Computer Science > Machine Learning
arXiv:2203.02720 (cs)
[Submitted on 5 Mar 2022 (v1), last revised 11 Mar 2022 (this version, v2)]
Title:Bayesian Learning Approach to Model Predictive Control
View a PDF of the paper titled Bayesian Learning Approach to Model Predictive Control, by Namhoon Cho and 3 other authors
View PDFAbstract:This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control. On one hand, the Bayesian learning rule provides a general framework capable of generating various machine learning algorithms as special instances. On the other hand, the dynamic mirror descent model predictive control framework is capable of diversifying sample-rollout-based control algorithms. However, connections between the two frameworks have still not been fully appreciated in the context of stochastic optimal control. This study combines the Bayesian learning rule point of view into the model predictive control setting by taking inspirations from the view of understanding model predictive controller as an online learner. The selection of posterior class and natural gradient approximation for the variational formulation governs diversification of model predictive control algorithms in the Bayesian learning approach to model predictive control. This alternative viewpoint complements the dynamic mirror descent framework through streamlining the explanation of design choices.
Comments: | 6 pages, IEEE L-CSS with CDC |
Subjects: | Machine Learning (cs.LG); Robotics (cs.RO); Systems and Control (eess.SY); Optimization and Control (math.OC) |
Cite as: | arXiv:2203.02720 [cs.LG] |
(orarXiv:2203.02720v2 [cs.LG] for this version) | |
https://doi.org/10.48550/arXiv.2203.02720 arXiv-issued DOI via DataCite |
Submission history
From: Namhoon Cho [view email][v1] Sat, 5 Mar 2022 12:15:03 UTC (16 KB)
[v2] Fri, 11 Mar 2022 12:41:27 UTC (17 KB)
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View a PDF of the paper titled Bayesian Learning Approach to Model Predictive Control, by Namhoon Cho and 3 other authors
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