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2019


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Limitations of the empirical Fisher approximation for natural gradient descent

Kunstner, F., Hennig, P., Balles, L.

Advances in Neural Information Processing Systems 32, pages: 4158-4169, (Editors: H. Wallach and H. Larochelle and A. Beygelzimer and F. d’Alché-Buc and E. Fox and R. Garnett), Curran Associates, Inc., 33rd Annual Conference on Neural Information Processing Systems, December 2019 (conference)

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link (url) [BibTex]

2019


link (url) [BibTex]


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Convergence Guarantees for Adaptive Bayesian Quadrature Methods

Kanagawa, M., Hennig, P.

Advances in Neural Information Processing Systems 32, pages: 6234-6245, (Editors: H. Wallach and H. Larochelle and A. Beygelzimer and F. d’Alché-Buc and E. Fox and R. Garnett), Curran Associates, Inc., 33rd Annual Conference on Neural Information Processing Systems, December 2019 (conference)

ei pn

link (url) [BibTex]

link (url) [BibTex]


A Learnable Safety Measure
A Learnable Safety Measure

Heim, S., Rohr, A. V., Trimpe, S., Badri-Spröwitz, A.

Conference on Robot Learning, November 2019 (conference) Accepted

dlg ics

Arxiv [BibTex]

Arxiv [BibTex]


Predictive Triggering for Distributed Control of Resource Constrained Multi-agent Systems
Predictive Triggering for Distributed Control of Resource Constrained Multi-agent Systems

Mastrangelo, J. M., Baumann, D., Trimpe, S.

In Proceedings of the 8th IFAC Workshop on Distributed Estimation and Control in Networked Systems, pages: 79-84, 8th IFAC Workshop on Distributed Estimation and Control in Networked Systems (NecSys), September 2019 (inproceedings)

ics

arXiv PDF DOI [BibTex]

arXiv PDF DOI [BibTex]


Event-triggered Pulse Control with Model Learning (if Necessary)
Event-triggered Pulse Control with Model Learning (if Necessary)

Baumann, D., Solowjow, F., Johansson, K. H., Trimpe, S.

In Proceedings of the American Control Conference, pages: 792-797, American Control Conference (ACC), July 2019 (inproceedings)

ics

arXiv PDF [BibTex]

arXiv PDF [BibTex]


Data-driven inference of passivity properties via Gaussian process optimization
Data-driven inference of passivity properties via Gaussian process optimization

Romer, A., Trimpe, S., Allgöwer, F.

In Proceedings of the European Control Conference, European Control Conference (ECC), June 2019 (inproceedings)

ics

PDF [BibTex]

PDF [BibTex]


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Actively Learning Gaussian Process Dynamics

Buisson-Fenet, M., Solowjow, F., Trimpe, S.

2019 (techreport) Submitted

Abstract
Despite the availability of ever more data enabled through modern sensor and computer technology, it still remains an open problem to learn dynamical systems in a sample-efficient way. We propose active learning strategies that leverage information-theoretical properties arising naturally during Gaussian process regression, while respecting constraints on the sampling process imposed by the system dynamics. Sample points are selected in regions with high uncertainty, leading to exploratory behavior and data-efficient training of the model. All results are verified in an extensive numerical benchmark.

ics

ArXiv [BibTex]


Trajectory-Based Off-Policy Deep Reinforcement Learning
Trajectory-Based Off-Policy Deep Reinforcement Learning

Doerr, A., Volpp, M., Toussaint, M., Trimpe, S., Daniel, C.

In Proceedings of the International Conference on Machine Learning (ICML), International Conference on Machine Learning (ICML), June 2019 (inproceedings)

Abstract
Policy gradient methods are powerful reinforcement learning algorithms and have been demonstrated to solve many complex tasks. However, these methods are also data-inefficient, afflicted with high variance gradient estimates, and frequently get stuck in local optima. This work addresses these weaknesses by combining recent improvements in the reuse of off-policy data and exploration in parameter space with deterministic behavioral policies. The resulting objective is amenable to standard neural network optimization strategies like stochastic gradient descent or stochastic gradient Hamiltonian Monte Carlo. Incorporation of previous rollouts via importance sampling greatly improves data-efficiency, whilst stochastic optimization schemes facilitate the escape from local optima. We evaluate the proposed approach on a series of continuous control benchmark tasks. The results show that the proposed algorithm is able to successfully and reliably learn solutions using fewer system interactions than standard policy gradient methods.

ics

arXiv PDF [BibTex]

arXiv PDF [BibTex]


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DeepOBS: A Deep Learning Optimizer Benchmark Suite

Schneider, F., Balles, L., Hennig, P.

7th International Conference on Learning Representations (ICLR), May 2019 (conference)

ei pn

link (url) [BibTex]

link (url) [BibTex]


Feedback Control Goes Wireless: Guaranteed Stability over Low-power Multi-hop Networks
Feedback Control Goes Wireless: Guaranteed Stability over Low-power Multi-hop Networks

(Best Paper Award)

Mager, F., Baumann, D., Jacob, R., Thiele, L., Trimpe, S., Zimmerling, M.

In Proceedings of the 10th ACM/IEEE International Conference on Cyber-Physical Systems, pages: 97-108, 10th ACM/IEEE International Conference on Cyber-Physical Systems, April 2019 (inproceedings)

Abstract
Closing feedback loops fast and over long distances is key to emerging applications; for example, robot motion control and swarm coordination require update intervals below 100 ms. Low-power wireless is preferred for its flexibility, low cost, and small form factor, especially if the devices support multi-hop communication. Thus far, however, closed-loop control over multi-hop low-power wireless has only been demonstrated for update intervals on the order of multiple seconds. This paper presents a wireless embedded system that tames imperfections impairing control performance such as jitter or packet loss, and a control design that exploits the essential properties of this system to provably guarantee closed-loop stability for linear dynamic systems. Using experiments on a testbed with multiple cart-pole systems, we are the first to demonstrate the feasibility and to assess the performance of closed-loop control and coordination over multi-hop low-power wireless for update intervals from 20 ms to 50 ms.

ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


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Fast and Robust Shortest Paths on Manifolds Learned from Data

Arvanitidis, G., Hauberg, S., Hennig, P., Schober, M.

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics (AISTATS), 89, pages: 1506-1515, (Editors: Kamalika Chaudhuri and Masashi Sugiyama), PMLR, April 2019 (conference)

ei pn

PDF link (url) [BibTex]

PDF link (url) [BibTex]


Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization
Active Probabilistic Inference on Matrices for Pre-Conditioning in Stochastic Optimization

de Roos, F., Hennig, P.

Proceedings of the 22nd International Conference on Artificial Intelligence and Statistics (AISTATS), 89, pages: 1448-1457, (Editors: Kamalika Chaudhuri and Masashi Sugiyama), PMLR, April 2019 (conference)

Abstract
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way to efficiently construct them. For the stochastic optimization problems that dominate contemporary machine learning, however, this approach is not readily available. We propose an iterative algorithm inspired by classic iterative linear solvers that uses a probabilistic model to actively infer a pre-conditioner in situations where Hessian-projections can only be constructed with strong Gaussian noise. The algorithm is empirically demonstrated to efficiently construct effective pre-conditioners for stochastic gradient descent and its variants. Experiments on problems of comparably low dimensionality show improved convergence. In very high-dimensional problems, such as those encountered in deep learning, the pre-conditioner effectively becomes an automatic learning-rate adaptation scheme, which we also empirically show to work well.

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PDF link (url) [BibTex]

PDF link (url) [BibTex]

2018


Deep Reinforcement Learning for Event-Triggered Control
Deep Reinforcement Learning for Event-Triggered Control

Baumann, D., Zhu, J., Martius, G., Trimpe, S.

In Proceedings of the 57th IEEE International Conference on Decision and Control (CDC), pages: 943-950, 57th IEEE International Conference on Decision and Control (CDC), December 2018 (inproceedings)

al ics

arXiv PDF DOI Project Page Project Page [BibTex]

2018


arXiv PDF DOI Project Page Project Page [BibTex]


Efficient Encoding of Dynamical Systems through Local Approximations
Efficient Encoding of Dynamical Systems through Local Approximations

Solowjow, F., Mehrjou, A., Schölkopf, B., Trimpe, S.

In Proceedings of the 57th IEEE International Conference on Decision and Control (CDC), pages: 6073 - 6079 , Miami, Fl, USA, December 2018 (inproceedings)

ei ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


Depth Control of Underwater Robots using Sliding Modes and Gaussian Process Regression
Depth Control of Underwater Robots using Sliding Modes and Gaussian Process Regression

Lima, G. S., Bessa, W. M., Trimpe, S.

In Proceeding of the 15th Latin American Robotics Symposium, João Pessoa, Brazil, 15th Latin American Robotics Symposium, November 2018 (inproceedings)

Abstract
The development of accurate control systems for underwater robotic vehicles relies on the adequate compensation for hydrodynamic effects. In this work, a new robust control scheme is presented for remotely operated underwater vehicles. In order to meet both robustness and tracking requirements, sliding mode control is combined with Gaussian process regression. The convergence properties of the closed-loop signals are analytically proven. Numerical results confirm the stronger improved performance of the proposed control scheme.

ics

[BibTex]

[BibTex]


Gait learning for soft microrobots controlled by light fields
Gait learning for soft microrobots controlled by light fields

Rohr, A. V., Trimpe, S., Marco, A., Fischer, P., Palagi, S.

In International Conference on Intelligent Robots and Systems (IROS) 2018, pages: 6199-6206, International Conference on Intelligent Robots and Systems 2018, October 2018 (inproceedings)

Abstract
Soft microrobots based on photoresponsive materials and controlled by light fields can generate a variety of different gaits. This inherent flexibility can be exploited to maximize their locomotion performance in a given environment and used to adapt them to changing environments. However, because of the lack of accurate locomotion models, and given the intrinsic variability among microrobots, analytical control design is not possible. Common data-driven approaches, on the other hand, require running prohibitive numbers of experiments and lead to very sample-specific results. Here we propose a probabilistic learning approach for light-controlled soft microrobots based on Bayesian Optimization (BO) and Gaussian Processes (GPs). The proposed approach results in a learning scheme that is highly data-efficient, enabling gait optimization with a limited experimental budget, and robust against differences among microrobot samples. These features are obtained by designing the learning scheme through the comparison of different GP priors and BO settings on a semisynthetic data set. The developed learning scheme is validated in microrobot experiments, resulting in a 115% improvement in a microrobot’s locomotion performance with an experimental budget of only 20 tests. These encouraging results lead the way toward self-adaptive microrobotic systems based on lightcontrolled soft microrobots and probabilistic learning control.

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arXiv IEEE Xplore DOI Project Page [BibTex]

arXiv IEEE Xplore DOI Project Page [BibTex]


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Learning-Based Robust Model Predictive Control with State-Dependent Uncertainty

Soloperto, R., Müller, M. A., Trimpe, S., Allgöwer, F.

In Proceedings of the IFAC Conference on Nonlinear Model Predictive Control (NMPC), Madison, Wisconsin, USA, 6th IFAC Conference on Nonlinear Model Predictive Control, August 2018 (inproceedings)

ics

PDF [BibTex]

PDF [BibTex]


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Kernel Recursive ABC: Point Estimation with Intractable Likelihood

Kajihara, T., Kanagawa, M., Yamazaki, K., Fukumizu, K.

Proceedings of the 35th International Conference on Machine Learning, pages: 2405-2414, PMLR, July 2018 (conference)

Abstract
We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works, showing (for the population setting) that, under a certain assumption, point estimates obtained with this method converge to the true parameter, as recursion proceeds. We have conducted a variety of numerical experiments, including parameter estimation for a real-world pedestrian flow simulator, and show that in most cases our method outperforms existing approaches.

pn

Paper [BibTex]

Paper [BibTex]


Probabilistic Recurrent State-Space Models
Probabilistic Recurrent State-Space Models

Doerr, A., Daniel, C., Schiegg, M., Nguyen-Tuong, D., Schaal, S., Toussaint, M., Trimpe, S.

In Proceedings of the International Conference on Machine Learning (ICML), International Conference on Machine Learning (ICML), July 2018 (inproceedings)

Abstract
State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g., LSTMs) proved extremely successful in modeling complex time-series data. Fully probabilistic SSMs, however, unfortunately often prove hard to train, even for smaller problems. To overcome this limitation, we propose a scalable initialization and training algorithm based on doubly stochastic variational inference and Gaussian processes. In the variational approximation we propose in contrast to related approaches to fully capture the latent state temporal correlations to allow for robust training.

am ics

arXiv pdf Project Page [BibTex]

arXiv pdf Project Page [BibTex]


Event-triggered Learning for Resource-efficient Networked Control
Event-triggered Learning for Resource-efficient Networked Control

Solowjow, F., Baumann, D., Garcke, J., Trimpe, S.

In Proceedings of the American Control Conference (ACC), pages: 6506 - 6512, American Control Conference, June 2018 (inproceedings)

ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


Evaluating Low-Power Wireless Cyber-Physical Systems
Evaluating Low-Power Wireless Cyber-Physical Systems

Baumann, D., Mager, F., Singh, H., Zimmerling, M., Trimpe, S.

In Proceedings of the IEEE Workshop on Benchmarking Cyber-Physical Networks and Systems (CPSBench), pages: 13-18, IEEE Workshop on Benchmarking Cyber-Physical Networks and Systems (CPSBench), April 2018 (inproceedings)

ics

arXiv PDF DOI Project Page [BibTex]

arXiv PDF DOI Project Page [BibTex]


Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients
Dissecting Adam: The Sign, Magnitude and Variance of Stochastic Gradients

Balles, L., Hennig, P.

In Proceedings of the 35th International Conference on Machine Learning (ICML), 2018 (inproceedings) Accepted

Abstract
The ADAM optimizer is exceedingly popular in the deep learning community. Often it works very well, sometimes it doesn't. Why? We interpret ADAM as a combination of two aspects: for each weight, the update direction is determined by the sign of stochastic gradients, whereas the update magnitude is determined by an estimate of their relative variance. We disentangle these two aspects and analyze them in isolation, gaining insight into the mechanisms underlying ADAM. This analysis also extends recent results on adverse effects of ADAM on generalization, isolating the sign aspect as the problematic one. Transferring the variance adaptation to SGD gives rise to a novel method, completing the practitioner's toolbox for problems where ADAM fails.

pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]

2016


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Predictive and Self Triggering for Event-based State Estimation

Trimpe, S.

In Proceedings of the 55th IEEE Conference on Decision and Control (CDC), pages: 3098-3105, Las Vegas, NV, USA, December 2016 (inproceedings)

am ics

arXiv PDF DOI Project Page [BibTex]

2016


arXiv PDF DOI Project Page [BibTex]


Robust Gaussian Filtering using a Pseudo Measurement
Robust Gaussian Filtering using a Pseudo Measurement

Wüthrich, M., Garcia Cifuentes, C., Trimpe, S., Meier, F., Bohg, J., Issac, J., Schaal, S.

In Proceedings of the American Control Conference (ACC), Boston, MA, USA, July 2016 (inproceedings)

Abstract
Most widely-used state estimation algorithms, such as the Extended Kalman Filter and the Unscented Kalman Filter, belong to the family of Gaussian Filters (GF). Unfortunately, GFs fail if the measurement process is modelled by a fat-tailed distribution. This is a severe limitation, because thin-tailed measurement models, such as the analytically-convenient and therefore widely-used Gaussian distribution, are sensitive to outliers. In this paper, we show that mapping the measurements into a specific feature space enables any existing GF algorithm to work with fat-tailed measurement models. We find a feature function which is optimal under certain conditions. Simulation results show that the proposed method allows for robust filtering in both linear and nonlinear systems with measurements contaminated by fat-tailed noise.

am ics

Web link (url) DOI Project Page [BibTex]

Web link (url) DOI Project Page [BibTex]


Active Uncertainty Calibration in Bayesian ODE Solvers
Active Uncertainty Calibration in Bayesian ODE Solvers

Kersting, H., Hennig, P.

Proceedings of the 32nd Conference on Uncertainty in Artificial Intelligence (UAI), pages: 309-318, (Editors: Ihler, A. and Janzing, D.), AUAI Press, June 2016 (conference)

Abstract
There is resurging interest, in statistics and machine learning, in solvers for ordinary differential equations (ODEs) that return probability measures instead of point estimates. Recently, Conrad et al.~introduced a sampling-based class of methods that are `well-calibrated' in a specific sense. But the computational cost of these methods is significantly above that of classic methods. On the other hand, Schober et al.~pointed out a precise connection between classic Runge-Kutta ODE solvers and Gaussian filters, which gives only a rough probabilistic calibration, but at negligible cost overhead. By formulating the solution of ODEs as approximate inference in linear Gaussian SDEs, we investigate a range of probabilistic ODE solvers, that bridge the trade-off between computational cost and probabilistic calibration, and identify the inaccurate gradient measurement as the crucial source of uncertainty. We propose the novel filtering-based method Bayesian Quadrature filtering (BQF) which uses Bayesian quadrature to actively learn the imprecision in the gradient measurement by collecting multiple gradient evaluations.

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link (url) Project Page Project Page [BibTex]

link (url) Project Page Project Page [BibTex]


Automatic {LQR} Tuning Based on {G}aussian Process Global Optimization
Automatic LQR Tuning Based on Gaussian Process Global Optimization

Marco, A., Hennig, P., Bohg, J., Schaal, S., Trimpe, S.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA), pages: 270-277, IEEE, IEEE International Conference on Robotics and Automation, May 2016 (inproceedings)

Abstract
This paper proposes an automatic controller tuning framework based on linear optimal control combined with Bayesian optimization. With this framework, an initial set of controller gains is automatically improved according to a pre-defined performance objective evaluated from experimental data. The underlying Bayesian optimization algorithm is Entropy Search, which represents the latent objective as a Gaussian process and constructs an explicit belief over the location of the objective minimum. This is used to maximize the information gain from each experimental evaluation. Thus, this framework shall yield improved controllers with fewer evaluations compared to alternative approaches. A seven-degree- of-freedom robot arm balancing an inverted pole is used as the experimental demonstrator. Results of a two- and four- dimensional tuning problems highlight the method’s potential for automatic controller tuning on robotic platforms.

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Video PDF DOI Project Page [BibTex]

Video PDF DOI Project Page [BibTex]


Depth-based Object Tracking Using a Robust Gaussian Filter
Depth-based Object Tracking Using a Robust Gaussian Filter

Issac, J., Wüthrich, M., Garcia Cifuentes, C., Bohg, J., Trimpe, S., Schaal, S.

In Proceedings of the IEEE International Conference on Robotics and Automation (ICRA) 2016, IEEE, IEEE International Conference on Robotics and Automation, May 2016 (inproceedings)

Abstract
We consider the problem of model-based 3D- tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by fat-tailed measurement noise. To address this issue, we show how a recently published robustification method for Gaussian filters can be applied to the problem at hand. Thereby, we avoid using heuristic outlier detection methods that simply reject measurements if they do not match the model. Secondly, the computational cost of the standard Gaussian filter is prohibitive due to the high-dimensional measurement, i.e. the depth image. To address this problem, we propose an approximation to reduce the computational complexity of the filter. In quantitative experiments on real data we show how our method clearly outperforms the standard Gaussian filter. Furthermore, we compare its performance to a particle-filter-based tracking method, and observe comparable computational efficiency and improved accuracy and smoothness of the estimates.

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Video Bayesian Object Tracking Library Bayesian Filtering Framework Object Tracking Dataset link (url) DOI Project Page [BibTex]

Video Bayesian Object Tracking Library Bayesian Filtering Framework Object Tracking Dataset link (url) DOI Project Page [BibTex]


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Batch Bayesian Optimization via Local Penalization

González, J., Dai, Z., Hennig, P., Lawrence, N.

Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS), 51, pages: 648-657, JMLR Workshop and Conference Proceedings, (Editors: Gretton, A. and Robert, C. C.), May 2016 (conference)

ei pn

link (url) Project Page [BibTex]

link (url) Project Page [BibTex]


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Communication Rate Analysis for Event-based State Estimation

(Best student paper finalist)

Ebner, S., Trimpe, S.

In Proceedings of the 13th International Workshop on Discrete Event Systems, May 2016 (inproceedings)

am ics

PDF DOI [BibTex]

PDF DOI [BibTex]


Probabilistic Approximate Least-Squares
Probabilistic Approximate Least-Squares

Bartels, S., Hennig, P.

Proceedings of the 19th International Conference on Artificial Intelligence and Statistics (AISTATS), 51, pages: 676-684, JMLR Workshop and Conference Proceedings, (Editors: Gretton, A. and Robert, C. C. ), May 2016 (conference)

Abstract
Least-squares and kernel-ridge / Gaussian process regression are among the foundational algorithms of statistics and machine learning. Famously, the worst-case cost of exact nonparametric regression grows cubically with the data-set size; but a growing number of approximations have been developed that estimate good solutions at lower cost. These algorithms typically return point estimators, without measures of uncertainty. Leveraging recent results casting elementary linear algebra operations as probabilistic inference, we propose a new approximate method for nonparametric least-squares that affords a probabilistic uncertainty estimate over the error between the approximate and exact least-squares solution (this is not the same as the posterior variance of the associated Gaussian process regressor). This allows estimating the error of the least-squares solution on a subset of the data relative to the full-data solution. The uncertainty can be used to control the computational effort invested in the approximation. Our algorithm has linear cost in the data-set size, and a simple formal form, so that it can be implemented with a few lines of code in programming languages with linear algebra functionality.

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link (url) Project Page Project Page [BibTex]

link (url) Project Page Project Page [BibTex]


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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]

PDF [BibTex]

2014


Probabilistic Progress Bars
Probabilistic Progress Bars

Kiefel, M., Schuler, C., Hennig, P.

In Conference on Pattern Recognition (GCPR), 8753, pages: 331-341, Lecture Notes in Computer Science, (Editors: Jiang, X., Hornegger, J., and Koch, R.), Springer, GCPR, September 2014 (inproceedings)

Abstract
Predicting the time at which the integral over a stochastic process reaches a target level is a value of interest in many applications. Often, such computations have to be made at low cost, in real time. As an intuitive example that captures many features of this problem class, we choose progress bars, a ubiquitous element of computer user interfaces. These predictors are usually based on simple point estimators, with no error modelling. This leads to fluctuating behaviour confusing to the user. It also does not provide a distribution prediction (risk values), which are crucial for many other application areas. We construct and empirically evaluate a fast, constant cost algorithm using a Gauss-Markov process model which provides more information to the user.

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website+code pdf DOI [BibTex]

2014


website+code pdf DOI [BibTex]


Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics
Probabilistic Solutions to Differential Equations and their Application to Riemannian Statistics

Hennig, P., Hauberg, S.

In Proceedings of the 17th International Conference on Artificial Intelligence and Statistics, 33, pages: 347-355, JMLR: Workshop and Conference Proceedings, (Editors: S Kaski and J Corander), Microtome Publishing, Brookline, MA, AISTATS, April 2014 (inproceedings)

Abstract
We study a probabilistic numerical method for the solution of both boundary and initial value problems that returns a joint Gaussian process posterior over the solution. Such methods have concrete value in the statistics on Riemannian manifolds, where non-analytic ordinary differential equations are involved in virtually all computations. The probabilistic formulation permits marginalising the uncertainty of the numerical solution such that statistics are less sensitive to inaccuracies. This leads to new Riemannian algorithms for mean value computations and principal geodesic analysis. Marginalisation also means results can be less precise than point estimates, enabling a noticeable speed-up over the state of the art. Our approach is an argument for a wider point that uncertainty caused by numerical calculations should be tracked throughout the pipeline of machine learning algorithms.

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pdf Youtube Supplements Project page link (url) [BibTex]

pdf Youtube Supplements Project page link (url) [BibTex]


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Probabilistic ODE Solvers with Runge-Kutta Means

Schober, M., Duvenaud, D., Hennig, P.

In Advances in Neural Information Processing Systems 27, pages: 739-747, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), Curran Associates, Inc., 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014 (inproceedings)

ei pn

Web link (url) [BibTex]

Web link (url) [BibTex]


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Active Learning of Linear Embeddings for Gaussian Processes

Garnett, R., Osborne, M., Hennig, P.

In Proceedings of the 30th Conference on Uncertainty in Artificial Intelligence, pages: 230-239, (Editors: NL Zhang and J Tian), AUAI Press , Corvallis, Oregon, UAI2014, 2014, another link: http://arxiv.org/abs/1310.6740 (inproceedings)

ei pn

PDF Web [BibTex]

PDF Web [BibTex]


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Probabilistic Shortest Path Tractography in DTI Using Gaussian Process ODE Solvers

Schober, M., Kasenburg, N., Feragen, A., Hennig, P., Hauberg, S.

In Medical Image Computing and Computer-Assisted Intervention – MICCAI 2014, Lecture Notes in Computer Science Vol. 8675, pages: 265-272, (Editors: P. Golland, N. Hata, C. Barillot, J. Hornegger and R. Howe), Springer, Heidelberg, MICCAI, 2014 (inproceedings)

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DOI [BibTex]

DOI [BibTex]


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Sampling for Inference in Probabilistic Models with Fast Bayesian Quadrature

Gunter, T., Osborne, M., Garnett, R., Hennig, P., Roberts, S.

In Advances in Neural Information Processing Systems 27, pages: 2789-2797, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), Curran Associates, Inc., 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014 (inproceedings)

ei pn

Web link (url) [BibTex]

Web link (url) [BibTex]


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A Self-Tuning LQR Approach Demonstrated on an Inverted Pendulum

Trimpe, S., Millane, A., Doessegger, S., D’Andrea, R.

In Proceedings of the 19th IFAC World Congress, Cape Town, South Africa, 2014 (inproceedings)

am ics

PDF Supplementary material DOI [BibTex]

PDF Supplementary material DOI [BibTex]


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Incremental Local Gaussian Regression

Meier, F., Hennig, P., Schaal, S.

In Advances in Neural Information Processing Systems 27, pages: 972-980, (Editors: Z. Ghahramani, M. Welling, C. Cortes, N.D. Lawrence and K.Q. Weinberger), 28th Annual Conference on Neural Information Processing Systems (NIPS), 2014, clmc (inproceedings)

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PDF link (url) [BibTex]

PDF link (url) [BibTex]


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Efficient Bayesian Local Model Learning for Control

Meier, F., Hennig, P., Schaal, S.

In Proceedings of the IEEE International Conference on Intelligent Robots and Systems, pages: 2244 - 2249, IROS, 2014, clmc (inproceedings)

Abstract
Model-based control is essential for compliant controland force control in many modern complex robots, like humanoidor disaster robots. Due to many unknown and hard tomodel nonlinearities, analytical models of such robots are oftenonly very rough approximations. However, modern optimizationcontrollers frequently depend on reasonably accurate models,and degrade greatly in robustness and performance if modelerrors are too large. For a long time, machine learning hasbeen expected to provide automatic empirical model synthesis,yet so far, research has only generated feasibility studies butno learning algorithms that run reliably on complex robots.In this paper, we combine two promising worlds of regressiontechniques to generate a more powerful regression learningsystem. On the one hand, locally weighted regression techniquesare computationally efficient, but hard to tune due to avariety of data dependent meta-parameters. On the other hand,Bayesian regression has rather automatic and robust methods toset learning parameters, but becomes quickly computationallyinfeasible for big and high-dimensional data sets. By reducingthe complexity of Bayesian regression in the spirit of local modellearning through variational approximations, we arrive at anovel algorithm that is computationally efficient and easy toinitialize for robust learning. Evaluations on several datasetsdemonstrate very good learning performance and the potentialfor a general regression learning tool for robotics.

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PDF link (url) DOI [BibTex]

PDF link (url) DOI [BibTex]


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Stability Analysis of Distributed Event-Based State Estimation

Trimpe, S.

In Proceedings of the 53rd IEEE Conference on Decision and Control, Los Angeles, CA, 2014 (inproceedings)

Abstract
An approach for distributed and event-based state estimation that was proposed in previous work [1] is analyzed and extended to practical networked systems in this paper. Multiple sensor-actuator-agents observe a dynamic process, sporadically exchange their measurements over a broadcast network according to an event-based protocol, and estimate the process state from the received data. The event-based approach was shown in [1] to mimic a centralized Luenberger observer up to guaranteed bounds, under the assumption of identical estimates on all agents. This assumption, however, is unrealistic (it is violated by a single packet drop or slight numerical inaccuracy) and removed herein. By means of a simulation example, it is shown that non-identical estimates can actually destabilize the overall system. To achieve stability, the event-based communication scheme is supplemented by periodic (but infrequent) exchange of the agentsâ?? estimates and reset to their joint average. When the local estimates are used for feedback control, the stability guarantee for the estimation problem extends to the event-based control system.

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PDF Supplementary material DOI Project Page [BibTex]

PDF Supplementary material DOI Project Page [BibTex]