Armin Lederer

LG
h-index17
31papers
483citations
Novelty55%
AI Score56

31 Papers

LGJul 4, 2022
Safe Reinforcement Learning via Confidence-Based Filters

Sebastian Curi, Armin Lederer, Sandra Hirche et al.

Ensuring safety is a crucial challenge when deploying reinforcement learning (RL) to real-world systems. We develop confidence-based safety filters, a control-theoretic approach for certifying state safety constraints for nominal policies learned via standard RL techniques, based on probabilistic dynamics models. Our approach is based on a reformulation of state constraints in terms of cost functions, reducing safety verification to a standard RL task. By exploiting the concept of hallucinating inputs, we extend this formulation to determine a "backup" policy that is safe for the unknown system with high probability. Finally, the nominal policy is minimally adjusted at every time step during a roll-out towards the backup policy, such that safe recovery can be guaranteed afterwards. We provide formal safety guarantees, and empirically demonstrate the effectiveness of our approach.

SYMar 31, 2023
Learning-Based Optimal Control with Performance Guarantees for Unknown Systems with Latent States

Robert Lefringhausen, Supitsana Srithasan, Armin Lederer et al.

As control engineering methods are applied to increasingly complex systems, data-driven approaches for system identification appear as a promising alternative to physics-based modeling. While the Bayesian approaches prevalent for safety-critical applications usually rely on the availability of state measurements, the states of a complex system are often not directly measurable. It may then be necessary to jointly estimate the dynamics and the latent state, making the quantification of uncertainties and the design of controllers with formal performance guarantees considerably more challenging. This paper proposes a novel method for the computation of an optimal input trajectory for unknown nonlinear systems with latent states based on a combination of particle Markov chain Monte Carlo methods and scenario theory. Probabilistic performance guarantees are derived for the resulting input trajectory, and an approach to validate the performance of arbitrary control laws is presented. The effectiveness of the proposed method is demonstrated in a numerical simulation.

SYJul 10, 2023
Episodic Gaussian Process-Based Learning Control with Vanishing Tracking Errors

Armin Lederer, Jonas Umlauft, Sandra Hirche

Due to the increasing complexity of technical systems, accurate first principle models can often not be obtained. Supervised machine learning can mitigate this issue by inferring models from measurement data. Gaussian process regression is particularly well suited for this purpose due to its high data-efficiency and its explicit uncertainty representation, which allows the derivation of prediction error bounds. These error bounds have been exploited to show tracking accuracy guarantees for a variety of control approaches, but their direct dependency on the training data is generally unclear. We address this issue by deriving a Bayesian prediction error bound for GP regression, which we show to decay with the growth of a novel, kernel-based measure of data density. Based on the prediction error bound, we prove time-varying tracking accuracy guarantees for learned GP models used as feedback compensation of unknown nonlinearities, and show to achieve vanishing tracking error with increasing data density. This enables us to develop an episodic approach for learning Gaussian process models, such that an arbitrary tracking accuracy can be guaranteed. The effectiveness of the derived theory is demonstrated in several simulations.

ROMay 24
Dynamic Neural Koopman Distillation for Real-Time Robot Control Using Diffusion Models

Lei Zheng, Peiqi Yu, Zengqi Peng et al.

Diffusion models excel at generating diverse and multimodal trajectories for robotic planning, yet their iterative denoising process introduces latency that is incompatible with high-frequency closed-loop control. To address this problem, we propose Dynamic Neural Koopman Distillation, a framework that distills multistep diffusion inference into a single forward pass while retaining the multimodal expressivity of the teacher model. Specifically, we introduce a Factorized Dynamic Koopman layer that models the denoising process through a factorized latent transition with state-dependent modal gains. We evaluate the proposed method on standard D4RL MuJoCo locomotion benchmarks and a physical Kinova manipulator, comparing against one-step baselines. The results show that our method significantly outperforms existing one-step distillation approaches on the reported locomotion tasks, and reduces the inference latency to the millisecond regime compared with the teacher policy. Hardware experiments further demonstrate that our method enables smooth and fast closed-loop execution while maintaining task success and comparable accuracy. A project page is available at https://fdkoopman.github.io/.

LGNov 7, 2025
SAD-Flower: Flow Matching for Safe, Admissible, and Dynamically Consistent Planning

Tzu-Yuan Huang, Armin Lederer, Dai-Jie Wu et al.

Flow matching (FM) has shown promising results in data-driven planning. However, it inherently lacks formal guarantees for ensuring state and action constraints, whose satisfaction is a fundamental and crucial requirement for the safety and admissibility of planned trajectories on various systems. Moreover, existing FM planners do not ensure the dynamical consistency, which potentially renders trajectories inexecutable. We address these shortcomings by proposing SAD-Flower, a novel framework for generating Safe, Admissible, and Dynamically consistent trajectories. Our approach relies on an augmentation of the flow with a virtual control input. Thereby, principled guidance can be derived using techniques from nonlinear control theory, providing formal guarantees for state constraints, action constraints, and dynamic consistency. Crucially, SAD-Flower operates without retraining, enabling test-time satisfaction of unseen constraints. Through extensive experiments across several tasks, we demonstrate that SAD-Flower outperforms various generative-model-based baselines in ensuring constraint satisfaction.

LGMay 10
On Uniform Error Bounds for Kernel Regression under Non-Gaussian Noise

Johannes Teutsch, Oleksii Molodchyk, Marion Leibold et al.

Providing non-conservative uncertainty quantification for function estimates derived from noisy observations remains a fundamental challenge in statistical machine learning, particularly for applications in safety-critical domains. In this work, we propose novel non-asymptotic probabilistic uniform error bounds for kernel-based regression. Compared to related bounds in the literature that are restricted to (conditionally) independent sub-Gaussian noise, our bounds allow to consider a broad class of non-Gaussian distributions, such as sub-Gaussian, bounded, sub-exponential, and variance/moment-bounded noise. Moreover, our results apply to correlated and uncorrelated noise. We compare our proposed error bounds with existing results in terms of the induced uncertainty region and their performance in safe control, demonstrating the tightness of the proposed bounds.

MAFeb 5, 2024
Cooperative Learning with Gaussian Processes for Euler-Lagrange Systems Tracking Control under Switching Topologies

Zewen Yang, Songbo Dong, Armin Lederer et al.

This work presents an innovative learning-based approach to tackle the tracking control problem of Euler-Lagrange multi-agent systems with partially unknown dynamics operating under switching communication topologies. The approach leverages a correlation-aware cooperative algorithm framework built upon Gaussian process regression, which adeptly captures inter-agent correlations for uncertainty predictions. A standout feature is its exceptional efficiency in deriving the aggregation weights achieved by circumventing the computationally intensive posterior variance calculations. Through Lyapunov stability analysis, the distributed control law ensures bounded tracking errors with high probability. Simulation experiments validate the protocol's efficacy in effectively managing complex scenarios, establishing it as a promising solution for robust tracking control in multi-agent systems characterized by uncertain dynamics and dynamic communication structures.

LGFeb 10, 2025
Koopman-Equivariant Gaussian Processes

Petar Bevanda, Max Beier, Armin Lederer et al.

Credible forecasting and representation learning of dynamical systems are of ever-increasing importance for reliable decision-making. To that end, we propose a family of Gaussian processes (GP) for dynamical systems with linear time-invariant responses, which are nonlinear only in initial conditions. This linearity allows us to tractably quantify forecasting and representational uncertainty, simultaneously alleviating the challenge of computing the distribution of trajectories from a GP-based dynamical system and enabling a new probabilistic treatment of learning Koopman operator representations. Using a trajectory-based equivariance -- which we refer to as \textit{Koopman equivariance} -- we obtain a GP model with enhanced generalization capabilities. To allow for large-scale regression, we equip our framework with variational inference based on suitable inducing points. Experiments demonstrate on-par and often better forecasting performance compared to kernel-based methods for learning dynamical systems.

SYMay 14, 2024
Stable Inverse Reinforcement Learning: Policies from Control Lyapunov Landscapes

Samuel Tesfazgi, Leonhard Sprandl, Armin Lederer et al.

Learning from expert demonstrations to flexibly program an autonomous system with complex behaviors or to predict an agent's behavior is a powerful tool, especially in collaborative control settings. A common method to solve this problem is inverse reinforcement learning (IRL), where the observed agent, e.g., a human demonstrator, is assumed to behave according to the optimization of an intrinsic cost function that reflects its intent and informs its control actions. While the framework is expressive, it is also computationally demanding and generally lacks convergence guarantees. We therefore propose a novel, stability-certified IRL approach by reformulating the cost function inference problem to learning control Lyapunov functions (CLF) from demonstrations data. By additionally exploiting closed-form expressions for associated control policies, we are able to efficiently search the space of CLFs by observing the attractor landscape of the induced dynamics. For the construction of the inverse optimal CLFs, we use a Sum of Squares and formulate a convex optimization problem. We present a theoretical analysis of the optimality properties provided by the CLF and evaluate our approach using both simulated and real-world data.

SYApr 10
On the Existence of Quadratic Control Lyapunov Functions for Koopman-Operator based Bilinear Systems

Sami Leon Noel Aziz Hanna, Nicolas Hoischen, Sandra Hirche et al.

Koopman operator-based methods enable data-driven bilinear representations of unknown nonlinear control systems. Accurate representations often demand significantly higher dimensions than the original system, making control design challenging. Control Lyapunov Functions (CLFs) are widely used for controller synthesis, with quadratic CLF candidates being the most common due to their simplicity. Yet, we show that this class is highly restrictive, especially when the state dimension is large: under mild conditions, their existence implies stabilizability of the bilinear system by a constant input -- that is, the control remains fixed over time. We establish this result by formulating a quadratically constrained quadratic program (QCQP) that exactly characterizes valid CLFs. Since QCQPs are NP-hard, we propose a convex semidefinite relaxation that offers a sufficient validity condition. For single-input systems, we prove that a quadratic CLF requires constant control stabilizability, and empirically demonstrate that this extends to high-dimensional multi-input systems in many cases.

SYJun 9, 2025
Distributed Risk-Sensitive Safety Filters for Uncertain Discrete-Time Systems

Armin Lederer, Erfaun Noorani, Andreas Krause

Ensuring safety in multi-agent systems is a significant challenge, particularly in settings where centralized coordination is impractical. In this work, we propose a novel risk-sensitive safety filter for discrete-time multi-agent systems with uncertain dynamics that leverages control barrier functions (CBFs) defined through value functions. Our approach relies on centralized risk-sensitive safety conditions based on exponential risk operators to ensure robustness against model uncertainties. We introduce a distributed formulation of the safety filter by deriving two alternative strategies: one based on worst-case anticipation and another on proximity to a known safe policy. By allowing agents to switch between strategies, feasibility can be ensured. Through detailed numerical evaluations, we demonstrate the efficacy of our approach in maintaining safety without being overly conservative.

ROMay 14, 2024
Data-driven Force Observer for Human-Robot Interaction with Series Elastic Actuators using Gaussian Processes

Samuel Tesfazgi, Markus Keßler, Emilio Trigili et al.

Ensuring safety and adapting to the user's behavior are of paramount importance in physical human-robot interaction. Thus, incorporating elastic actuators in the robot's mechanical design has become popular, since it offers intrinsic compliance and additionally provide a coarse estimate for the interaction force by measuring the deformation of the elastic components. While observer-based methods have been shown to improve these estimates, they rely on accurate models of the system, which are challenging to obtain in complex operating environments. In this work, we overcome this issue by learning the unknown dynamics components using Gaussian process (GP) regression. By employing the learned model in a Bayesian filtering framework, we improve the estimation accuracy and additionally obtain an observer that explicitly considers local model uncertainty in the confidence measure of the state estimate. Furthermore, we derive guaranteed estimation error bounds, thus, facilitating the use in safety-critical applications. We demonstrate the effectiveness of the proposed approach experimentally in a human-exoskeleton interaction scenario.

LGMay 25, 2023
Koopman Kernel Regression

Petar Bevanda, Max Beier, Armin Lederer et al.

Many machine learning approaches for decision making, such as reinforcement learning, rely on simulators or predictive models to forecast the time-evolution of quantities of interest, e.g., the state of an agent or the reward of a policy. Forecasts of such complex phenomena are commonly described by highly nonlinear dynamical systems, making their use in optimization-based decision-making challenging. Koopman operator theory offers a beneficial paradigm for addressing this problem by characterizing forecasts via linear time-invariant (LTI) ODEs, turning multi-step forecasts into sparse matrix multiplication. Though there exists a variety of learning approaches, they usually lack crucial learning-theoretic guarantees, making the behavior of the obtained models with increasing data and dimensionality unclear. We address the aforementioned by deriving a universal Koopman-invariant reproducing kernel Hilbert space (RKHS) that solely spans transformations into LTI dynamical systems. The resulting Koopman Kernel Regression (KKR) framework enables the use of statistical learning tools from function approximation for novel convergence results and generalization error bounds under weaker assumptions than existing work. Our experiments demonstrate superior forecasting performance compared to Koopman operator and sequential data predictors in RKHS.

SYMay 14, 2023
Can Learning Deteriorate Control? Analyzing Computational Delays in Gaussian Process-Based Event-Triggered Online Learning

Xiaobing Dai, Armin Lederer, Zewen Yang et al.

When the dynamics of systems are unknown, supervised machine learning techniques are commonly employed to infer models from data. Gaussian process (GP) regression is a particularly popular learning method for this purpose due to the existence of prediction error bounds. Moreover, GP models can be efficiently updated online, such that event-triggered online learning strategies can be pursued to ensure specified tracking accuracies. However, existing trigger conditions must be able to be evaluated at arbitrary times, which cannot be achieved in practice due to non-negligible computation times. Therefore, we first derive a delay-aware tracking error bound, which reveals an accuracy-delay trade-off. Based on this result, we propose a novel event trigger for GP-based online learning with computational delays, which we show to offer advantages over offline trained GP models for sufficiently small computation times. Finally, we demonstrate the effectiveness of the proposed event trigger for online learning in simulations.

SYFeb 23, 2022
Networked Online Learning for Control of Safety-Critical Resource-Constrained Systems based on Gaussian Processes

Armin Lederer, Mingmin Zhang, Samuel Tesfazgi et al.

Safety-critical technical systems operating in unknown environments require the ability to quickly adapt their behavior, which can be achieved in control by inferring a model online from the data stream generated during operation. Gaussian process-based learning is particularly well suited for safety-critical applications as it ensures bounded prediction errors. While there exist computationally efficient approximations for online inference, these approaches lack guarantees for the prediction error and have high memory requirements, and are therefore not applicable to safety-critical systems with tight memory constraints. In this work, we propose a novel networked online learning approach based on Gaussian process regression, which addresses the issue of limited local resources by employing remote data management in the cloud. Our approach formally guarantees a bounded tracking error with high probability, which is exploited to identify the most relevant data to achieve a certain control performance. We further propose an effective data transmission scheme between the local system and the cloud taking bandwidth limitations and time delay of the transmission channel into account. The effectiveness of the proposed method is successfully demonstrated in a simulation.

LGDec 8, 2021
Diffeomorphically Learning Stable Koopman Operators

Petar Bevanda, Max Beier, Sebastian Kerz et al.

System representations inspired by the infinite-dimensional Koopman operator (generator) are increasingly considered for predictive modeling. Due to the operator's linearity, a range of nonlinear systems admit linear predictor representations - allowing for simplified prediction, analysis and control. However, finding meaningful finite-dimensional representations for prediction is difficult as it involves determining features that are both Koopman-invariant (evolve linearly under the dynamics) as well as relevant (spanning the original state) - a generally unsupervised problem. In this work, we present Koopmanizing Flows - a novel continuous-time framework for supervised learning of linear predictors for a class of nonlinear dynamics. In our model construction a latent diffeomorphically related linear system unfolds into a linear predictor through the composition with a monomial basis. The lifting, its linear dynamics and state reconstruction are learned simultaneously, while an unconstrained parameterization of Hurwitz matrices ensures asymptotic stability regardless of the operator approximation accuracy. The superior efficacy of Koopmanizing Flows is demonstrated in comparison to a state-of-the-art method on the well-known LASA handwriting benchmark.

SPNov 5, 2021
Adaptive Low-Pass Filtering using Sliding Window Gaussian Processes

Alejandro J. Ordóñez-Conejo, Armin Lederer, Sandra Hirche

When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from noise or the actual signal. Therefore, low-pass filters must be carefully tuned in order to avoid significant deterioration of the signal. This tuning requires prior knowledge about the signal, which is often not available in applications such as reinforcement learning or learning-based control. In order to overcome this limitation, we propose an adaptive low-pass filter based on Gaussian process regression. By considering a constant window of previous observations, updates and predictions fast enough for real-world filtering applications can be realized. Moreover, the online optimization of hyperparameters leads to an adaptation of the low-pass behavior, such that no prior tuning is necessary. We show that the estimation error of the proposed method is uniformly bounded, and demonstrate the flexibility and efficiency of the approach in several simulations.

LGOct 1, 2021
Personalized Rehabilitation Robotics based on Online Learning Control

Samuel Tesfazgi, Armin Lederer, Johannes F. Kunz et al.

The use of rehabilitation robotics in clinical applications gains increasing importance, due to therapeutic benefits and the ability to alleviate labor-intensive works. However, their practical utility is dependent on the deployment of appropriate control algorithms, which adapt the level of task-assistance according to each individual patient's need. Generally, the required personalization is achieved through manual tuning by clinicians, which is cumbersome and error-prone. In this work we propose a novel online learning control architecture, which is able to personalize the control force at run time to each individual user. To this end, we deploy Gaussian process-based online learning with previously unseen prediction and update rates. Finally, we evaluate our method in an experimental user study, where the learning controller is shown to provide personalized control, while also obtaining safe interaction forces.

LGSep 6, 2021
Gaussian Process Uniform Error Bounds with Unknown Hyperparameters for Safety-Critical Applications

Alexandre Capone, Armin Lederer, Sandra Hirche

Gaussian processes have become a promising tool for various safety-critical settings, since the posterior variance can be used to directly estimate the model error and quantify risk. However, state-of-the-art techniques for safety-critical settings hinge on the assumption that the kernel hyperparameters are known, which does not apply in general. To mitigate this, we introduce robust Gaussian process uniform error bounds in settings with unknown hyperparameters. Our approach computes a confidence region in the space of hyperparameters, which enables us to obtain a probabilistic upper bound for the model error of a Gaussian process with arbitrary hyperparameters. We do not require to know any bounds for the hyperparameters a priori, which is an assumption commonly found in related work. Instead, we are able to derive bounds from data in an intuitive fashion. We additionally employ the proposed technique to derive performance guarantees for a class of learning-based control problems. Experiments show that the bound performs significantly better than vanilla and fully Bayesian Gaussian processes.

LGApr 9, 2021
Inverse Reinforcement Learning: A Control Lyapunov Approach

Samuel Tesfazgi, Armin Lederer, Sandra Hirche

Inferring the intent of an intelligent agent from demonstrations and subsequently predicting its behavior, is a critical task in many collaborative settings. A common approach to solve this problem is the framework of inverse reinforcement learning (IRL), where the observed agent, e.g., a human demonstrator, is assumed to behave according to an intrinsic cost function that reflects its intent and informs its control actions. In this work, we reformulate the IRL inference problem to learning control Lyapunov functions (CLF) from demonstrations by exploiting the inverse optimality property, which states that every CLF is also a meaningful value function. Moreover, the derived CLF formulation directly guarantees stability of inferred control policies. We show the flexibility of our proposed method by learning from goal-directed movement demonstrations in a continuous environment.

ROApr 9, 2021
Distributed Bayesian Online Learning for Cooperative Manipulation

Pablo Budde gen. Dohmann, Armin Lederer, Marcel Dißemond et al.

For tasks where the dynamics of multiple agents are physically coupled, e.g., in cooperative manipulation, the coordination between the individual agents becomes crucial, which requires exact knowledge of the interaction dynamics. This problem is typically addressed using centralized estimators, which can negatively impact the flexibility and robustness of the overall system. To overcome this shortcoming, we propose a novel distributed learning framework for the exemplary task of cooperative manipulation using Bayesian principles. Using only local state information each agent obtains an estimate of the object dynamics and grasp kinematics. These local estimates are combined using dynamic average consensus. Due to the strong probabilistic foundation of the method, each estimate of the object dynamics and grasp kinematics is accompanied by a measure of uncertainty, which allows to guarantee a bounded prediction error with high probability. Moreover, the Bayesian principles directly allow iterative learning with constant complexity, such that the proposed learning method can be used online in real-time applications. The effectiveness of the approach is demonstrated in a simulated cooperative manipulation task.

LGJan 13, 2021
Uniform Error and Posterior Variance Bounds for Gaussian Process Regression with Application to Safe Control

Armin Lederer, Jonas Umlauft, Sandra Hirche

In application areas where data generation is expensive, Gaussian processes are a preferred supervised learning model due to their high data-efficiency. Particularly in model-based control, Gaussian processes allow the derivation of performance guarantees using probabilistic model error bounds. To make these approaches applicable in practice, two open challenges must be solved i) Existing error bounds rely on prior knowledge, which might not be available for many real-world tasks. (ii) The relationship between training data and the posterior variance, which mainly drives the error bound, is not well understood and prevents the asymptotic analysis. This article addresses these issues by presenting a novel uniform error bound using Lipschitz continuity and an analysis of the posterior variance function for a large class of kernels. Additionally, we show how these results can be used to guarantee safe control of an unknown dynamical system and provide numerical illustration examples.

SYNov 20, 2020
The Impact of Data on the Stability of Learning-Based Control- Extended Version

Armin Lederer, Alexandre Capone, Thomas Beckers et al.

Despite the existence of formal guarantees for learning-based control approaches, the relationship between data and control performance is still poorly understood. In this paper, we propose a Lyapunov-based measure for quantifying the impact of data on the certifiable control performance. By modeling unknown system dynamics through Gaussian processes, we can determine the interrelation between model uncertainty and satisfaction of stability conditions. This allows us to directly asses the impact of data on the provable stationary control performance, and thereby the value of the data for the closed-loop system performance. Our approach is applicable to a wide variety of unknown nonlinear systems that are to be controlled by a generic learning-based control law, and the results obtained in numerical simulations indicate the efficacy of the proposed measure.

LGOct 6, 2020
Deep Learning based Uncertainty Decomposition for Real-time Control

Neha Das, Jonas Umlauft, Armin Lederer et al.

Data-driven control in unknown environments requires a clear understanding of the involved uncertainties for ensuring safety and efficient exploration. While aleatoric uncertainty that arises from measurement noise can often be explicitly modeled given a parametric description, it can be harder to model epistemic uncertainty, which describes the presence or absence of training data. The latter can be particularly useful for implementing exploratory control strategies when system dynamics are unknown. We propose a novel method for detecting the absence of training data using deep learning, which gives a continuous valued scalar output between $0$ (indicating low uncertainty) and $1$ (indicating high uncertainty). We utilize this detector as a proxy for epistemic uncertainty and show its advantages over existing approaches on synthetic and real-world datasets. Our approach can be directly combined with aleatoric uncertainty estimates and allows for uncertainty estimation in real-time as the inference is sample-free unlike existing approaches for uncertainty modeling. We further demonstrate the practicality of this uncertainty estimate in deploying online data-efficient control on a simulated quadcopter acted upon by an unknown disturbance model.

LGJun 16, 2020
Real-Time Regression with Dividing Local Gaussian Processes

Armin Lederer, Alejandro Jose Ordonez Conejo, Korbinian Maier et al.

The increased demand for online prediction and the growing availability of large data sets drives the need for computationally efficient models. While exact Gaussian process regression shows various favorable theoretical properties (uncertainty estimate, unlimited expressive power), the poor scaling with respect to the training set size prohibits its application in big data regimes in real-time. Therefore, this paper proposes dividing local Gaussian processes, which are a novel, computationally efficient modeling approach based on Gaussian process regression. Due to an iterative, data-driven division of the input space, they achieve a sublinear computational complexity in the total number of training points in practice, while providing excellent predictive distributions. A numerical evaluation on real-world data sets shows their advantages over other state-of-the-art methods in terms of accuracy as well as prediction and update speed.

LGJun 14, 2020
GP3: A Sampling-based Analysis Framework for Gaussian Processes

Armin Lederer, Markus Kessler, Sandra Hirche

Although machine learning is increasingly applied in control approaches, only few methods guarantee certifiable safety, which is necessary for real world applications. These approaches typically rely on well-understood learning algorithms, which allow formal theoretical analysis. Gaussian process regression is a prominent example among those methods, which attracts growing attention due to its strong Bayesian foundations. Even though many problems regarding the analysis of Gaussian processes have a similar structure, specific approaches are typically tailored for them individually, without strong focus on computational efficiency. Thereby, the practical applicability and performance of these approaches is limited. In order to overcome this issue, we propose a novel framework called GP3, general purpose computation on graphics processing units for Gaussian processes, which allows to solve many of the existing problems efficiently. By employing interval analysis, local Lipschitz constants are computed in order to extend properties verified on a grid to continuous state spaces. Since the computation is completely parallelizable, the computational benefits of GPU processing are exploited in combination with multi-resolution sampling in order to allow high resolution analysis.

SYJun 14, 2020
Learning Stable Nonparametric Dynamical Systems with Gaussian Process Regression

Wenxin Xiao, Armin Lederer, Sandra Hirche

Modelling real world systems involving humans such as biological processes for disease treatment or human behavior for robotic rehabilitation is a challenging problem because labeled training data is sparse and expensive, while high prediction accuracy is required from models of these dynamical systems. Due to the high nonlinearity of problems in this area, data-driven approaches gain increasing attention for identifying nonparametric models. In order to increase the prediction performance of these models, abstract prior knowledge such as stability should be included in the learning approach. One of the key challenges is to ensure sufficient flexibility of the models, which is typically limited by the usage of parametric Lyapunov functions to guarantee stability. Therefore, we derive an approach to learn a nonparametric Lyapunov function based on Gaussian process regression from data. Furthermore, we learn a nonparametric Gaussian process state space model from the data and show that it is capable of reproducing observed data exactly. We prove that stabilization of the nominal model based on the nonparametric control Lyapunov function does not modify the behavior of the nominal model at training samples. The flexibility and efficiency of our approach is demonstrated on the benchmark problem of learning handwriting motions from a real world dataset, where our approach achieves almost exact reproduction of the training data.

SYMay 25, 2020
How Training Data Impacts Performance in Learning-based Control

Armin Lederer, Alexandre Capone, Jonas Umlauft et al.

When first principle models cannot be derived due to the complexity of the real system, data-driven methods allow us to build models from system observations. As these models are employed in learning-based control, the quality of the data plays a crucial role for the performance of the resulting control law. Nevertheless, there hardly exist measures for assessing training data sets, and the impact of the distribution of the data on the closed-loop system properties is largely unknown. This paper derives - based on Gaussian process models - an analytical relationship between the density of the training data and the control performance. We formulate a quality measure for the data set, which we refer to as $ρ$-gap, and derive the ultimate bound for the tracking error under consideration of the model uncertainty. We show how the $ρ$-gap can be applied to a feedback linearizing control law and provide numerical illustrations for our approach.

LGMay 4, 2020
Localized active learning of Gaussian process state space models

Alexandre Capone, Jonas Umlauft, Thomas Beckers et al.

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.

LGJun 4, 2019
Posterior Variance Analysis of Gaussian Processes with Application to Average Learning Curves

Armin Lederer, Jonas Umlauft, Sandra Hirche

The posterior variance of Gaussian processes is a valuable measure of the learning error which is exploited in various applications such as safe reinforcement learning and control design. However, suitable analysis of the posterior variance which captures its behavior for finite and infinite number of training data is missing. This paper derives a novel bound for the posterior variance function which requires only local information because it depends only on the number of training samples in the proximity of a considered test point. Furthermore, we prove sufficient conditions which ensure the convergence of the posterior variance to zero. Finally, we demonstrate that the extension of our bound to an average learning bound outperforms existing approaches.

LGJun 4, 2019
Uniform Error Bounds for Gaussian Process Regression with Application to Safe Control

Armin Lederer, Jonas Umlauft, Sandra Hirche

Data-driven models are subject to model errors due to limited and noisy training data. Key to the application of such models in safety-critical domains is the quantification of their model error. Gaussian processes provide such a measure and uniform error bounds have been derived, which allow safe control based on these models. However, existing error bounds require restrictive assumptions. In this paper, we employ the Gaussian process distribution and continuity arguments to derive a novel uniform error bound under weaker assumptions. Furthermore, we demonstrate how this distribution can be used to derive probabilistic Lipschitz constants and analyze the asymptotic behavior of our bound. Finally, we derive safety conditions for the control of unknown dynamical systems based on Gaussian process models and evaluate them in simulations of a robotic manipulator.