Mykel J Kochenderfer

2papers

2 Papers

ROJul 22, 2024
Importance Sampling-Guided Meta-Training for Intelligent Agents in Highly Interactive Environments

Mansur Arief, Mike Timmerman, Jiachen Li et al.

Training intelligent agents to navigate highly interactive environments presents significant challenges. While guided meta reinforcement learning (RL) approach that first trains a guiding policy to train the ego agent has proven effective in improving generalizability across scenarios with various levels of interaction, the state-of-the-art method tends to be overly sensitive to extreme cases, impairing the agents' performance in the more common scenarios. This study introduces a novel training framework that integrates guided meta RL with importance sampling (IS) to optimize training distributions iteratively for navigating highly interactive driving scenarios, such as T-intersections or roundabouts. Unlike traditional methods that may underrepresent critical interactions or overemphasize extreme cases during training, our approach strategically adjusts the training distribution towards more challenging driving behaviors using IS proposal distributions and applies the importance ratio to de-bias the result. By estimating a naturalistic distribution from real-world datasets and employing a mixture model for iterative training refinements, the framework ensures a balanced focus across common and extreme driving scenarios. Experiments conducted with both synthetic and naturalistic datasets demonstrate both accelerated training and performance improvements under highly interactive driving tasks.

LGFeb 26, 2019
Deep Variational Koopman Models: Inferring Koopman Observations for Uncertainty-Aware Dynamics Modeling and Control

Jeremy Morton, Freddie D Witherden, Mykel J Kochenderfer

Koopman theory asserts that a nonlinear dynamical system can be mapped to a linear system, where the Koopman operator advances observations of the state forward in time. However, the observable functions that map states to observations are generally unknown. We introduce the Deep Variational Koopman (DVK) model, a method for inferring distributions over observations that can be propagated linearly in time. By sampling from the inferred distributions, we obtain a distribution over dynamical models, which in turn provides a distribution over possible outcomes as a modeled system advances in time. Experiments show that the DVK model is effective at long-term prediction for a variety of dynamical systems. Furthermore, we describe how to incorporate the learned models into a control framework, and demonstrate that accounting for the uncertainty present in the distribution over dynamical models enables more effective control.