract
Real-time control of the endeffector of a humanoid robot in external coordinates requires computationally efficient solutions of the inverse kinematics problem. In this context, this paper investigates methods of resolved motion rate control (RMRC) that employ optimization criteria to resolve kinematic redundancies. In particular we focus on two established techniques, the pseudo inverse with explicit optimization and the extended Jacobian method. We prove that the extended Jacobian method includes pseudo-inverse methods as a special solution. In terms of computational complexity, however, pseudo-inverse and extended Jacobian differ significantly in favor of pseudo-inverse methods. Employing numerical estimation techniques, we introduce a computationally efficient version of the extended Jacobian with performance comparable to the original version. Our results are illustrated in simulation studies with a multiple degree-offreedom robot, and were evaluated on an actual 30 degree-of-freedom full-body humanoid robot.

am

link (url) [BibTex]

2008


link (url) [BibTex]

2005


no image
Linear and Nonlinear Estimation models applied to Hemodynamic Model

Theodorou, E.

Technical Report-2005-1, Computational Action and Vision Lab University of Minnesota, 2005, clmc (techreport)

Abstract
The relation between BOLD signal and neural activity is still poorly understood. The Gaussian Linear Model known as GLM is broadly used in many fMRI data analysis for recovering the underlying neural activity. Although GLM has been proved to be a really useful tool for analyzing fMRI data it can not be used for describing the complex biophysical process of neural metabolism. In this technical report we make use of a system of Stochastic Differential Equations that is based on Buxton model [1] for describing the underlying computational principles of hemodynamic process. Based on this SDE we built a Kalman Filter estimator so as to estimate the induced neural signal as well as the blood inflow under physiologic and sensor noise. The performance of Kalman Filter estimator is investigated under different physiologic noise characteristics and measurement frequencies.

am

PDF [BibTex]

2005


PDF [BibTex]