2013
DOI: 10.1177/0278364913476124
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Variable risk control via stochastic optimization

Abstract: We present new global and local policy search algorithms suitable for problems with policy-dependent cost variance (or risk ), a property present in many robot control tasks. These algorithms exploit new techniques in nonparameteric heteroscedastic regression to directly model the policy-dependent distribution of cost. For local search, the learned cost model can be used as a critic for performing risk-sensitive gradient descent. Alternatively, decision-theoretic criteria can be applied to globally select poli… Show more

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Cited by 35 publications
(18 citation statements)
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“…Though we only considered the efficacy of the algorithm under noisy measurement of metabolic cost using single parameter optimization, Bayesian optimization is generally applicable for multi-dimensional problems [ 28 – 32 ]. This method has been successfully applied to many robotic applications such as robot gait optimization [ 60 , 61 ] and balancing recovery strategies under large disturbances [ 62 ]. In addition, another parameter selection application using a noisy physiological signal confirmed the sample efficiency of Bayesian optimization on a multi-dimensional problem during HIL optimization [ 33 ].…”
Section: Discussionmentioning
confidence: 99%
“…Though we only considered the efficacy of the algorithm under noisy measurement of metabolic cost using single parameter optimization, Bayesian optimization is generally applicable for multi-dimensional problems [ 28 – 32 ]. This method has been successfully applied to many robotic applications such as robot gait optimization [ 60 , 61 ] and balancing recovery strategies under large disturbances [ 62 ]. In addition, another parameter selection application using a noisy physiological signal confirmed the sample efficiency of Bayesian optimization on a multi-dimensional problem during HIL optimization [ 33 ].…”
Section: Discussionmentioning
confidence: 99%
“…In this work, we introduced an ERM cost to improve trajectory robustness as the ERM cost minimizes the sensitivity of the solutions to variations in the contact parameters ( Chen et al, 2009 ); nonetheless, we note that neither the ERM nor the chance constraints propagate uncertainty through the dynamics. Following other robust TO approaches, an alternative to our work would be to sample the uncertain contact models and then minimize either the expected cost ( Dai and Tedrake, 2012 ; Kuindersma et al, 2013 ; Mordatch et al, 2015 ) or an expected exponential transformation of the cost ( Jacobson, 1973 ; Farshidian and Buchli, 2015 ; Ponton et al, 2018 ), taking the expectation numerically over an ensemble of trajectories. However, developing an ensemble approach to contact-robust optimization is not without its challenges.…”
Section: Discussionmentioning
confidence: 99%
“…However, there are many examples of popular risk metrics that do not fulfill the axioms we advocate. For example, a very popular metric to quantify risk in robotics applications is the mean-variance risk metric: E[Z] + β Variance[Z] (see, e.g., [18,13,21]). The mean-variance metric satisfies A6 but fails to satisfy the other axioms.…”
Section: Examples and Pitfalls Of Commonly Used Risk Metricsmentioning
confidence: 99%