Dual Control with Active Learning using Gaussian Process Regression
使用高斯过程回归的主动学习双控制
Tansu Alpcan
AI总结 针对信息有限的控制问题,提出一种基于信息论熵度量和高斯过程回归的双控制方法,同时优化系统辨识和控制目标,并在混沌系统和倒立摆控制中验证。
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在许多实际问题中,控制决策必须在有限信息下做出。控制器可能没有关于非线性系统的先验(甚至后验)数据,除了随时间获得的有限数量点。这要么是由于观测成本高,要么是由于系统的高度非平稳性。信息收集(辨识、探索)与控制(优化、利用)之间的冲突需要一种主动学习方法,用于迭代选择控制动作,同时为系统辨识提供数据点。本文提出一种双控制方法,其中每个控制步骤获取的信息使用信息论中的熵度量进行量化,并作为最先进的高斯过程回归(贝叶斯学习)方法的训练输入。对每个数据点获取的信息进行显式量化,允许迭代优化辨识和控制目标。所开发的方法通过两个例子说明:作为混沌系统的逻辑斯蒂映射控制和带倒立摆的小车位置控制。
In many real world problems, control decisions have to be made with limited information. The controller may have no a priori (or even posteriori) data on the nonlinear system, except from a limited number of points that are obtained over time. This is either due to high cost of observation or the highly non-stationary nature of the system. The resulting conflict between information collection (identification, exploration) and control (optimization, exploitation) necessitates an active learning approach for iteratively selecting the control actions which concurrently provide the data points for system identification. This paper presents a dual control approach where the information acquired at each control step is quantified using the entropy measure from information theory and serves as the training input to a state-of-the-art Gaussian process regression (Bayesian learning) method. The explicit quantification of the information obtained from each data point allows for iterative optimization of both identification and control objectives. The approach developed is illustrated with two examples: control of logistic map as a chaotic system and position control of a cart with inverted pendulum.