论文标题

通过来自类似系统的数据优化闭环性能:贝叶斯元学习方法

Optimizing Closed-Loop Performance with Data from Similar Systems: A Bayesian Meta-Learning Approach

论文作者

Chakrabarty, Ankush

论文摘要

贝叶斯优化(BO)表现出了在数据限制设置中优化控制性能的潜力,尤其是对于具有未知动态或未建模性能目标的系统。 BO算法通过使用替代模型利用不确定性估算来有效地交易探索和剥削。这些替代物通常是使用从目标动力学系统中收集的数据来优化的。从直觉上讲,BO的收敛速率对于可以准确预测目标系统性能的替代模型更好。在经典的BO中,最初的替代模型是使用非常有限的数据点构建的,因此很少对系统性能的准确预测。在本文中,我们建议使用元学习来基于从与目标系统不同的各种系统上执行的性能优化任务收集的数据生成初始替代模型。为此,我们采用了易于训练的深内核网络(DKN),其中包括编码的高斯流程模型,这些模型与经典的BO无缝集成。使用未知动力学和未建模的性能函数,我们提出的DKN-BO方法对加速控制系统性能优化的有效性得到了证明。

Bayesian optimization (BO) has demonstrated potential for optimizing control performance in data-limited settings, especially for systems with unknown dynamics or unmodeled performance objectives. The BO algorithm efficiently trades-off exploration and exploitation by leveraging uncertainty estimates using surrogate models. These surrogates are usually learned using data collected from the target dynamical system to be optimized. Intuitively, the convergence rate of BO is better for surrogate models that can accurately predict the target system performance. In classical BO, initial surrogate models are constructed using very limited data points, and therefore rarely yield accurate predictions of system performance. In this paper, we propose the use of meta-learning to generate an initial surrogate model based on data collected from performance optimization tasks performed on a variety of systems that are different to the target system. To this end, we employ deep kernel networks (DKNs) which are simple to train and which comprise encoded Gaussian process models that integrate seamlessly with classical BO. The effectiveness of our proposed DKN-BO approach for speeding up control system performance optimization is demonstrated using a well-studied nonlinear system with unknown dynamics and an unmodeled performance function.

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