论文标题
随着时间变化的贝叶斯优化,控制器调整
On Controller Tuning with Time-Varying Bayesian Optimization
论文作者
论文摘要
变化条件或环境会导致系统动态随着时间而变化。为了确保最佳的控制性能,控制器应适应这些更改。当不明变化的基本原因和时间尚不清楚时,我们需要依靠在线数据进行此适应。在本文中,我们将使用随时间变化的贝叶斯优化(TVBO)在不断变化的环境中使用有关控制目标及其更改的适当的先验知识在线调整控制器。两个在线控制器调整问题的特征是两个属性:首先,由于系统动力学的变化,例如通过磨损,它们在目标上表现出增量和持久的变化。其次,优化问题是调谐参数中的凸。当前的TVBO方法不会明确地说明这些属性,从而通过过度探索参数空间导致调谐性能和许多不稳定的控制器。我们建议使用不确定性注入(UI)的新型TVBO遗忘策略,该策略结合了增量和持久变化的假设。控制目标通过时间结构域中的维也纳过程与UI一起建模为具有UI的时空高斯过程(GP)。此外,我们通过与线性不等式约束的GP模型明确对空间维度中的凸度假设进行建模。在数值实验中,我们表明我们的模型在TVBO中的最新方法优于最先进的方法,表现出减少的遗憾和更少的不稳定参数配置。
Changing conditions or environments can cause system dynamics to vary over time. To ensure optimal control performance, controllers should adapt to these changes. When the underlying cause and time of change is unknown, we need to rely on online data for this adaptation. In this paper, we will use time-varying Bayesian optimization (TVBO) to tune controllers online in changing environments using appropriate prior knowledge on the control objective and its changes. Two properties are characteristic of many online controller tuning problems: First, they exhibit incremental and lasting changes in the objective due to changes to the system dynamics, e.g., through wear and tear. Second, the optimization problem is convex in the tuning parameters. Current TVBO methods do not explicitly account for these properties, resulting in poor tuning performance and many unstable controllers through over-exploration of the parameter space. We propose a novel TVBO forgetting strategy using Uncertainty-Injection (UI), which incorporates the assumption of incremental and lasting changes. The control objective is modeled as a spatio-temporal Gaussian process (GP) with UI through a Wiener process in the temporal domain. Further, we explicitly model the convexity assumptions in the spatial dimension through GP models with linear inequality constraints. In numerical experiments, we show that our model outperforms the state-of-the-art method in TVBO, exhibiting reduced regret and fewer unstable parameter configurations.